CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2603 |
-0.0097 |
-0.8% |
1.2596 |
| High |
1.2700 |
1.2754 |
0.0054 |
0.4% |
1.3068 |
| Low |
1.2575 |
1.2552 |
-0.0023 |
-0.2% |
1.2554 |
| Close |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.2697 |
| Range |
0.0125 |
0.0202 |
0.0077 |
61.6% |
0.0514 |
| ATR |
0.0246 |
0.0243 |
-0.0003 |
-1.3% |
0.0000 |
| Volume |
4,091 |
1,523 |
-2,568 |
-62.8% |
12,834 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3271 |
1.3181 |
1.2799 |
|
| R3 |
1.3069 |
1.2979 |
1.2744 |
|
| R2 |
1.2867 |
1.2867 |
1.2725 |
|
| R1 |
1.2777 |
1.2777 |
1.2707 |
1.2822 |
| PP |
1.2665 |
1.2665 |
1.2665 |
1.2687 |
| S1 |
1.2575 |
1.2575 |
1.2669 |
1.2620 |
| S2 |
1.2463 |
1.2463 |
1.2651 |
|
| S3 |
1.2261 |
1.2373 |
1.2632 |
|
| S4 |
1.2059 |
1.2171 |
1.2577 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4020 |
1.2980 |
|
| R3 |
1.3801 |
1.3506 |
1.2838 |
|
| R2 |
1.3287 |
1.3287 |
1.2791 |
|
| R1 |
1.2992 |
1.2992 |
1.2744 |
1.3140 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2847 |
| S1 |
1.2478 |
1.2478 |
1.2650 |
1.2626 |
| S2 |
1.2259 |
1.2259 |
1.2603 |
|
| S3 |
1.1745 |
1.1964 |
1.2556 |
|
| S4 |
1.1231 |
1.1450 |
1.2414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3045 |
1.2552 |
0.0493 |
3.9% |
0.0192 |
1.5% |
28% |
False |
True |
2,461 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.3% |
0.0230 |
1.8% |
43% |
False |
False |
2,057 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.6% |
0.0230 |
1.8% |
46% |
False |
False |
1,297 |
| 40 |
1.3791 |
1.2351 |
0.1440 |
11.3% |
0.0240 |
1.9% |
23% |
False |
False |
981 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0234 |
1.8% |
14% |
False |
False |
1,246 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0185 |
1.5% |
14% |
False |
False |
941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3613 |
|
2.618 |
1.3283 |
|
1.618 |
1.3081 |
|
1.000 |
1.2956 |
|
0.618 |
1.2879 |
|
HIGH |
1.2754 |
|
0.618 |
1.2677 |
|
0.500 |
1.2653 |
|
0.382 |
1.2629 |
|
LOW |
1.2552 |
|
0.618 |
1.2427 |
|
1.000 |
1.2350 |
|
1.618 |
1.2225 |
|
2.618 |
1.2023 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2676 |
1.2751 |
| PP |
1.2665 |
1.2730 |
| S1 |
1.2653 |
1.2709 |
|