CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3971 |
1.3975 |
0.0004 |
0.0% |
1.3572 |
| High |
1.3971 |
1.3982 |
0.0011 |
0.1% |
1.4615 |
| Low |
1.3900 |
1.3937 |
0.0037 |
0.3% |
1.3530 |
| Close |
1.3942 |
1.3944 |
0.0002 |
0.0% |
1.3853 |
| Range |
0.0071 |
0.0045 |
-0.0026 |
-36.6% |
0.1085 |
| ATR |
0.0218 |
0.0205 |
-0.0012 |
-5.7% |
0.0000 |
| Volume |
101,719 |
58,426 |
-43,293 |
-42.6% |
974,820 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.4062 |
1.3969 |
|
| R3 |
1.4044 |
1.4017 |
1.3956 |
|
| R2 |
1.3999 |
1.3999 |
1.3952 |
|
| R1 |
1.3972 |
1.3972 |
1.3948 |
1.3963 |
| PP |
1.3954 |
1.3954 |
1.3954 |
1.3950 |
| S1 |
1.3927 |
1.3927 |
1.3940 |
1.3918 |
| S2 |
1.3909 |
1.3909 |
1.3936 |
|
| S3 |
1.3864 |
1.3882 |
1.3932 |
|
| S4 |
1.3819 |
1.3837 |
1.3919 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7254 |
1.6639 |
1.4450 |
|
| R3 |
1.6169 |
1.5554 |
1.4151 |
|
| R2 |
1.5084 |
1.5084 |
1.4052 |
|
| R1 |
1.4469 |
1.4469 |
1.3952 |
1.4777 |
| PP |
1.3999 |
1.3999 |
1.3999 |
1.4153 |
| S1 |
1.3384 |
1.3384 |
1.3754 |
1.3692 |
| S2 |
1.2914 |
1.2914 |
1.3654 |
|
| S3 |
1.1829 |
1.2299 |
1.3555 |
|
| S4 |
1.0744 |
1.1214 |
1.3256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4615 |
1.3795 |
0.0820 |
5.9% |
0.0162 |
1.2% |
18% |
False |
False |
169,453 |
| 10 |
1.4615 |
1.3195 |
0.1420 |
10.2% |
0.0159 |
1.1% |
53% |
False |
False |
149,352 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.5% |
0.0122 |
0.9% |
67% |
False |
False |
79,176 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.6% |
0.0082 |
0.6% |
69% |
False |
False |
39,999 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.6% |
0.0063 |
0.5% |
69% |
False |
False |
26,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4173 |
|
2.618 |
1.4100 |
|
1.618 |
1.4055 |
|
1.000 |
1.4027 |
|
0.618 |
1.4010 |
|
HIGH |
1.3982 |
|
0.618 |
1.3965 |
|
0.500 |
1.3960 |
|
0.382 |
1.3954 |
|
LOW |
1.3937 |
|
0.618 |
1.3909 |
|
1.000 |
1.3892 |
|
1.618 |
1.3864 |
|
2.618 |
1.3819 |
|
4.250 |
1.3746 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3960 |
1.3941 |
| PP |
1.3954 |
1.3938 |
| S1 |
1.3949 |
1.3935 |
|