CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4026 |
1.4038 |
0.0012 |
0.1% |
1.3876 |
| High |
1.4098 |
1.4334 |
0.0236 |
1.7% |
1.4098 |
| Low |
1.3993 |
1.3885 |
-0.0108 |
-0.8% |
1.3871 |
| Close |
1.4041 |
1.4060 |
0.0019 |
0.1% |
1.4041 |
| Range |
0.0105 |
0.0449 |
0.0344 |
327.6% |
0.0227 |
| ATR |
0.0269 |
0.0282 |
0.0013 |
4.8% |
0.0000 |
| Volume |
18,669 |
13,244 |
-5,425 |
-29.1% |
353,665 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5440 |
1.5199 |
1.4307 |
|
| R3 |
1.4991 |
1.4750 |
1.4183 |
|
| R2 |
1.4542 |
1.4542 |
1.4142 |
|
| R1 |
1.4301 |
1.4301 |
1.4101 |
1.4422 |
| PP |
1.4093 |
1.4093 |
1.4093 |
1.4153 |
| S1 |
1.3852 |
1.3852 |
1.4019 |
1.3973 |
| S2 |
1.3644 |
1.3644 |
1.3978 |
|
| S3 |
1.3195 |
1.3403 |
1.3937 |
|
| S4 |
1.2746 |
1.2954 |
1.3813 |
|
|
| 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 |
1.4334 |
1.3871 |
0.0463 |
3.3% |
0.0196 |
1.4% |
41% |
True |
False |
73,381 |
| 10 |
1.4687 |
1.3335 |
0.1352 |
9.6% |
0.0332 |
2.4% |
54% |
False |
False |
132,617 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.3% |
0.0271 |
1.9% |
71% |
False |
False |
79,649 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.5% |
0.0262 |
1.9% |
73% |
False |
False |
40,360 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.6% |
0.0253 |
1.8% |
73% |
False |
False |
27,138 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.3% |
0.0240 |
1.7% |
70% |
False |
False |
20,777 |
| 100 |
1.5121 |
1.2351 |
0.2770 |
19.7% |
0.0201 |
1.4% |
62% |
False |
False |
16,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6242 |
|
2.618 |
1.5509 |
|
1.618 |
1.5060 |
|
1.000 |
1.4783 |
|
0.618 |
1.4611 |
|
HIGH |
1.4334 |
|
0.618 |
1.4162 |
|
0.500 |
1.4110 |
|
0.382 |
1.4057 |
|
LOW |
1.3885 |
|
0.618 |
1.3608 |
|
1.000 |
1.3436 |
|
1.618 |
1.3159 |
|
2.618 |
1.2710 |
|
4.250 |
1.1977 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4110 |
1.4110 |
| PP |
1.4093 |
1.4093 |
| S1 |
1.4077 |
1.4077 |
|