CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2705 |
1.2587 |
-0.0118 |
-0.9% |
1.2523 |
| High |
1.2735 |
1.2587 |
-0.0148 |
-1.2% |
1.2942 |
| Low |
1.2650 |
1.2587 |
-0.0063 |
-0.5% |
1.2523 |
| Close |
1.2724 |
1.2587 |
-0.0137 |
-1.1% |
1.2724 |
| Range |
0.0085 |
0.0000 |
-0.0085 |
-100.0% |
0.0419 |
| ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
540 |
458 |
-82 |
-15.2% |
3,112 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2587 |
1.2587 |
1.2587 |
|
| R3 |
1.2587 |
1.2587 |
1.2587 |
|
| R2 |
1.2587 |
1.2587 |
1.2587 |
|
| R1 |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
| PP |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
| S1 |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
| S2 |
1.2587 |
1.2587 |
1.2587 |
|
| S3 |
1.2587 |
1.2587 |
1.2587 |
|
| S4 |
1.2587 |
1.2587 |
1.2587 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3987 |
1.3774 |
1.2954 |
|
| R3 |
1.3568 |
1.3355 |
1.2839 |
|
| R2 |
1.3149 |
1.3149 |
1.2801 |
|
| R1 |
1.2936 |
1.2936 |
1.2762 |
1.3043 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2783 |
| S1 |
1.2517 |
1.2517 |
1.2686 |
1.2624 |
| S2 |
1.2311 |
1.2311 |
1.2647 |
|
| S3 |
1.1892 |
1.2098 |
1.2609 |
|
| S4 |
1.1473 |
1.1679 |
1.2494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2587 |
|
2.618 |
1.2587 |
|
1.618 |
1.2587 |
|
1.000 |
1.2587 |
|
0.618 |
1.2587 |
|
HIGH |
1.2587 |
|
0.618 |
1.2587 |
|
0.500 |
1.2587 |
|
0.382 |
1.2587 |
|
LOW |
1.2587 |
|
0.618 |
1.2587 |
|
1.000 |
1.2587 |
|
1.618 |
1.2587 |
|
2.618 |
1.2587 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2587 |
1.2765 |
| PP |
1.2587 |
1.2705 |
| S1 |
1.2587 |
1.2646 |
|