CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3876 |
1.3918 |
0.0042 |
0.3% |
1.3345 |
| High |
1.4093 |
1.3993 |
-0.0100 |
-0.7% |
1.4687 |
| Low |
1.3871 |
1.3892 |
0.0021 |
0.2% |
1.3335 |
| Close |
1.3926 |
1.3942 |
0.0016 |
0.1% |
1.3853 |
| Range |
0.0222 |
0.0101 |
-0.0121 |
-54.5% |
0.1352 |
| ATR |
0.0307 |
0.0292 |
-0.0015 |
-4.8% |
0.0000 |
| Volume |
176,640 |
100,856 |
-75,784 |
-42.9% |
959,266 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4245 |
1.4195 |
1.3998 |
|
| R3 |
1.4144 |
1.4094 |
1.3970 |
|
| R2 |
1.4043 |
1.4043 |
1.3961 |
|
| R1 |
1.3993 |
1.3993 |
1.3951 |
1.4018 |
| PP |
1.3942 |
1.3942 |
1.3942 |
1.3955 |
| S1 |
1.3892 |
1.3892 |
1.3933 |
1.3917 |
| S2 |
1.3841 |
1.3841 |
1.3923 |
|
| S3 |
1.3740 |
1.3791 |
1.3914 |
|
| S4 |
1.3639 |
1.3690 |
1.3886 |
|
|
| 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 |
1.3790 |
0.0897 |
6.4% |
0.0358 |
2.6% |
17% |
False |
False |
189,415 |
| 10 |
1.4687 |
1.2868 |
0.1819 |
13.0% |
0.0340 |
2.4% |
59% |
False |
False |
145,739 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.4% |
0.0270 |
1.9% |
65% |
False |
False |
75,513 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.7% |
0.0268 |
1.9% |
68% |
False |
False |
38,167 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.8% |
0.0252 |
1.8% |
68% |
False |
False |
25,746 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0237 |
1.7% |
65% |
False |
False |
19,660 |
| 100 |
1.5297 |
1.2351 |
0.2946 |
21.1% |
0.0195 |
1.4% |
54% |
False |
False |
15,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4422 |
|
2.618 |
1.4257 |
|
1.618 |
1.4156 |
|
1.000 |
1.4094 |
|
0.618 |
1.4055 |
|
HIGH |
1.3993 |
|
0.618 |
1.3954 |
|
0.500 |
1.3943 |
|
0.382 |
1.3931 |
|
LOW |
1.3892 |
|
0.618 |
1.3830 |
|
1.000 |
1.3791 |
|
1.618 |
1.3729 |
|
2.618 |
1.3628 |
|
4.250 |
1.3463 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3943 |
1.4037 |
| PP |
1.3942 |
1.4005 |
| S1 |
1.3942 |
1.3974 |
|