CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4038 |
1.3916 |
-0.0122 |
-0.9% |
1.3876 |
| High |
1.4334 |
1.4191 |
-0.0143 |
-1.0% |
1.4098 |
| Low |
1.3885 |
1.3908 |
0.0023 |
0.2% |
1.3871 |
| Close |
1.4060 |
1.4054 |
-0.0006 |
0.0% |
1.4041 |
| Range |
0.0449 |
0.0283 |
-0.0166 |
-37.0% |
0.0227 |
| ATR |
0.0282 |
0.0282 |
0.0000 |
0.0% |
0.0000 |
| Volume |
13,244 |
100,672 |
87,428 |
660.1% |
353,665 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4900 |
1.4760 |
1.4210 |
|
| R3 |
1.4617 |
1.4477 |
1.4132 |
|
| R2 |
1.4334 |
1.4334 |
1.4106 |
|
| R1 |
1.4194 |
1.4194 |
1.4080 |
1.4264 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4086 |
| S1 |
1.3911 |
1.3911 |
1.4028 |
1.3981 |
| S2 |
1.3768 |
1.3768 |
1.4002 |
|
| S3 |
1.3485 |
1.3628 |
1.3976 |
|
| S4 |
1.3202 |
1.3345 |
1.3898 |
|
|
| 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 |
1.3885 |
0.0449 |
3.2% |
0.0208 |
1.5% |
38% |
False |
False |
58,188 |
| 10 |
1.4687 |
1.3600 |
0.1087 |
7.7% |
0.0324 |
2.3% |
42% |
False |
False |
128,149 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.3% |
0.0279 |
2.0% |
70% |
False |
False |
84,478 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.5% |
0.0261 |
1.9% |
73% |
False |
False |
42,866 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.6% |
0.0253 |
1.8% |
73% |
False |
False |
28,794 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.3% |
0.0243 |
1.7% |
70% |
False |
False |
22,035 |
| 100 |
1.4807 |
1.2351 |
0.2456 |
17.5% |
0.0201 |
1.4% |
69% |
False |
False |
17,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5394 |
|
2.618 |
1.4932 |
|
1.618 |
1.4649 |
|
1.000 |
1.4474 |
|
0.618 |
1.4366 |
|
HIGH |
1.4191 |
|
0.618 |
1.4083 |
|
0.500 |
1.4050 |
|
0.382 |
1.4016 |
|
LOW |
1.3908 |
|
0.618 |
1.3733 |
|
1.000 |
1.3625 |
|
1.618 |
1.3450 |
|
2.618 |
1.3167 |
|
4.250 |
1.2705 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4053 |
1.4110 |
| PP |
1.4051 |
1.4091 |
| S1 |
1.4050 |
1.4073 |
|