CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2613 |
1.2619 |
0.0006 |
0.0% |
1.2771 |
| High |
1.2683 |
1.2838 |
0.0155 |
1.2% |
1.3075 |
| Low |
1.2600 |
1.2598 |
-0.0002 |
0.0% |
1.2675 |
| Close |
1.2650 |
1.2789 |
0.0139 |
1.1% |
1.2700 |
| Range |
0.0083 |
0.0240 |
0.0157 |
189.2% |
0.0400 |
| ATR |
0.0195 |
0.0198 |
0.0003 |
1.6% |
0.0000 |
| Volume |
159,566 |
144,003 |
-15,563 |
-9.8% |
813,221 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3462 |
1.3365 |
1.2921 |
|
| R3 |
1.3222 |
1.3125 |
1.2855 |
|
| R2 |
1.2982 |
1.2982 |
1.2833 |
|
| R1 |
1.2885 |
1.2885 |
1.2811 |
1.2934 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2766 |
| S1 |
1.2645 |
1.2645 |
1.2767 |
1.2694 |
| S2 |
1.2502 |
1.2502 |
1.2745 |
|
| S3 |
1.2262 |
1.2405 |
1.2723 |
|
| S4 |
1.2022 |
1.2165 |
1.2657 |
|
|
| 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 |
1.2838 |
1.2585 |
0.0253 |
2.0% |
0.0117 |
0.9% |
81% |
True |
False |
144,716 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0131 |
1.0% |
56% |
False |
False |
180,536 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0151 |
1.2% |
55% |
False |
False |
185,269 |
| 40 |
1.3795 |
1.2395 |
0.1400 |
10.9% |
0.0157 |
1.2% |
28% |
False |
False |
190,152 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.7% |
0.0161 |
1.3% |
16% |
False |
False |
193,994 |
| 80 |
1.4865 |
1.2395 |
0.2470 |
19.3% |
0.0143 |
1.1% |
16% |
False |
False |
146,304 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.1% |
0.0125 |
1.0% |
11% |
False |
False |
117,136 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.1% |
0.0108 |
0.8% |
11% |
False |
False |
97,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3858 |
|
2.618 |
1.3466 |
|
1.618 |
1.3226 |
|
1.000 |
1.3078 |
|
0.618 |
1.2986 |
|
HIGH |
1.2838 |
|
0.618 |
1.2746 |
|
0.500 |
1.2718 |
|
0.382 |
1.2690 |
|
LOW |
1.2598 |
|
0.618 |
1.2450 |
|
1.000 |
1.2358 |
|
1.618 |
1.2210 |
|
2.618 |
1.1970 |
|
4.250 |
1.1578 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2765 |
1.2765 |
| PP |
1.2742 |
1.2742 |
| S1 |
1.2718 |
1.2718 |
|