CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4083 |
1.4238 |
0.0155 |
1.1% |
1.3949 |
| High |
1.4083 |
1.4275 |
0.0192 |
1.4% |
1.4083 |
| Low |
1.4015 |
1.3985 |
-0.0030 |
-0.2% |
1.3880 |
| Close |
1.4041 |
1.4060 |
0.0019 |
0.1% |
1.4041 |
| Range |
0.0068 |
0.0290 |
0.0222 |
326.5% |
0.0203 |
| ATR |
0.0201 |
0.0207 |
0.0006 |
3.2% |
0.0000 |
| Volume |
19,047 |
13,784 |
-5,263 |
-27.6% |
356,788 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4977 |
1.4808 |
1.4220 |
|
| R3 |
1.4687 |
1.4518 |
1.4140 |
|
| R2 |
1.4397 |
1.4397 |
1.4113 |
|
| R1 |
1.4228 |
1.4228 |
1.4087 |
1.4168 |
| PP |
1.4107 |
1.4107 |
1.4107 |
1.4076 |
| S1 |
1.3938 |
1.3938 |
1.4033 |
1.3878 |
| S2 |
1.3817 |
1.3817 |
1.4007 |
|
| S3 |
1.3527 |
1.3648 |
1.3980 |
|
| S4 |
1.3237 |
1.3358 |
1.3901 |
|
|
| 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 |
1.4275 |
1.3880 |
0.0395 |
2.8% |
0.0117 |
0.8% |
46% |
True |
False |
74,114 |
| 10 |
1.4615 |
1.3530 |
0.1085 |
7.7% |
0.0169 |
1.2% |
49% |
False |
False |
134,539 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.3% |
0.0134 |
1.0% |
72% |
False |
False |
80,609 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0091 |
0.6% |
75% |
False |
False |
40,791 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0069 |
0.5% |
75% |
False |
False |
27,467 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.3% |
0.0057 |
0.4% |
71% |
False |
False |
20,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5508 |
|
2.618 |
1.5034 |
|
1.618 |
1.4744 |
|
1.000 |
1.4565 |
|
0.618 |
1.4454 |
|
HIGH |
1.4275 |
|
0.618 |
1.4164 |
|
0.500 |
1.4130 |
|
0.382 |
1.4096 |
|
LOW |
1.3985 |
|
0.618 |
1.3806 |
|
1.000 |
1.3695 |
|
1.618 |
1.3516 |
|
2.618 |
1.3226 |
|
4.250 |
1.2753 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4130 |
1.4106 |
| PP |
1.4107 |
1.4091 |
| S1 |
1.4083 |
1.4075 |
|