CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2776 |
1.2747 |
-0.0029 |
-0.2% |
1.2800 |
| High |
1.2845 |
1.2805 |
-0.0040 |
-0.3% |
1.3090 |
| Low |
1.2690 |
1.2701 |
0.0011 |
0.1% |
1.2580 |
| Close |
1.2716 |
1.2729 |
0.0013 |
0.1% |
1.2729 |
| Range |
0.0155 |
0.0104 |
-0.0051 |
-32.9% |
0.0510 |
| ATR |
0.0240 |
0.0230 |
-0.0010 |
-4.0% |
0.0000 |
| Volume |
230,397 |
217,237 |
-13,160 |
-5.7% |
1,090,381 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.2997 |
1.2786 |
|
| R3 |
1.2953 |
1.2893 |
1.2758 |
|
| R2 |
1.2849 |
1.2849 |
1.2748 |
|
| R1 |
1.2789 |
1.2789 |
1.2739 |
1.2767 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2734 |
| S1 |
1.2685 |
1.2685 |
1.2719 |
1.2663 |
| S2 |
1.2641 |
1.2641 |
1.2710 |
|
| S3 |
1.2537 |
1.2581 |
1.2700 |
|
| S4 |
1.2433 |
1.2477 |
1.2672 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4039 |
1.3010 |
|
| R3 |
1.3820 |
1.3529 |
1.2869 |
|
| R2 |
1.3310 |
1.3310 |
1.2823 |
|
| R1 |
1.3019 |
1.3019 |
1.2776 |
1.2910 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2745 |
| S1 |
1.2509 |
1.2509 |
1.2682 |
1.2400 |
| S2 |
1.2290 |
1.2290 |
1.2636 |
|
| S3 |
1.1780 |
1.1999 |
1.2589 |
|
| S4 |
1.1270 |
1.1489 |
1.2449 |
|
|
| 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% |
0.0191 |
1.5% |
29% |
False |
False |
218,076 |
| 10 |
1.3090 |
1.2395 |
0.0695 |
5.5% |
0.0195 |
1.5% |
48% |
False |
False |
224,206 |
| 20 |
1.3770 |
1.2395 |
0.1375 |
10.8% |
0.0167 |
1.3% |
24% |
False |
False |
198,320 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.8% |
0.0169 |
1.3% |
14% |
False |
False |
209,707 |
| 60 |
1.4834 |
1.2395 |
0.2439 |
19.2% |
0.0145 |
1.1% |
14% |
False |
False |
144,421 |
| 80 |
1.5780 |
1.2395 |
0.3385 |
26.6% |
0.0122 |
1.0% |
10% |
False |
False |
108,467 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.2% |
0.0105 |
0.8% |
10% |
False |
False |
86,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3247 |
|
2.618 |
1.3077 |
|
1.618 |
1.2973 |
|
1.000 |
1.2909 |
|
0.618 |
1.2869 |
|
HIGH |
1.2805 |
|
0.618 |
1.2765 |
|
0.500 |
1.2753 |
|
0.382 |
1.2741 |
|
LOW |
1.2701 |
|
0.618 |
1.2637 |
|
1.000 |
1.2597 |
|
1.618 |
1.2533 |
|
2.618 |
1.2429 |
|
4.250 |
1.2259 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2753 |
1.2890 |
| PP |
1.2745 |
1.2836 |
| S1 |
1.2737 |
1.2783 |
|