CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2378 |
1.2749 |
0.0371 |
3.0% |
1.3365 |
| High |
1.2733 |
1.2955 |
0.0222 |
1.7% |
1.3460 |
| Low |
1.2378 |
1.2651 |
0.0273 |
2.2% |
1.2505 |
| Close |
1.2593 |
1.2824 |
0.0231 |
1.8% |
1.2599 |
| Range |
0.0355 |
0.0304 |
-0.0051 |
-14.4% |
0.0955 |
| ATR |
0.0239 |
0.0248 |
0.0009 |
3.7% |
0.0000 |
| Volume |
951 |
610 |
-341 |
-35.9% |
3,544 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3577 |
1.2991 |
|
| R3 |
1.3418 |
1.3273 |
1.2908 |
|
| R2 |
1.3114 |
1.3114 |
1.2880 |
|
| R1 |
1.2969 |
1.2969 |
1.2852 |
1.3042 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2846 |
| S1 |
1.2665 |
1.2665 |
1.2796 |
1.2738 |
| S2 |
1.2506 |
1.2506 |
1.2768 |
|
| S3 |
1.2202 |
1.2361 |
1.2740 |
|
| S4 |
1.1898 |
1.2057 |
1.2657 |
|
|
| 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 |
1.2955 |
1.2351 |
0.0604 |
4.7% |
0.0267 |
2.1% |
78% |
True |
False |
562 |
| 10 |
1.3497 |
1.2351 |
0.1146 |
8.9% |
0.0233 |
1.8% |
41% |
False |
False |
952 |
| 20 |
1.4000 |
1.2351 |
0.1649 |
12.9% |
0.0226 |
1.8% |
29% |
False |
False |
867 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.0% |
0.0212 |
1.7% |
19% |
False |
False |
1,168 |
| 60 |
1.5243 |
1.2351 |
0.2892 |
22.6% |
0.0151 |
1.2% |
16% |
False |
False |
789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.3751 |
|
1.618 |
1.3447 |
|
1.000 |
1.3259 |
|
0.618 |
1.3143 |
|
HIGH |
1.2955 |
|
0.618 |
1.2839 |
|
0.500 |
1.2803 |
|
0.382 |
1.2767 |
|
LOW |
1.2651 |
|
0.618 |
1.2463 |
|
1.000 |
1.2347 |
|
1.618 |
1.2159 |
|
2.618 |
1.1855 |
|
4.250 |
1.1359 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2817 |
1.2767 |
| PP |
1.2810 |
1.2710 |
| S1 |
1.2803 |
1.2653 |
|