CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.2756 |
-0.0195 |
-1.5% |
1.2771 |
| High |
1.2965 |
1.2756 |
-0.0209 |
-1.6% |
1.3075 |
| Low |
1.2815 |
1.2675 |
-0.0140 |
-1.1% |
1.2675 |
| Close |
1.2874 |
1.2700 |
-0.0174 |
-1.4% |
1.2700 |
| Range |
0.0150 |
0.0081 |
-0.0069 |
-46.0% |
0.0400 |
| ATR |
0.0220 |
0.0219 |
-0.0002 |
-0.7% |
0.0000 |
| Volume |
243,274 |
142,591 |
-100,683 |
-41.4% |
813,221 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2908 |
1.2745 |
|
| R3 |
1.2872 |
1.2827 |
1.2722 |
|
| R2 |
1.2791 |
1.2791 |
1.2715 |
|
| R1 |
1.2746 |
1.2746 |
1.2707 |
1.2728 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2702 |
| S1 |
1.2665 |
1.2665 |
1.2693 |
1.2647 |
| S2 |
1.2629 |
1.2629 |
1.2685 |
|
| S3 |
1.2548 |
1.2584 |
1.2678 |
|
| S4 |
1.2467 |
1.2503 |
1.2655 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.3758 |
1.2920 |
|
| R3 |
1.3617 |
1.3358 |
1.2810 |
|
| R2 |
1.3217 |
1.3217 |
1.2773 |
|
| R1 |
1.2958 |
1.2958 |
1.2737 |
1.2888 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2781 |
| S1 |
1.2558 |
1.2558 |
1.2663 |
1.2488 |
| S2 |
1.2417 |
1.2417 |
1.2627 |
|
| S3 |
1.2017 |
1.2158 |
1.2590 |
|
| S4 |
1.1617 |
1.1758 |
1.2480 |
|
|
| 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 |
5.1% |
0.0144 |
1.1% |
42% |
False |
False |
201,112 |
| 10 |
1.3075 |
1.2429 |
0.0646 |
5.1% |
0.0144 |
1.1% |
42% |
False |
False |
195,102 |
| 20 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0168 |
1.3% |
41% |
False |
False |
202,545 |
| 40 |
1.4110 |
1.2395 |
0.1715 |
13.5% |
0.0160 |
1.3% |
18% |
False |
False |
196,827 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0161 |
1.3% |
13% |
False |
False |
184,937 |
| 80 |
1.5390 |
1.2395 |
0.2995 |
23.6% |
0.0140 |
1.1% |
10% |
False |
False |
139,065 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0120 |
0.9% |
9% |
False |
False |
111,334 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.3% |
0.0104 |
0.8% |
9% |
False |
False |
92,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3100 |
|
2.618 |
1.2968 |
|
1.618 |
1.2887 |
|
1.000 |
1.2837 |
|
0.618 |
1.2806 |
|
HIGH |
1.2756 |
|
0.618 |
1.2725 |
|
0.500 |
1.2716 |
|
0.382 |
1.2706 |
|
LOW |
1.2675 |
|
0.618 |
1.2625 |
|
1.000 |
1.2594 |
|
1.618 |
1.2544 |
|
2.618 |
1.2463 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2716 |
1.2875 |
| PP |
1.2710 |
1.2817 |
| S1 |
1.2705 |
1.2758 |
|