CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2511 |
1.2501 |
-0.0010 |
-0.1% |
1.2800 |
| High |
1.2560 |
1.2700 |
0.0140 |
1.1% |
1.3090 |
| Low |
1.2450 |
1.2428 |
-0.0022 |
-0.2% |
1.2580 |
| Close |
1.2489 |
1.2675 |
0.0186 |
1.5% |
1.2729 |
| Range |
0.0110 |
0.0272 |
0.0162 |
147.3% |
0.0510 |
| ATR |
0.0231 |
0.0234 |
0.0003 |
1.3% |
0.0000 |
| Volume |
165,525 |
184,654 |
19,129 |
11.6% |
1,090,381 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3417 |
1.3318 |
1.2825 |
|
| R3 |
1.3145 |
1.3046 |
1.2750 |
|
| R2 |
1.2873 |
1.2873 |
1.2725 |
|
| R1 |
1.2774 |
1.2774 |
1.2700 |
1.2824 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2626 |
| S1 |
1.2502 |
1.2502 |
1.2650 |
1.2552 |
| S2 |
1.2329 |
1.2329 |
1.2625 |
|
| S3 |
1.2057 |
1.2230 |
1.2600 |
|
| S4 |
1.1785 |
1.1958 |
1.2525 |
|
|
| 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 |
1.2895 |
1.2428 |
0.0467 |
3.7% |
0.0163 |
1.3% |
53% |
False |
True |
189,915 |
| 10 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0191 |
1.5% |
37% |
False |
True |
209,988 |
| 20 |
1.3525 |
1.2395 |
0.1130 |
8.9% |
0.0172 |
1.4% |
25% |
False |
False |
201,688 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0172 |
1.4% |
12% |
False |
False |
201,723 |
| 60 |
1.4805 |
1.2395 |
0.2410 |
19.0% |
0.0150 |
1.2% |
12% |
False |
False |
152,750 |
| 80 |
1.5780 |
1.2395 |
0.3385 |
26.7% |
0.0129 |
1.0% |
8% |
False |
False |
114,729 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0109 |
0.9% |
8% |
False |
False |
91,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3856 |
|
2.618 |
1.3412 |
|
1.618 |
1.3140 |
|
1.000 |
1.2972 |
|
0.618 |
1.2868 |
|
HIGH |
1.2700 |
|
0.618 |
1.2596 |
|
0.500 |
1.2564 |
|
0.382 |
1.2532 |
|
LOW |
1.2428 |
|
0.618 |
1.2260 |
|
1.000 |
1.2156 |
|
1.618 |
1.1988 |
|
2.618 |
1.1716 |
|
4.250 |
1.1272 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2671 |
| PP |
1.2601 |
1.2666 |
| S1 |
1.2564 |
1.2662 |
|