CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2837 |
1.2776 |
-0.0061 |
-0.5% |
1.2428 |
| High |
1.3090 |
1.2845 |
-0.0245 |
-1.9% |
1.3090 |
| Low |
1.2837 |
1.2690 |
-0.0147 |
-1.1% |
1.2395 |
| Close |
1.2972 |
1.2716 |
-0.0256 |
-2.0% |
1.2741 |
| Range |
0.0253 |
0.0155 |
-0.0098 |
-38.7% |
0.0695 |
| ATR |
0.0237 |
0.0240 |
0.0003 |
1.4% |
0.0000 |
| Volume |
223,800 |
230,397 |
6,597 |
2.9% |
1,151,683 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3121 |
1.2801 |
|
| R3 |
1.3060 |
1.2966 |
1.2759 |
|
| R2 |
1.2905 |
1.2905 |
1.2744 |
|
| R1 |
1.2811 |
1.2811 |
1.2730 |
1.2781 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2735 |
| S1 |
1.2656 |
1.2656 |
1.2702 |
1.2626 |
| S2 |
1.2595 |
1.2595 |
1.2688 |
|
| S3 |
1.2440 |
1.2501 |
1.2673 |
|
| S4 |
1.2285 |
1.2346 |
1.2631 |
|
|
| 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 |
4.0% |
0.0190 |
1.5% |
27% |
False |
False |
225,181 |
| 10 |
1.3090 |
1.2395 |
0.0695 |
5.5% |
0.0202 |
1.6% |
46% |
False |
False |
225,160 |
| 20 |
1.3770 |
1.2395 |
0.1375 |
10.8% |
0.0167 |
1.3% |
23% |
False |
False |
198,238 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.8% |
0.0168 |
1.3% |
13% |
False |
False |
206,782 |
| 60 |
1.4850 |
1.2395 |
0.2455 |
19.3% |
0.0145 |
1.1% |
13% |
False |
False |
140,822 |
| 80 |
1.5780 |
1.2395 |
0.3385 |
26.6% |
0.0122 |
1.0% |
9% |
False |
False |
105,762 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.2% |
0.0103 |
0.8% |
9% |
False |
False |
84,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3504 |
|
2.618 |
1.3251 |
|
1.618 |
1.3096 |
|
1.000 |
1.3000 |
|
0.618 |
1.2941 |
|
HIGH |
1.2845 |
|
0.618 |
1.2786 |
|
0.500 |
1.2768 |
|
0.382 |
1.2749 |
|
LOW |
1.2690 |
|
0.618 |
1.2594 |
|
1.000 |
1.2535 |
|
1.618 |
1.2439 |
|
2.618 |
1.2284 |
|
4.250 |
1.2031 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2768 |
1.2890 |
| PP |
1.2750 |
1.2832 |
| S1 |
1.2733 |
1.2774 |
|