CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3918 |
1.3903 |
-0.0015 |
-0.1% |
1.3345 |
| High |
1.3993 |
1.3995 |
0.0002 |
0.0% |
1.4687 |
| Low |
1.3892 |
1.3894 |
0.0002 |
0.0% |
1.3335 |
| Close |
1.3942 |
1.3944 |
0.0002 |
0.0% |
1.3853 |
| Range |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.1352 |
| ATR |
0.0292 |
0.0278 |
-0.0014 |
-4.7% |
0.0000 |
| Volume |
100,856 |
57,500 |
-43,356 |
-43.0% |
959,266 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4247 |
1.4197 |
1.4000 |
|
| R3 |
1.4146 |
1.4096 |
1.3972 |
|
| R2 |
1.4045 |
1.4045 |
1.3963 |
|
| R1 |
1.3995 |
1.3995 |
1.3953 |
1.4020 |
| PP |
1.3944 |
1.3944 |
1.3944 |
1.3957 |
| S1 |
1.3894 |
1.3894 |
1.3935 |
1.3919 |
| S2 |
1.3843 |
1.3843 |
1.3925 |
|
| S3 |
1.3742 |
1.3793 |
1.3916 |
|
| S4 |
1.3641 |
1.3692 |
1.3888 |
|
|
| 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% |
0.0292 |
2.1% |
17% |
False |
False |
166,629 |
| 10 |
1.4687 |
1.2972 |
0.1715 |
12.3% |
0.0333 |
2.4% |
57% |
False |
False |
147,522 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.4% |
0.0264 |
1.9% |
65% |
False |
False |
78,261 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.7% |
0.0263 |
1.9% |
68% |
False |
False |
39,589 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.8% |
0.0251 |
1.8% |
68% |
False |
False |
26,682 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0238 |
1.7% |
65% |
False |
False |
20,379 |
| 100 |
1.5243 |
1.2351 |
0.2892 |
20.7% |
0.0196 |
1.4% |
55% |
False |
False |
16,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4424 |
|
2.618 |
1.4259 |
|
1.618 |
1.4158 |
|
1.000 |
1.4096 |
|
0.618 |
1.4057 |
|
HIGH |
1.3995 |
|
0.618 |
1.3956 |
|
0.500 |
1.3945 |
|
0.382 |
1.3933 |
|
LOW |
1.3894 |
|
0.618 |
1.3832 |
|
1.000 |
1.3793 |
|
1.618 |
1.3731 |
|
2.618 |
1.3630 |
|
4.250 |
1.3465 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3945 |
1.3982 |
| PP |
1.3944 |
1.3969 |
| S1 |
1.3944 |
1.3957 |
|