CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2793 |
-0.0007 |
-0.1% |
1.2428 |
| High |
1.2800 |
1.3005 |
0.0205 |
1.6% |
1.3090 |
| Low |
1.2580 |
1.2780 |
0.0200 |
1.6% |
1.2395 |
| Close |
1.2609 |
1.2931 |
0.0322 |
2.6% |
1.2741 |
| Range |
0.0220 |
0.0225 |
0.0005 |
2.3% |
0.0695 |
| ATR |
0.0223 |
0.0235 |
0.0012 |
5.5% |
0.0000 |
| Volume |
242,201 |
176,746 |
-65,455 |
-27.0% |
1,151,683 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3580 |
1.3481 |
1.3055 |
|
| R3 |
1.3355 |
1.3256 |
1.2993 |
|
| R2 |
1.3130 |
1.3130 |
1.2972 |
|
| R1 |
1.3031 |
1.3031 |
1.2952 |
1.3081 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2930 |
| S1 |
1.2806 |
1.2806 |
1.2910 |
1.2856 |
| S2 |
1.2680 |
1.2680 |
1.2890 |
|
| S3 |
1.2455 |
1.2581 |
1.2869 |
|
| S4 |
1.2230 |
1.2356 |
1.2807 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4827 |
1.4479 |
1.3123 |
|
| R3 |
1.4132 |
1.3784 |
1.2932 |
|
| R2 |
1.3437 |
1.3437 |
1.2868 |
|
| R1 |
1.3089 |
1.3089 |
1.2805 |
1.3263 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2829 |
| S1 |
1.2394 |
1.2394 |
1.2677 |
1.2568 |
| S2 |
1.2047 |
1.2047 |
1.2614 |
|
| S3 |
1.1352 |
1.1699 |
1.2550 |
|
| S4 |
1.0657 |
1.1004 |
1.2359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2580 |
0.0510 |
3.9% |
0.0217 |
1.7% |
69% |
False |
False |
226,526 |
| 10 |
1.3090 |
1.2395 |
0.0695 |
5.4% |
0.0187 |
1.4% |
77% |
False |
False |
218,907 |
| 20 |
1.3795 |
1.2395 |
0.1400 |
10.8% |
0.0163 |
1.3% |
38% |
False |
False |
195,034 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.5% |
0.0165 |
1.3% |
22% |
False |
False |
198,357 |
| 60 |
1.4865 |
1.2395 |
0.2470 |
19.1% |
0.0140 |
1.1% |
22% |
False |
False |
133,315 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0119 |
0.9% |
15% |
False |
False |
100,103 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.8% |
0.0100 |
0.8% |
15% |
False |
False |
80,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3961 |
|
2.618 |
1.3594 |
|
1.618 |
1.3369 |
|
1.000 |
1.3230 |
|
0.618 |
1.3144 |
|
HIGH |
1.3005 |
|
0.618 |
1.2919 |
|
0.500 |
1.2893 |
|
0.382 |
1.2866 |
|
LOW |
1.2780 |
|
0.618 |
1.2641 |
|
1.000 |
1.2555 |
|
1.618 |
1.2416 |
|
2.618 |
1.2191 |
|
4.250 |
1.1824 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2918 |
1.2885 |
| PP |
1.2905 |
1.2839 |
| S1 |
1.2893 |
1.2793 |
|