CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4372 |
1.4230 |
-0.0142 |
-1.0% |
1.3345 |
| High |
1.4687 |
1.4284 |
-0.0403 |
-2.7% |
1.4687 |
| Low |
1.4145 |
1.3790 |
-0.0355 |
-2.5% |
1.3335 |
| Close |
1.4283 |
1.3853 |
-0.0430 |
-3.0% |
1.3853 |
| Range |
0.0542 |
0.0494 |
-0.0048 |
-8.9% |
0.1352 |
| ATR |
0.0298 |
0.0312 |
0.0014 |
4.7% |
0.0000 |
| Volume |
229,967 |
268,185 |
38,218 |
16.6% |
959,266 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5458 |
1.5149 |
1.4125 |
|
| R3 |
1.4964 |
1.4655 |
1.3989 |
|
| R2 |
1.4470 |
1.4470 |
1.3944 |
|
| R1 |
1.4161 |
1.4161 |
1.3898 |
1.4069 |
| PP |
1.3976 |
1.3976 |
1.3976 |
1.3929 |
| S1 |
1.3667 |
1.3667 |
1.3808 |
1.3575 |
| S2 |
1.3482 |
1.3482 |
1.3762 |
|
| S3 |
1.2988 |
1.3173 |
1.3717 |
|
| S4 |
1.2494 |
1.2679 |
1.3581 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8014 |
1.7286 |
1.4597 |
|
| R3 |
1.6662 |
1.5934 |
1.4225 |
|
| R2 |
1.5310 |
1.5310 |
1.4101 |
|
| R1 |
1.4582 |
1.4582 |
1.3977 |
1.4946 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.4141 |
| S1 |
1.3230 |
1.3230 |
1.3729 |
1.3594 |
| S2 |
1.2606 |
1.2606 |
1.3605 |
|
| S3 |
1.1254 |
1.1878 |
1.3481 |
|
| S4 |
0.9902 |
1.0526 |
1.3109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4687 |
1.3335 |
0.1352 |
9.8% |
0.0468 |
3.4% |
38% |
False |
False |
191,853 |
| 10 |
1.4687 |
1.2703 |
0.1984 |
14.3% |
0.0352 |
2.5% |
58% |
False |
False |
120,372 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.5% |
0.0287 |
2.1% |
61% |
False |
False |
61,945 |
| 40 |
1.4687 |
1.2351 |
0.2336 |
16.9% |
0.0274 |
2.0% |
64% |
False |
False |
31,266 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.9% |
0.0257 |
1.9% |
64% |
False |
False |
21,299 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.6% |
0.0233 |
1.7% |
62% |
False |
False |
16,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6384 |
|
2.618 |
1.5577 |
|
1.618 |
1.5083 |
|
1.000 |
1.4778 |
|
0.618 |
1.4589 |
|
HIGH |
1.4284 |
|
0.618 |
1.4095 |
|
0.500 |
1.4037 |
|
0.382 |
1.3979 |
|
LOW |
1.3790 |
|
0.618 |
1.3485 |
|
1.000 |
1.3296 |
|
1.618 |
1.2991 |
|
2.618 |
1.2497 |
|
4.250 |
1.1691 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4037 |
1.4239 |
| PP |
1.3976 |
1.4110 |
| S1 |
1.3914 |
1.3982 |
|