CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2705 |
1.2613 |
-0.0092 |
-0.7% |
1.2771 |
| High |
1.2760 |
1.2683 |
-0.0077 |
-0.6% |
1.3075 |
| Low |
1.2670 |
1.2600 |
-0.0070 |
-0.6% |
1.2675 |
| Close |
1.2696 |
1.2650 |
-0.0046 |
-0.4% |
1.2700 |
| Range |
0.0090 |
0.0083 |
-0.0007 |
-7.8% |
0.0400 |
| ATR |
0.0203 |
0.0195 |
-0.0008 |
-3.8% |
0.0000 |
| Volume |
138,939 |
159,566 |
20,627 |
14.8% |
813,221 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2855 |
1.2696 |
|
| R3 |
1.2810 |
1.2772 |
1.2673 |
|
| R2 |
1.2727 |
1.2727 |
1.2665 |
|
| R1 |
1.2689 |
1.2689 |
1.2658 |
1.2708 |
| PP |
1.2644 |
1.2644 |
1.2644 |
1.2654 |
| S1 |
1.2606 |
1.2606 |
1.2642 |
1.2625 |
| S2 |
1.2561 |
1.2561 |
1.2635 |
|
| S3 |
1.2478 |
1.2523 |
1.2627 |
|
| S4 |
1.2395 |
1.2440 |
1.2604 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.3758 |
1.2920 |
|
| R3 |
1.3617 |
1.3358 |
1.2810 |
|
| R2 |
1.3217 |
1.3217 |
1.2773 |
|
| R1 |
1.2958 |
1.2958 |
1.2737 |
1.2888 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2781 |
| S1 |
1.2558 |
1.2558 |
1.2663 |
1.2488 |
| S2 |
1.2417 |
1.2417 |
1.2627 |
|
| S3 |
1.2017 |
1.2158 |
1.2590 |
|
| S4 |
1.1617 |
1.1758 |
1.2480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2965 |
1.2585 |
0.0380 |
3.0% |
0.0099 |
0.8% |
17% |
False |
False |
164,570 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0133 |
1.1% |
34% |
False |
False |
180,323 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0150 |
1.2% |
34% |
False |
False |
186,906 |
| 40 |
1.3795 |
1.2395 |
0.1400 |
11.1% |
0.0155 |
1.2% |
18% |
False |
False |
192,238 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0160 |
1.3% |
11% |
False |
False |
191,803 |
| 80 |
1.4970 |
1.2395 |
0.2575 |
20.4% |
0.0140 |
1.1% |
10% |
False |
False |
144,512 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.4% |
0.0123 |
1.0% |
7% |
False |
False |
115,698 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.4% |
0.0106 |
0.8% |
7% |
False |
False |
96,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3036 |
|
2.618 |
1.2900 |
|
1.618 |
1.2817 |
|
1.000 |
1.2766 |
|
0.618 |
1.2734 |
|
HIGH |
1.2683 |
|
0.618 |
1.2651 |
|
0.500 |
1.2642 |
|
0.382 |
1.2632 |
|
LOW |
1.2600 |
|
0.618 |
1.2549 |
|
1.000 |
1.2517 |
|
1.618 |
1.2466 |
|
2.618 |
1.2383 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2647 |
1.2673 |
| PP |
1.2644 |
1.2665 |
| S1 |
1.2642 |
1.2658 |
|