CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3903 |
1.4026 |
0.0123 |
0.9% |
1.3876 |
| High |
1.3995 |
1.4098 |
0.0103 |
0.7% |
1.4098 |
| Low |
1.3894 |
1.3993 |
0.0099 |
0.7% |
1.3871 |
| Close |
1.3944 |
1.4041 |
0.0097 |
0.7% |
1.4041 |
| Range |
0.0101 |
0.0105 |
0.0004 |
4.0% |
0.0227 |
| ATR |
0.0278 |
0.0269 |
-0.0009 |
-3.2% |
0.0000 |
| Volume |
57,500 |
18,669 |
-38,831 |
-67.5% |
353,665 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4359 |
1.4305 |
1.4099 |
|
| R3 |
1.4254 |
1.4200 |
1.4070 |
|
| R2 |
1.4149 |
1.4149 |
1.4060 |
|
| R1 |
1.4095 |
1.4095 |
1.4051 |
1.4122 |
| PP |
1.4044 |
1.4044 |
1.4044 |
1.4058 |
| S1 |
1.3990 |
1.3990 |
1.4031 |
1.4017 |
| S2 |
1.3939 |
1.3939 |
1.4022 |
|
| S3 |
1.3834 |
1.3885 |
1.4012 |
|
| S4 |
1.3729 |
1.3780 |
1.3983 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4684 |
1.4590 |
1.4166 |
|
| R3 |
1.4457 |
1.4363 |
1.4103 |
|
| R2 |
1.4230 |
1.4230 |
1.4083 |
|
| R1 |
1.4136 |
1.4136 |
1.4062 |
1.4183 |
| PP |
1.4003 |
1.4003 |
1.4003 |
1.4027 |
| S1 |
1.3909 |
1.3909 |
1.4020 |
1.3956 |
| S2 |
1.3776 |
1.3776 |
1.3999 |
|
| S3 |
1.3549 |
1.3682 |
1.3979 |
|
| S4 |
1.3322 |
1.3455 |
1.3916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4284 |
1.3790 |
0.0494 |
3.5% |
0.0205 |
1.5% |
51% |
False |
False |
124,370 |
| 10 |
1.4687 |
1.3219 |
0.1468 |
10.5% |
0.0303 |
2.2% |
56% |
False |
False |
143,217 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.3% |
0.0264 |
1.9% |
70% |
False |
False |
79,067 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.6% |
0.0255 |
1.8% |
72% |
False |
False |
40,043 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.6% |
0.0249 |
1.8% |
72% |
False |
False |
26,968 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.3% |
0.0236 |
1.7% |
69% |
False |
False |
20,612 |
| 100 |
1.5150 |
1.2351 |
0.2799 |
19.9% |
0.0197 |
1.4% |
60% |
False |
False |
16,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4544 |
|
2.618 |
1.4373 |
|
1.618 |
1.4268 |
|
1.000 |
1.4203 |
|
0.618 |
1.4163 |
|
HIGH |
1.4098 |
|
0.618 |
1.4058 |
|
0.500 |
1.4046 |
|
0.382 |
1.4033 |
|
LOW |
1.3993 |
|
0.618 |
1.3928 |
|
1.000 |
1.3888 |
|
1.618 |
1.3823 |
|
2.618 |
1.3718 |
|
4.250 |
1.3547 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4046 |
1.4026 |
| PP |
1.4044 |
1.4010 |
| S1 |
1.4043 |
1.3995 |
|