CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2771 |
1.2977 |
0.0206 |
1.6% |
1.2639 |
| High |
1.2890 |
1.3075 |
0.0185 |
1.4% |
1.2797 |
| Low |
1.2755 |
1.2915 |
0.0160 |
1.3% |
1.2429 |
| Close |
1.2870 |
1.3018 |
0.0148 |
1.1% |
1.2496 |
| Range |
0.0135 |
0.0160 |
0.0025 |
18.5% |
0.0368 |
| ATR |
0.0223 |
0.0222 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
220,061 |
207,295 |
-12,766 |
-5.8% |
887,760 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3483 |
1.3410 |
1.3106 |
|
| R3 |
1.3323 |
1.3250 |
1.3062 |
|
| R2 |
1.3163 |
1.3163 |
1.3047 |
|
| R1 |
1.3090 |
1.3090 |
1.3033 |
1.3127 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3021 |
| S1 |
1.2930 |
1.2930 |
1.3003 |
1.2967 |
| S2 |
1.2843 |
1.2843 |
1.2989 |
|
| S3 |
1.2683 |
1.2770 |
1.2974 |
|
| S4 |
1.2523 |
1.2610 |
1.2930 |
|
|
| 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 |
1.3075 |
1.2429 |
0.0646 |
5.0% |
0.0167 |
1.3% |
91% |
True |
False |
196,077 |
| 10 |
1.3075 |
1.2428 |
0.0647 |
5.0% |
0.0160 |
1.2% |
91% |
True |
False |
191,533 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.1% |
0.0177 |
1.4% |
89% |
False |
False |
203,137 |
| 40 |
1.4550 |
1.2395 |
0.2155 |
16.6% |
0.0165 |
1.3% |
29% |
False |
False |
197,398 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.4% |
0.0160 |
1.2% |
26% |
False |
False |
178,618 |
| 80 |
1.5515 |
1.2395 |
0.3120 |
24.0% |
0.0138 |
1.1% |
20% |
False |
False |
134,260 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.6% |
0.0119 |
0.9% |
18% |
False |
False |
107,484 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.6% |
0.0102 |
0.8% |
18% |
False |
False |
89,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3755 |
|
2.618 |
1.3494 |
|
1.618 |
1.3334 |
|
1.000 |
1.3235 |
|
0.618 |
1.3174 |
|
HIGH |
1.3075 |
|
0.618 |
1.3014 |
|
0.500 |
1.2995 |
|
0.382 |
1.2976 |
|
LOW |
1.2915 |
|
0.618 |
1.2816 |
|
1.000 |
1.2755 |
|
1.618 |
1.2656 |
|
2.618 |
1.2496 |
|
4.250 |
1.2235 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3010 |
1.2929 |
| PP |
1.3003 |
1.2841 |
| S1 |
1.2995 |
1.2752 |
|