CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2935 |
1.3239 |
0.0304 |
2.4% |
1.2616 |
| High |
1.3060 |
1.3395 |
0.0335 |
2.6% |
1.2838 |
| Low |
1.2935 |
1.3230 |
0.0295 |
2.3% |
1.2585 |
| Close |
1.3010 |
1.3314 |
0.0304 |
2.3% |
1.2688 |
| Range |
0.0125 |
0.0165 |
0.0040 |
32.0% |
0.0253 |
| ATR |
0.0195 |
0.0208 |
0.0014 |
7.0% |
0.0000 |
| Volume |
179,421 |
181,234 |
1,813 |
1.0% |
798,513 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3808 |
1.3726 |
1.3405 |
|
| R3 |
1.3643 |
1.3561 |
1.3359 |
|
| R2 |
1.3478 |
1.3478 |
1.3344 |
|
| R1 |
1.3396 |
1.3396 |
1.3329 |
1.3437 |
| PP |
1.3313 |
1.3313 |
1.3313 |
1.3334 |
| S1 |
1.3231 |
1.3231 |
1.3299 |
1.3272 |
| S2 |
1.3148 |
1.3148 |
1.3284 |
|
| S3 |
1.2983 |
1.3066 |
1.3269 |
|
| S4 |
1.2818 |
1.2901 |
1.3223 |
|
|
| 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 |
1.3395 |
1.2630 |
0.0765 |
5.7% |
0.0128 |
1.0% |
89% |
True |
False |
186,123 |
| 10 |
1.3395 |
1.2585 |
0.0810 |
6.1% |
0.0123 |
0.9% |
90% |
True |
False |
165,419 |
| 20 |
1.3395 |
1.2428 |
0.0967 |
7.3% |
0.0143 |
1.1% |
92% |
True |
False |
182,364 |
| 40 |
1.3640 |
1.2395 |
0.1245 |
9.4% |
0.0155 |
1.2% |
74% |
False |
False |
191,699 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.0% |
0.0161 |
1.2% |
38% |
False |
False |
198,145 |
| 80 |
1.4805 |
1.2395 |
0.2410 |
18.1% |
0.0146 |
1.1% |
38% |
False |
False |
157,854 |
| 100 |
1.5780 |
1.2395 |
0.3385 |
25.4% |
0.0129 |
1.0% |
27% |
False |
False |
126,411 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.0% |
0.0113 |
0.8% |
27% |
False |
False |
105,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4096 |
|
2.618 |
1.3827 |
|
1.618 |
1.3662 |
|
1.000 |
1.3560 |
|
0.618 |
1.3497 |
|
HIGH |
1.3395 |
|
0.618 |
1.3332 |
|
0.500 |
1.3313 |
|
0.382 |
1.3293 |
|
LOW |
1.3230 |
|
0.618 |
1.3128 |
|
1.000 |
1.3065 |
|
1.618 |
1.2963 |
|
2.618 |
1.2798 |
|
4.250 |
1.2529 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3314 |
1.3244 |
| PP |
1.3313 |
1.3173 |
| S1 |
1.3313 |
1.3103 |
|