CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4230 |
1.3876 |
-0.0354 |
-2.5% |
1.3345 |
| High |
1.4284 |
1.4093 |
-0.0191 |
-1.3% |
1.4687 |
| Low |
1.3790 |
1.3871 |
0.0081 |
0.6% |
1.3335 |
| Close |
1.3853 |
1.3926 |
0.0073 |
0.5% |
1.3853 |
| Range |
0.0494 |
0.0222 |
-0.0272 |
-55.1% |
0.1352 |
| ATR |
0.0312 |
0.0307 |
-0.0005 |
-1.6% |
0.0000 |
| Volume |
268,185 |
176,640 |
-91,545 |
-34.1% |
959,266 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4629 |
1.4500 |
1.4048 |
|
| R3 |
1.4407 |
1.4278 |
1.3987 |
|
| R2 |
1.4185 |
1.4185 |
1.3967 |
|
| R1 |
1.4056 |
1.4056 |
1.3946 |
1.4121 |
| PP |
1.3963 |
1.3963 |
1.3963 |
1.3996 |
| S1 |
1.3834 |
1.3834 |
1.3906 |
1.3899 |
| S2 |
1.3741 |
1.3741 |
1.3885 |
|
| S3 |
1.3519 |
1.3612 |
1.3865 |
|
| S4 |
1.3297 |
1.3390 |
1.3804 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.8014 |
1.7286 |
1.4597 |
|
| R3 |
1.6662 |
1.5934 |
1.4225 |
|
| R2 |
1.5310 |
1.5310 |
1.4101 |
|
| R1 |
1.4582 |
1.4582 |
1.3977 |
1.4946 |
| PP |
1.3958 |
1.3958 |
1.3958 |
1.4141 |
| S1 |
1.3230 |
1.3230 |
1.3729 |
1.3594 |
| S2 |
1.2606 |
1.2606 |
1.3605 |
|
| S3 |
1.1254 |
1.1878 |
1.3481 |
|
| S4 |
0.9902 |
1.0526 |
1.3109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4687 |
1.3600 |
0.1087 |
7.8% |
0.0441 |
3.2% |
30% |
False |
False |
198,111 |
| 10 |
1.4687 |
1.2764 |
0.1923 |
13.8% |
0.0350 |
2.5% |
60% |
False |
False |
137,407 |
| 20 |
1.4687 |
1.2542 |
0.2145 |
15.4% |
0.0278 |
2.0% |
65% |
False |
False |
70,606 |
| 40 |
1.4687 |
1.2363 |
0.2324 |
16.7% |
0.0275 |
2.0% |
67% |
False |
False |
35,670 |
| 60 |
1.4687 |
1.2351 |
0.2336 |
16.8% |
0.0257 |
1.8% |
67% |
False |
False |
24,085 |
| 80 |
1.4786 |
1.2351 |
0.2435 |
17.5% |
0.0236 |
1.7% |
65% |
False |
False |
18,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5037 |
|
2.618 |
1.4674 |
|
1.618 |
1.4452 |
|
1.000 |
1.4315 |
|
0.618 |
1.4230 |
|
HIGH |
1.4093 |
|
0.618 |
1.4008 |
|
0.500 |
1.3982 |
|
0.382 |
1.3956 |
|
LOW |
1.3871 |
|
0.618 |
1.3734 |
|
1.000 |
1.3649 |
|
1.618 |
1.3512 |
|
2.618 |
1.3290 |
|
4.250 |
1.2928 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3982 |
1.4239 |
| PP |
1.3963 |
1.4134 |
| S1 |
1.3945 |
1.4030 |
|