CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2526 |
-0.0089 |
-0.7% |
1.2868 |
| High |
1.2797 |
1.2570 |
-0.0227 |
-1.8% |
1.2895 |
| Low |
1.2540 |
1.2480 |
-0.0060 |
-0.5% |
1.2428 |
| Close |
1.2588 |
1.2500 |
-0.0088 |
-0.7% |
1.2778 |
| Range |
0.0257 |
0.0090 |
-0.0167 |
-65.0% |
0.0467 |
| ATR |
0.0219 |
0.0211 |
-0.0008 |
-3.6% |
0.0000 |
| Volume |
141,876 |
218,813 |
76,937 |
54.2% |
751,983 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2787 |
1.2733 |
1.2550 |
|
| R3 |
1.2697 |
1.2643 |
1.2525 |
|
| R2 |
1.2607 |
1.2607 |
1.2517 |
|
| R1 |
1.2553 |
1.2553 |
1.2508 |
1.2535 |
| PP |
1.2517 |
1.2517 |
1.2517 |
1.2508 |
| S1 |
1.2463 |
1.2463 |
1.2492 |
1.2445 |
| S2 |
1.2427 |
1.2427 |
1.2484 |
|
| S3 |
1.2337 |
1.2373 |
1.2475 |
|
| S4 |
1.2247 |
1.2283 |
1.2451 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4101 |
1.3907 |
1.3035 |
|
| R3 |
1.3634 |
1.3440 |
1.2906 |
|
| R2 |
1.3167 |
1.3167 |
1.2864 |
|
| R1 |
1.2973 |
1.2973 |
1.2821 |
1.2837 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2632 |
| S1 |
1.2506 |
1.2506 |
1.2735 |
1.2370 |
| S2 |
1.2233 |
1.2233 |
1.2692 |
|
| S3 |
1.1766 |
1.2039 |
1.2650 |
|
| S4 |
1.1299 |
1.1572 |
1.2521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2797 |
1.2480 |
0.0317 |
2.5% |
0.0145 |
1.2% |
6% |
False |
True |
189,091 |
| 10 |
1.2895 |
1.2428 |
0.0467 |
3.7% |
0.0154 |
1.2% |
15% |
False |
False |
189,503 |
| 20 |
1.3090 |
1.2395 |
0.0695 |
5.6% |
0.0178 |
1.4% |
15% |
False |
False |
206,412 |
| 40 |
1.4730 |
1.2395 |
0.2335 |
18.7% |
0.0162 |
1.3% |
4% |
False |
False |
195,921 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
19.2% |
0.0156 |
1.2% |
4% |
False |
False |
168,391 |
| 80 |
1.5580 |
1.2395 |
0.3185 |
25.5% |
0.0134 |
1.1% |
3% |
False |
False |
126,527 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0115 |
0.9% |
3% |
False |
False |
101,299 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0098 |
0.8% |
3% |
False |
False |
84,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2953 |
|
2.618 |
1.2806 |
|
1.618 |
1.2716 |
|
1.000 |
1.2660 |
|
0.618 |
1.2626 |
|
HIGH |
1.2570 |
|
0.618 |
1.2536 |
|
0.500 |
1.2525 |
|
0.382 |
1.2514 |
|
LOW |
1.2480 |
|
0.618 |
1.2424 |
|
1.000 |
1.2390 |
|
1.618 |
1.2334 |
|
2.618 |
1.2244 |
|
4.250 |
1.2098 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2525 |
1.2639 |
| PP |
1.2517 |
1.2592 |
| S1 |
1.2508 |
1.2546 |
|