CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3975 |
1.4083 |
0.0108 |
0.8% |
1.3949 |
| High |
1.3982 |
1.4083 |
0.0101 |
0.7% |
1.4083 |
| Low |
1.3937 |
1.4015 |
0.0078 |
0.6% |
1.3880 |
| Close |
1.3944 |
1.4041 |
0.0097 |
0.7% |
1.4041 |
| Range |
0.0045 |
0.0068 |
0.0023 |
51.1% |
0.0203 |
| ATR |
0.0205 |
0.0201 |
-0.0005 |
-2.3% |
0.0000 |
| Volume |
58,426 |
19,047 |
-39,379 |
-67.4% |
356,788 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4250 |
1.4214 |
1.4078 |
|
| R3 |
1.4182 |
1.4146 |
1.4060 |
|
| R2 |
1.4114 |
1.4114 |
1.4053 |
|
| R1 |
1.4078 |
1.4078 |
1.4047 |
1.4062 |
| PP |
1.4046 |
1.4046 |
1.4046 |
1.4039 |
| S1 |
1.4010 |
1.4010 |
1.4035 |
1.3994 |
| S2 |
1.3978 |
1.3978 |
1.4029 |
|
| S3 |
1.3910 |
1.3942 |
1.4022 |
|
| S4 |
1.3842 |
1.3874 |
1.4004 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4529 |
1.4153 |
|
| R3 |
1.4407 |
1.4326 |
1.4097 |
|
| R2 |
1.4204 |
1.4204 |
1.4078 |
|
| R1 |
1.4123 |
1.4123 |
1.4060 |
1.4164 |
| PP |
1.4001 |
1.4001 |
1.4001 |
1.4022 |
| S1 |
1.3920 |
1.3920 |
1.4022 |
1.3961 |
| S2 |
1.3798 |
1.3798 |
1.4004 |
|
| S3 |
1.3595 |
1.3717 |
1.3985 |
|
| S4 |
1.3392 |
1.3514 |
1.3929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4083 |
1.3795 |
0.0288 |
2.1% |
0.0090 |
0.6% |
85% |
True |
False |
125,811 |
| 10 |
1.4615 |
1.3285 |
0.1330 |
9.5% |
0.0149 |
1.1% |
57% |
False |
False |
145,084 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.4% |
0.0119 |
0.8% |
72% |
False |
False |
80,001 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0084 |
0.6% |
74% |
False |
False |
40,460 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0064 |
0.5% |
74% |
False |
False |
27,262 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.3% |
0.0053 |
0.4% |
70% |
False |
False |
20,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4372 |
|
2.618 |
1.4261 |
|
1.618 |
1.4193 |
|
1.000 |
1.4151 |
|
0.618 |
1.4125 |
|
HIGH |
1.4083 |
|
0.618 |
1.4057 |
|
0.500 |
1.4049 |
|
0.382 |
1.4041 |
|
LOW |
1.4015 |
|
0.618 |
1.3973 |
|
1.000 |
1.3947 |
|
1.618 |
1.3905 |
|
2.618 |
1.3837 |
|
4.250 |
1.3726 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4049 |
1.4025 |
| PP |
1.4046 |
1.4008 |
| S1 |
1.4044 |
1.3992 |
|