CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2530 |
1.2378 |
-0.0152 |
-1.2% |
1.3365 |
| High |
1.2564 |
1.2733 |
0.0169 |
1.3% |
1.3460 |
| Low |
1.2351 |
1.2378 |
0.0027 |
0.2% |
1.2505 |
| Close |
1.2523 |
1.2593 |
0.0070 |
0.6% |
1.2599 |
| Range |
0.0213 |
0.0355 |
0.0142 |
66.7% |
0.0955 |
| ATR |
0.0230 |
0.0239 |
0.0009 |
3.9% |
0.0000 |
| Volume |
482 |
951 |
469 |
97.3% |
3,544 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3468 |
1.2788 |
|
| R3 |
1.3278 |
1.3113 |
1.2691 |
|
| R2 |
1.2923 |
1.2923 |
1.2658 |
|
| R1 |
1.2758 |
1.2758 |
1.2626 |
1.2841 |
| PP |
1.2568 |
1.2568 |
1.2568 |
1.2609 |
| S1 |
1.2403 |
1.2403 |
1.2560 |
1.2486 |
| S2 |
1.2213 |
1.2213 |
1.2528 |
|
| S3 |
1.1858 |
1.2048 |
1.2495 |
|
| S4 |
1.1503 |
1.1693 |
1.2398 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5720 |
1.5114 |
1.3124 |
|
| R3 |
1.4765 |
1.4159 |
1.2862 |
|
| R2 |
1.3810 |
1.3810 |
1.2774 |
|
| R1 |
1.3204 |
1.3204 |
1.2687 |
1.3030 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2767 |
| S1 |
1.2249 |
1.2249 |
1.2511 |
1.2075 |
| S2 |
1.1900 |
1.1900 |
1.2424 |
|
| S3 |
1.0945 |
1.1294 |
1.2336 |
|
| S4 |
0.9990 |
1.0339 |
1.2074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2985 |
1.2351 |
0.0634 |
5.0% |
0.0260 |
2.1% |
38% |
False |
False |
473 |
| 10 |
1.3633 |
1.2351 |
0.1282 |
10.2% |
0.0218 |
1.7% |
19% |
False |
False |
928 |
| 20 |
1.4180 |
1.2351 |
0.1829 |
14.5% |
0.0221 |
1.8% |
13% |
False |
False |
903 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0206 |
1.6% |
10% |
False |
False |
1,153 |
| 60 |
1.5297 |
1.2351 |
0.2946 |
23.4% |
0.0146 |
1.2% |
8% |
False |
False |
779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4242 |
|
2.618 |
1.3662 |
|
1.618 |
1.3307 |
|
1.000 |
1.3088 |
|
0.618 |
1.2952 |
|
HIGH |
1.2733 |
|
0.618 |
1.2597 |
|
0.500 |
1.2556 |
|
0.382 |
1.2514 |
|
LOW |
1.2378 |
|
0.618 |
1.2159 |
|
1.000 |
1.2023 |
|
1.618 |
1.1804 |
|
2.618 |
1.1449 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2585 |
| PP |
1.2568 |
1.2576 |
| S1 |
1.2556 |
1.2568 |
|