CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4009 |
1.4372 |
0.0363 |
2.6% |
1.2704 |
| High |
1.4403 |
1.4687 |
0.0284 |
2.0% |
1.3384 |
| Low |
1.3973 |
1.4145 |
0.0172 |
1.2% |
1.2703 |
| Close |
1.4313 |
1.4283 |
-0.0030 |
-0.2% |
1.3340 |
| Range |
0.0430 |
0.0542 |
0.0112 |
26.0% |
0.0681 |
| ATR |
0.0279 |
0.0298 |
0.0019 |
6.7% |
0.0000 |
| Volume |
171,429 |
229,967 |
58,538 |
34.1% |
244,461 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5998 |
1.5682 |
1.4581 |
|
| R3 |
1.5456 |
1.5140 |
1.4432 |
|
| R2 |
1.4914 |
1.4914 |
1.4382 |
|
| R1 |
1.4598 |
1.4598 |
1.4333 |
1.4485 |
| PP |
1.4372 |
1.4372 |
1.4372 |
1.4315 |
| S1 |
1.4056 |
1.4056 |
1.4233 |
1.3943 |
| S2 |
1.3830 |
1.3830 |
1.4184 |
|
| S3 |
1.3288 |
1.3514 |
1.4134 |
|
| S4 |
1.2746 |
1.2972 |
1.3985 |
|
|
| 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 |
1.4687 |
1.3219 |
0.1468 |
10.3% |
0.0402 |
2.8% |
72% |
True |
False |
162,064 |
| 10 |
1.4687 |
1.2608 |
0.2079 |
14.6% |
0.0320 |
2.2% |
81% |
True |
False |
94,461 |
| 20 |
1.4687 |
1.2400 |
0.2287 |
16.0% |
0.0273 |
1.9% |
82% |
True |
False |
48,562 |
| 40 |
1.4687 |
1.2351 |
0.2336 |
16.4% |
0.0269 |
1.9% |
83% |
True |
False |
24,572 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.4% |
0.0250 |
1.8% |
83% |
True |
False |
17,026 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.0% |
0.0227 |
1.6% |
79% |
False |
False |
12,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6991 |
|
2.618 |
1.6106 |
|
1.618 |
1.5564 |
|
1.000 |
1.5229 |
|
0.618 |
1.5022 |
|
HIGH |
1.4687 |
|
0.618 |
1.4480 |
|
0.500 |
1.4416 |
|
0.382 |
1.4352 |
|
LOW |
1.4145 |
|
0.618 |
1.3810 |
|
1.000 |
1.3603 |
|
1.618 |
1.3268 |
|
2.618 |
1.2726 |
|
4.250 |
1.1842 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4416 |
1.4237 |
| PP |
1.4372 |
1.4190 |
| S1 |
1.4327 |
1.4144 |
|