CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3916 |
1.4073 |
0.0157 |
1.1% |
1.3876 |
| High |
1.4191 |
1.4116 |
-0.0075 |
-0.5% |
1.4098 |
| Low |
1.3908 |
1.3817 |
-0.0091 |
-0.7% |
1.3871 |
| Close |
1.4054 |
1.3921 |
-0.0133 |
-0.9% |
1.4041 |
| Range |
0.0283 |
0.0299 |
0.0016 |
5.7% |
0.0227 |
| ATR |
0.0282 |
0.0283 |
0.0001 |
0.4% |
0.0000 |
| Volume |
100,672 |
73,173 |
-27,499 |
-27.3% |
353,665 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4848 |
1.4684 |
1.4085 |
|
| R3 |
1.4549 |
1.4385 |
1.4003 |
|
| R2 |
1.4250 |
1.4250 |
1.3976 |
|
| R1 |
1.4086 |
1.4086 |
1.3948 |
1.4019 |
| PP |
1.3951 |
1.3951 |
1.3951 |
1.3918 |
| S1 |
1.3787 |
1.3787 |
1.3894 |
1.3720 |
| S2 |
1.3652 |
1.3652 |
1.3866 |
|
| S3 |
1.3353 |
1.3488 |
1.3839 |
|
| S4 |
1.3054 |
1.3189 |
1.3757 |
|
|
| 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 |
1.3817 |
0.0517 |
3.7% |
0.0247 |
1.8% |
20% |
False |
True |
52,651 |
| 10 |
1.4687 |
1.3790 |
0.0897 |
6.4% |
0.0303 |
2.2% |
15% |
False |
False |
121,033 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.4% |
0.0284 |
2.0% |
64% |
False |
False |
88,060 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.7% |
0.0257 |
1.8% |
67% |
False |
False |
44,679 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.8% |
0.0255 |
1.8% |
67% |
False |
False |
30,008 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0246 |
1.8% |
64% |
False |
False |
22,950 |
| 100 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0204 |
1.5% |
64% |
False |
False |
18,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5387 |
|
2.618 |
1.4899 |
|
1.618 |
1.4600 |
|
1.000 |
1.4415 |
|
0.618 |
1.4301 |
|
HIGH |
1.4116 |
|
0.618 |
1.4002 |
|
0.500 |
1.3967 |
|
0.382 |
1.3931 |
|
LOW |
1.3817 |
|
0.618 |
1.3632 |
|
1.000 |
1.3518 |
|
1.618 |
1.3333 |
|
2.618 |
1.3034 |
|
4.250 |
1.2546 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3967 |
1.4076 |
| PP |
1.3951 |
1.4024 |
| S1 |
1.3936 |
1.3973 |
|