CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3373 |
1.3570 |
0.0197 |
1.5% |
1.2862 |
| High |
1.3390 |
1.3632 |
0.0242 |
1.8% |
1.3395 |
| Low |
1.3320 |
1.3570 |
0.0250 |
1.9% |
1.2810 |
| Close |
1.3371 |
1.3632 |
0.0261 |
2.0% |
1.3371 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0585 |
| ATR |
0.0199 |
0.0203 |
0.0004 |
2.2% |
0.0000 |
| Volume |
160,804 |
50,800 |
-110,004 |
-68.4% |
873,899 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3797 |
1.3777 |
1.3666 |
|
| R3 |
1.3735 |
1.3715 |
1.3649 |
|
| R2 |
1.3673 |
1.3673 |
1.3643 |
|
| R1 |
1.3653 |
1.3653 |
1.3638 |
1.3663 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3617 |
| S1 |
1.3591 |
1.3591 |
1.3626 |
1.3601 |
| S2 |
1.3549 |
1.3549 |
1.3621 |
|
| S3 |
1.3487 |
1.3529 |
1.3615 |
|
| S4 |
1.3425 |
1.3467 |
1.3598 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4947 |
1.4744 |
1.3693 |
|
| R3 |
1.4362 |
1.4159 |
1.3532 |
|
| R2 |
1.3777 |
1.3777 |
1.3478 |
|
| R1 |
1.3574 |
1.3574 |
1.3425 |
1.3676 |
| PP |
1.3192 |
1.3192 |
1.3192 |
1.3243 |
| S1 |
1.2989 |
1.2989 |
1.3317 |
1.3091 |
| S2 |
1.2607 |
1.2607 |
1.3264 |
|
| S3 |
1.2022 |
1.2404 |
1.3210 |
|
| S4 |
1.1437 |
1.1819 |
1.3049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3632 |
1.2810 |
0.0822 |
6.0% |
0.0120 |
0.9% |
100% |
True |
False |
146,075 |
| 10 |
1.3632 |
1.2598 |
0.1034 |
7.6% |
0.0119 |
0.9% |
100% |
True |
False |
158,473 |
| 20 |
1.3632 |
1.2429 |
0.1203 |
8.8% |
0.0129 |
0.9% |
100% |
True |
False |
171,209 |
| 40 |
1.3632 |
1.2395 |
0.1237 |
9.1% |
0.0150 |
1.1% |
100% |
True |
False |
188,342 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
17.6% |
0.0155 |
1.1% |
52% |
False |
False |
191,826 |
| 80 |
1.4805 |
1.2395 |
0.2410 |
17.7% |
0.0145 |
1.1% |
51% |
False |
False |
160,465 |
| 100 |
1.5645 |
1.2395 |
0.3250 |
23.8% |
0.0129 |
0.9% |
38% |
False |
False |
128,524 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
25.4% |
0.0113 |
0.8% |
36% |
False |
False |
107,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3896 |
|
2.618 |
1.3794 |
|
1.618 |
1.3732 |
|
1.000 |
1.3694 |
|
0.618 |
1.3670 |
|
HIGH |
1.3632 |
|
0.618 |
1.3608 |
|
0.500 |
1.3601 |
|
0.382 |
1.3594 |
|
LOW |
1.3570 |
|
0.618 |
1.3532 |
|
1.000 |
1.3508 |
|
1.618 |
1.3470 |
|
2.618 |
1.3408 |
|
4.250 |
1.3307 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3622 |
1.3565 |
| PP |
1.3611 |
1.3498 |
| S1 |
1.3601 |
1.3431 |
|