CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2977 |
1.2951 |
-0.0026 |
-0.2% |
1.2639 |
| High |
1.3075 |
1.2965 |
-0.0110 |
-0.8% |
1.2797 |
| Low |
1.2915 |
1.2815 |
-0.0100 |
-0.8% |
1.2429 |
| Close |
1.3018 |
1.2874 |
-0.0144 |
-1.1% |
1.2496 |
| Range |
0.0160 |
0.0150 |
-0.0010 |
-6.3% |
0.0368 |
| ATR |
0.0222 |
0.0220 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
207,295 |
243,274 |
35,979 |
17.4% |
887,760 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3335 |
1.3254 |
1.2957 |
|
| R3 |
1.3185 |
1.3104 |
1.2915 |
|
| R2 |
1.3035 |
1.3035 |
1.2902 |
|
| R1 |
1.2954 |
1.2954 |
1.2888 |
1.2920 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2867 |
| S1 |
1.2804 |
1.2804 |
1.2860 |
1.2770 |
| S2 |
1.2735 |
1.2735 |
1.2847 |
|
| S3 |
1.2585 |
1.2654 |
1.2833 |
|
| S4 |
1.2435 |
1.2504 |
1.2792 |
|
|
| 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% |
0.0146 |
1.1% |
69% |
False |
False |
216,357 |
| 10 |
1.3075 |
1.2428 |
0.0647 |
5.0% |
0.0164 |
1.3% |
69% |
False |
False |
199,308 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.1% |
0.0176 |
1.4% |
67% |
False |
False |
205,722 |
| 40 |
1.4352 |
1.2395 |
0.1957 |
15.2% |
0.0164 |
1.3% |
24% |
False |
False |
199,101 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.6% |
0.0160 |
1.2% |
20% |
False |
False |
182,601 |
| 80 |
1.5515 |
1.2395 |
0.3120 |
24.2% |
0.0139 |
1.1% |
15% |
False |
False |
137,287 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.9% |
0.0121 |
0.9% |
14% |
False |
False |
109,912 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
26.9% |
0.0103 |
0.8% |
14% |
False |
False |
91,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3603 |
|
2.618 |
1.3358 |
|
1.618 |
1.3208 |
|
1.000 |
1.3115 |
|
0.618 |
1.3058 |
|
HIGH |
1.2965 |
|
0.618 |
1.2908 |
|
0.500 |
1.2890 |
|
0.382 |
1.2872 |
|
LOW |
1.2815 |
|
0.618 |
1.2722 |
|
1.000 |
1.2665 |
|
1.618 |
1.2572 |
|
2.618 |
1.2422 |
|
4.250 |
1.2178 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2890 |
1.2915 |
| PP |
1.2885 |
1.2901 |
| S1 |
1.2879 |
1.2888 |
|