CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4308 |
1.4590 |
0.0282 |
2.0% |
1.2910 |
| High |
1.4400 |
1.4615 |
0.0215 |
1.5% |
1.3380 |
| Low |
1.4260 |
1.4187 |
-0.0073 |
-0.5% |
1.2780 |
| Close |
1.4313 |
1.4283 |
-0.0030 |
-0.2% |
1.3340 |
| Range |
0.0140 |
0.0428 |
0.0288 |
205.7% |
0.0600 |
| ATR |
0.0200 |
0.0217 |
0.0016 |
8.1% |
0.0000 |
| Volume |
172,840 |
237,260 |
64,420 |
37.3% |
244,461 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5646 |
1.5392 |
1.4518 |
|
| R3 |
1.5218 |
1.4964 |
1.4401 |
|
| R2 |
1.4790 |
1.4790 |
1.4361 |
|
| R1 |
1.4536 |
1.4536 |
1.4322 |
1.4449 |
| PP |
1.4362 |
1.4362 |
1.4362 |
1.4318 |
| S1 |
1.4108 |
1.4108 |
1.4244 |
1.4021 |
| S2 |
1.3934 |
1.3934 |
1.4205 |
|
| S3 |
1.3506 |
1.3680 |
1.4165 |
|
| S4 |
1.3078 |
1.3252 |
1.4048 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4967 |
1.4753 |
1.3670 |
|
| R3 |
1.4367 |
1.4153 |
1.3505 |
|
| R2 |
1.3767 |
1.3767 |
1.3450 |
|
| R1 |
1.3553 |
1.3553 |
1.3395 |
1.3660 |
| PP |
1.3167 |
1.3167 |
1.3167 |
1.3220 |
| S1 |
1.2953 |
1.2953 |
1.3285 |
1.3060 |
| S2 |
1.2567 |
1.2567 |
1.3230 |
|
| S3 |
1.1967 |
1.2353 |
1.3175 |
|
| S4 |
1.1367 |
1.1753 |
1.3010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4615 |
1.3285 |
0.1330 |
9.3% |
0.0209 |
1.5% |
75% |
True |
False |
164,358 |
| 10 |
1.4615 |
1.2615 |
0.2000 |
14.0% |
0.0166 |
1.2% |
83% |
True |
False |
95,608 |
| 20 |
1.4615 |
1.2475 |
0.2140 |
15.0% |
0.0119 |
0.8% |
84% |
True |
False |
49,060 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.3% |
0.0072 |
0.5% |
85% |
True |
False |
24,804 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.3% |
0.0059 |
0.4% |
85% |
True |
False |
17,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6434 |
|
2.618 |
1.5736 |
|
1.618 |
1.5308 |
|
1.000 |
1.5043 |
|
0.618 |
1.4880 |
|
HIGH |
1.4615 |
|
0.618 |
1.4452 |
|
0.500 |
1.4401 |
|
0.382 |
1.4350 |
|
LOW |
1.4187 |
|
0.618 |
1.3922 |
|
1.000 |
1.3759 |
|
1.618 |
1.3494 |
|
2.618 |
1.3066 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4401 |
1.4240 |
| PP |
1.4362 |
1.4198 |
| S1 |
1.4322 |
1.4155 |
|