CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.4009 |
0.0342 |
2.5% |
1.2704 |
| High |
1.4115 |
1.4403 |
0.0288 |
2.0% |
1.3384 |
| Low |
1.3600 |
1.3973 |
0.0373 |
2.7% |
1.2703 |
| Close |
1.3944 |
1.4313 |
0.0369 |
2.6% |
1.3340 |
| Range |
0.0515 |
0.0430 |
-0.0085 |
-16.5% |
0.0681 |
| ATR |
0.0265 |
0.0279 |
0.0014 |
5.2% |
0.0000 |
| Volume |
144,337 |
171,429 |
27,092 |
18.8% |
244,461 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5520 |
1.5346 |
1.4550 |
|
| R3 |
1.5090 |
1.4916 |
1.4431 |
|
| R2 |
1.4660 |
1.4660 |
1.4392 |
|
| R1 |
1.4486 |
1.4486 |
1.4352 |
1.4573 |
| PP |
1.4230 |
1.4230 |
1.4230 |
1.4273 |
| S1 |
1.4056 |
1.4056 |
1.4274 |
1.4143 |
| S2 |
1.3800 |
1.3800 |
1.4234 |
|
| S3 |
1.3370 |
1.3626 |
1.4195 |
|
| S4 |
1.2940 |
1.3196 |
1.4077 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5185 |
1.4944 |
1.3715 |
|
| R3 |
1.4504 |
1.4263 |
1.3527 |
|
| R2 |
1.3823 |
1.3823 |
1.3465 |
|
| R1 |
1.3582 |
1.3582 |
1.3402 |
1.3703 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3203 |
| S1 |
1.2901 |
1.2901 |
1.3278 |
1.3022 |
| S2 |
1.2461 |
1.2461 |
1.3215 |
|
| S3 |
1.1780 |
1.2220 |
1.3153 |
|
| S4 |
1.1099 |
1.1539 |
1.2965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4403 |
1.2972 |
0.1431 |
10.0% |
0.0373 |
2.6% |
94% |
True |
False |
128,415 |
| 10 |
1.4403 |
1.2542 |
0.1861 |
13.0% |
0.0295 |
2.1% |
95% |
True |
False |
72,028 |
| 20 |
1.4403 |
1.2400 |
0.2003 |
14.0% |
0.0255 |
1.8% |
96% |
True |
False |
37,115 |
| 40 |
1.4403 |
1.2351 |
0.2052 |
14.3% |
0.0260 |
1.8% |
96% |
True |
False |
18,831 |
| 60 |
1.4722 |
1.2351 |
0.2371 |
16.6% |
0.0244 |
1.7% |
83% |
False |
False |
13,194 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.0% |
0.0220 |
1.5% |
81% |
False |
False |
9,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6231 |
|
2.618 |
1.5529 |
|
1.618 |
1.5099 |
|
1.000 |
1.4833 |
|
0.618 |
1.4669 |
|
HIGH |
1.4403 |
|
0.618 |
1.4239 |
|
0.500 |
1.4188 |
|
0.382 |
1.4137 |
|
LOW |
1.3973 |
|
0.618 |
1.3707 |
|
1.000 |
1.3543 |
|
1.618 |
1.3277 |
|
2.618 |
1.2847 |
|
4.250 |
1.2146 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4271 |
1.4165 |
| PP |
1.4230 |
1.4017 |
| S1 |
1.4188 |
1.3869 |
|