CME Euro FX Future March 2009
| 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 |
1.2891 |
1.3248 |
0.0357 |
2.8% |
1.2662 |
| High |
1.3025 |
1.3365 |
0.0340 |
2.6% |
1.2825 |
| Low |
1.2891 |
1.3195 |
0.0304 |
2.4% |
1.2600 |
| Close |
1.2980 |
1.3282 |
0.0302 |
2.3% |
1.2671 |
| Range |
0.0134 |
0.0170 |
0.0036 |
26.9% |
0.0225 |
| ATR |
0.0147 |
0.0164 |
0.0017 |
11.6% |
0.0000 |
| Volume |
39,667 |
61,723 |
22,056 |
55.6% |
22,346 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3791 |
1.3706 |
1.3376 |
|
| R3 |
1.3621 |
1.3536 |
1.3329 |
|
| R2 |
1.3451 |
1.3451 |
1.3313 |
|
| R1 |
1.3366 |
1.3366 |
1.3298 |
1.3409 |
| PP |
1.3281 |
1.3281 |
1.3281 |
1.3302 |
| S1 |
1.3196 |
1.3196 |
1.3266 |
1.3239 |
| S2 |
1.3111 |
1.3111 |
1.3251 |
|
| S3 |
1.2941 |
1.3026 |
1.3235 |
|
| S4 |
1.2771 |
1.2856 |
1.3189 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3247 |
1.2795 |
|
| R3 |
1.3149 |
1.3022 |
1.2733 |
|
| R2 |
1.2924 |
1.2924 |
1.2712 |
|
| R1 |
1.2797 |
1.2797 |
1.2692 |
1.2861 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2730 |
| S1 |
1.2572 |
1.2572 |
1.2650 |
1.2636 |
| S2 |
1.2474 |
1.2474 |
1.2630 |
|
| S3 |
1.2249 |
1.2347 |
1.2609 |
|
| S4 |
1.2024 |
1.2122 |
1.2547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3365 |
1.2615 |
0.0750 |
5.6% |
0.0124 |
0.9% |
89% |
True |
False |
26,859 |
| 10 |
1.3365 |
1.2600 |
0.0765 |
5.8% |
0.0089 |
0.7% |
89% |
True |
False |
14,918 |
| 20 |
1.3365 |
1.2460 |
0.0905 |
6.8% |
0.0078 |
0.6% |
91% |
True |
False |
8,148 |
| 40 |
1.3410 |
1.2435 |
0.0975 |
7.3% |
0.0046 |
0.3% |
87% |
False |
False |
4,427 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.2% |
0.0044 |
0.3% |
37% |
False |
False |
3,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4088 |
|
2.618 |
1.3810 |
|
1.618 |
1.3640 |
|
1.000 |
1.3535 |
|
0.618 |
1.3470 |
|
HIGH |
1.3365 |
|
0.618 |
1.3300 |
|
0.500 |
1.3280 |
|
0.382 |
1.3260 |
|
LOW |
1.3195 |
|
0.618 |
1.3090 |
|
1.000 |
1.3025 |
|
1.618 |
1.2920 |
|
2.618 |
1.2750 |
|
4.250 |
1.2473 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3281 |
1.3212 |
| PP |
1.3281 |
1.3142 |
| S1 |
1.3280 |
1.3073 |
|