CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4238 |
1.4105 |
-0.0133 |
-0.9% |
1.3949 |
| High |
1.4275 |
1.4131 |
-0.0144 |
-1.0% |
1.4083 |
| Low |
1.3985 |
1.4054 |
0.0069 |
0.5% |
1.3880 |
| Close |
1.4060 |
1.4054 |
-0.0006 |
0.0% |
1.4041 |
| Range |
0.0290 |
0.0077 |
-0.0213 |
-73.4% |
0.0203 |
| ATR |
0.0207 |
0.0198 |
-0.0009 |
-4.5% |
0.0000 |
| Volume |
13,784 |
102,219 |
88,435 |
641.6% |
356,788 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4311 |
1.4259 |
1.4096 |
|
| R3 |
1.4234 |
1.4182 |
1.4075 |
|
| R2 |
1.4157 |
1.4157 |
1.4068 |
|
| R1 |
1.4105 |
1.4105 |
1.4061 |
1.4093 |
| PP |
1.4080 |
1.4080 |
1.4080 |
1.4073 |
| S1 |
1.4028 |
1.4028 |
1.4047 |
1.4016 |
| S2 |
1.4003 |
1.4003 |
1.4040 |
|
| S3 |
1.3926 |
1.3951 |
1.4033 |
|
| S4 |
1.3849 |
1.3874 |
1.4012 |
|
|
| 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 |
1.3900 |
0.0375 |
2.7% |
0.0110 |
0.8% |
41% |
False |
False |
59,039 |
| 10 |
1.4615 |
1.3695 |
0.0920 |
6.5% |
0.0164 |
1.2% |
39% |
False |
False |
130,226 |
| 20 |
1.4615 |
1.2600 |
0.2015 |
14.3% |
0.0138 |
1.0% |
72% |
False |
False |
85,516 |
| 40 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0091 |
0.6% |
74% |
False |
False |
43,333 |
| 60 |
1.4615 |
1.2435 |
0.2180 |
15.5% |
0.0067 |
0.5% |
74% |
False |
False |
29,120 |
| 80 |
1.4721 |
1.2435 |
0.2286 |
16.3% |
0.0058 |
0.4% |
71% |
False |
False |
22,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4458 |
|
2.618 |
1.4333 |
|
1.618 |
1.4256 |
|
1.000 |
1.4208 |
|
0.618 |
1.4179 |
|
HIGH |
1.4131 |
|
0.618 |
1.4102 |
|
0.500 |
1.4093 |
|
0.382 |
1.4083 |
|
LOW |
1.4054 |
|
0.618 |
1.4006 |
|
1.000 |
1.3977 |
|
1.618 |
1.3929 |
|
2.618 |
1.3852 |
|
4.250 |
1.3727 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4093 |
1.4130 |
| PP |
1.4080 |
1.4105 |
| S1 |
1.4067 |
1.4079 |
|