CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2771 |
0.0180 |
1.4% |
1.2639 |
| High |
1.2623 |
1.2890 |
0.0267 |
2.1% |
1.2797 |
| Low |
1.2429 |
1.2755 |
0.0326 |
2.6% |
1.2429 |
| Close |
1.2496 |
1.2870 |
0.0374 |
3.0% |
1.2496 |
| Range |
0.0194 |
0.0135 |
-0.0059 |
-30.4% |
0.0368 |
| ATR |
0.0210 |
0.0223 |
0.0013 |
6.3% |
0.0000 |
| Volume |
192,343 |
220,061 |
27,718 |
14.4% |
887,760 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3192 |
1.2944 |
|
| R3 |
1.3108 |
1.3057 |
1.2907 |
|
| R2 |
1.2973 |
1.2973 |
1.2895 |
|
| R1 |
1.2922 |
1.2922 |
1.2882 |
1.2948 |
| PP |
1.2838 |
1.2838 |
1.2838 |
1.2851 |
| S1 |
1.2787 |
1.2787 |
1.2858 |
1.2813 |
| S2 |
1.2703 |
1.2703 |
1.2845 |
|
| S3 |
1.2568 |
1.2652 |
1.2833 |
|
| S4 |
1.2433 |
1.2517 |
1.2796 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3455 |
1.2698 |
|
| R3 |
1.3310 |
1.3087 |
1.2597 |
|
| R2 |
1.2942 |
1.2942 |
1.2563 |
|
| R1 |
1.2719 |
1.2719 |
1.2530 |
1.2647 |
| PP |
1.2574 |
1.2574 |
1.2574 |
1.2538 |
| S1 |
1.2351 |
1.2351 |
1.2462 |
1.2279 |
| S2 |
1.2206 |
1.2206 |
1.2429 |
|
| S3 |
1.1838 |
1.1983 |
1.2395 |
|
| S4 |
1.1470 |
1.1615 |
1.2294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2890 |
1.2429 |
0.0461 |
3.6% |
0.0161 |
1.3% |
96% |
True |
False |
185,327 |
| 10 |
1.2895 |
1.2428 |
0.0467 |
3.6% |
0.0161 |
1.3% |
95% |
False |
False |
185,980 |
| 20 |
1.3090 |
1.2395 |
0.0695 |
5.4% |
0.0178 |
1.4% |
68% |
False |
False |
205,093 |
| 40 |
1.4665 |
1.2395 |
0.2270 |
17.6% |
0.0163 |
1.3% |
21% |
False |
False |
197,091 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.6% |
0.0158 |
1.2% |
20% |
False |
False |
175,212 |
| 80 |
1.5580 |
1.2395 |
0.3185 |
24.7% |
0.0137 |
1.1% |
15% |
False |
False |
131,673 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.9% |
0.0118 |
0.9% |
14% |
False |
False |
105,415 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.9% |
0.0101 |
0.8% |
14% |
False |
False |
87,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3464 |
|
2.618 |
1.3243 |
|
1.618 |
1.3108 |
|
1.000 |
1.3025 |
|
0.618 |
1.2973 |
|
HIGH |
1.2890 |
|
0.618 |
1.2838 |
|
0.500 |
1.2823 |
|
0.382 |
1.2807 |
|
LOW |
1.2755 |
|
0.618 |
1.2672 |
|
1.000 |
1.2620 |
|
1.618 |
1.2537 |
|
2.618 |
1.2402 |
|
4.250 |
1.2181 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2800 |
| PP |
1.2838 |
1.2730 |
| S1 |
1.2823 |
1.2660 |
|