CME Euro FX (E) 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 |
1.2825 |
1.2782 |
-0.0043 |
-0.3% |
1.2530 |
| High |
1.2825 |
1.2868 |
0.0043 |
0.3% |
1.3235 |
| Low |
1.2645 |
1.2563 |
-0.0082 |
-0.6% |
1.2351 |
| Close |
1.2724 |
1.2587 |
-0.0137 |
-1.1% |
1.2724 |
| Range |
0.0180 |
0.0305 |
0.0125 |
69.4% |
0.0884 |
| ATR |
0.0264 |
0.0267 |
0.0003 |
1.1% |
0.0000 |
| Volume |
540 |
458 |
-82 |
-15.2% |
3,112 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3392 |
1.2755 |
|
| R3 |
1.3283 |
1.3087 |
1.2671 |
|
| R2 |
1.2978 |
1.2978 |
1.2643 |
|
| R1 |
1.2782 |
1.2782 |
1.2615 |
1.2728 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2645 |
| S1 |
1.2477 |
1.2477 |
1.2559 |
1.2423 |
| S2 |
1.2368 |
1.2368 |
1.2531 |
|
| S3 |
1.2063 |
1.2172 |
1.2503 |
|
| S4 |
1.1758 |
1.1867 |
1.2419 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5422 |
1.4957 |
1.3210 |
|
| R3 |
1.4538 |
1.4073 |
1.2967 |
|
| R2 |
1.3654 |
1.3654 |
1.2886 |
|
| R1 |
1.3189 |
1.3189 |
1.2805 |
1.3422 |
| PP |
1.2770 |
1.2770 |
1.2770 |
1.2886 |
| S1 |
1.2305 |
1.2305 |
1.2643 |
1.2538 |
| S2 |
1.1886 |
1.1886 |
1.2562 |
|
| S3 |
1.1002 |
1.1421 |
1.2481 |
|
| S4 |
1.0118 |
1.0537 |
1.2238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3235 |
1.2378 |
0.0857 |
6.8% |
0.0316 |
2.5% |
24% |
False |
False |
617 |
| 10 |
1.3289 |
1.2351 |
0.0938 |
7.5% |
0.0281 |
2.2% |
25% |
False |
False |
628 |
| 20 |
1.3791 |
1.2351 |
0.1440 |
11.4% |
0.0236 |
1.9% |
16% |
False |
False |
649 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0225 |
1.8% |
10% |
False |
False |
1,205 |
| 60 |
1.4807 |
1.2351 |
0.2456 |
19.5% |
0.0162 |
1.3% |
10% |
False |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4164 |
|
2.618 |
1.3666 |
|
1.618 |
1.3361 |
|
1.000 |
1.3173 |
|
0.618 |
1.3056 |
|
HIGH |
1.2868 |
|
0.618 |
1.2751 |
|
0.500 |
1.2716 |
|
0.382 |
1.2680 |
|
LOW |
1.2563 |
|
0.618 |
1.2375 |
|
1.000 |
1.2258 |
|
1.618 |
1.2070 |
|
2.618 |
1.1765 |
|
4.250 |
1.1267 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2716 |
1.2899 |
| PP |
1.2673 |
1.2795 |
| S1 |
1.2630 |
1.2691 |
|