CME Euro FX Future March 2009
| 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 |
1.2995 |
1.2939 |
-0.0056 |
-0.4% |
1.2649 |
| High |
1.3065 |
1.2955 |
-0.0110 |
-0.8% |
1.2649 |
| Low |
1.2925 |
1.2830 |
-0.0095 |
-0.7% |
1.2475 |
| Close |
1.3015 |
1.2873 |
-0.0142 |
-1.1% |
1.2492 |
| Range |
0.0140 |
0.0125 |
-0.0015 |
-10.7% |
0.0174 |
| ATR |
0.0142 |
0.0145 |
0.0003 |
2.2% |
0.0000 |
| Volume |
2,715 |
2,539 |
-176 |
-6.5% |
3,275 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3261 |
1.3192 |
1.2942 |
|
| R3 |
1.3136 |
1.3067 |
1.2907 |
|
| R2 |
1.3011 |
1.3011 |
1.2896 |
|
| R1 |
1.2942 |
1.2942 |
1.2884 |
1.2914 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2872 |
| S1 |
1.2817 |
1.2817 |
1.2862 |
1.2789 |
| S2 |
1.2761 |
1.2761 |
1.2850 |
|
| S3 |
1.2636 |
1.2692 |
1.2839 |
|
| S4 |
1.2511 |
1.2567 |
1.2804 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3061 |
1.2950 |
1.2588 |
|
| R3 |
1.2887 |
1.2776 |
1.2540 |
|
| R2 |
1.2713 |
1.2713 |
1.2524 |
|
| R1 |
1.2602 |
1.2602 |
1.2508 |
1.2571 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2523 |
| S1 |
1.2428 |
1.2428 |
1.2476 |
1.2397 |
| S2 |
1.2365 |
1.2365 |
1.2460 |
|
| S3 |
1.2191 |
1.2254 |
1.2444 |
|
| S4 |
1.2017 |
1.2080 |
1.2396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3065 |
1.2475 |
0.0590 |
4.6% |
0.0088 |
0.7% |
67% |
False |
False |
2,045 |
| 10 |
1.3065 |
1.2460 |
0.0605 |
4.7% |
0.0067 |
0.5% |
68% |
False |
False |
1,378 |
| 20 |
1.3065 |
1.2435 |
0.0630 |
4.9% |
0.0048 |
0.4% |
70% |
False |
False |
918 |
| 40 |
1.3870 |
1.2435 |
0.1435 |
11.1% |
0.0037 |
0.3% |
31% |
False |
False |
893 |
| 60 |
1.4721 |
1.2435 |
0.2286 |
17.8% |
0.0031 |
0.2% |
19% |
False |
False |
1,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3486 |
|
2.618 |
1.3282 |
|
1.618 |
1.3157 |
|
1.000 |
1.3080 |
|
0.618 |
1.3032 |
|
HIGH |
1.2955 |
|
0.618 |
1.2907 |
|
0.500 |
1.2893 |
|
0.382 |
1.2878 |
|
LOW |
1.2830 |
|
0.618 |
1.2753 |
|
1.000 |
1.2705 |
|
1.618 |
1.2628 |
|
2.618 |
1.2503 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2893 |
1.2923 |
| PP |
1.2886 |
1.2906 |
| S1 |
1.2880 |
1.2890 |
|