CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2911 |
1.2935 |
0.0024 |
0.2% |
1.2616 |
| High |
1.2988 |
1.3060 |
0.0072 |
0.6% |
1.2838 |
| Low |
1.2810 |
1.2935 |
0.0125 |
1.0% |
1.2585 |
| Close |
1.2918 |
1.3010 |
0.0092 |
0.7% |
1.2688 |
| Range |
0.0178 |
0.0125 |
-0.0053 |
-29.8% |
0.0253 |
| ATR |
0.0199 |
0.0195 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
158,119 |
179,421 |
21,302 |
13.5% |
798,513 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3318 |
1.3079 |
|
| R3 |
1.3252 |
1.3193 |
1.3044 |
|
| R2 |
1.3127 |
1.3127 |
1.3033 |
|
| R1 |
1.3068 |
1.3068 |
1.3021 |
1.3098 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3016 |
| S1 |
1.2943 |
1.2943 |
1.2999 |
1.2973 |
| S2 |
1.2877 |
1.2877 |
1.2987 |
|
| S3 |
1.2752 |
1.2818 |
1.2976 |
|
| S4 |
1.2627 |
1.2693 |
1.2941 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3328 |
1.2827 |
|
| R3 |
1.3210 |
1.3075 |
1.2758 |
|
| R2 |
1.2957 |
1.2957 |
1.2734 |
|
| R1 |
1.2822 |
1.2822 |
1.2711 |
1.2890 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2737 |
| S1 |
1.2569 |
1.2569 |
1.2665 |
1.2637 |
| S2 |
1.2451 |
1.2451 |
1.2642 |
|
| S3 |
1.2198 |
1.2316 |
1.2618 |
|
| S4 |
1.1945 |
1.2063 |
1.2549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3060 |
1.2598 |
0.0462 |
3.6% |
0.0143 |
1.1% |
89% |
True |
False |
178,677 |
| 10 |
1.3060 |
1.2585 |
0.0475 |
3.7% |
0.0121 |
0.9% |
89% |
True |
False |
171,623 |
| 20 |
1.3075 |
1.2428 |
0.0647 |
5.0% |
0.0140 |
1.1% |
90% |
False |
False |
181,578 |
| 40 |
1.3770 |
1.2395 |
0.1375 |
10.6% |
0.0154 |
1.2% |
45% |
False |
False |
190,380 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.4% |
0.0159 |
1.2% |
26% |
False |
False |
199,947 |
| 80 |
1.4805 |
1.2395 |
0.2410 |
18.5% |
0.0145 |
1.1% |
26% |
False |
False |
155,597 |
| 100 |
1.5780 |
1.2395 |
0.3385 |
26.0% |
0.0127 |
1.0% |
18% |
False |
False |
124,602 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.6% |
0.0112 |
0.9% |
18% |
False |
False |
103,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3591 |
|
2.618 |
1.3387 |
|
1.618 |
1.3262 |
|
1.000 |
1.3185 |
|
0.618 |
1.3137 |
|
HIGH |
1.3060 |
|
0.618 |
1.3012 |
|
0.500 |
1.2998 |
|
0.382 |
1.2983 |
|
LOW |
1.2935 |
|
0.618 |
1.2858 |
|
1.000 |
1.2810 |
|
1.618 |
1.2733 |
|
2.618 |
1.2608 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3006 |
1.2985 |
| PP |
1.3002 |
1.2960 |
| S1 |
1.2998 |
1.2935 |
|