CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2779 |
0.0217 |
1.7% |
1.2530 |
| High |
1.2964 |
1.3049 |
0.0085 |
0.7% |
1.3235 |
| Low |
1.2500 |
1.2752 |
0.0252 |
2.0% |
1.2351 |
| Close |
1.2900 |
1.2939 |
0.0039 |
0.3% |
1.2724 |
| Range |
0.0464 |
0.0297 |
-0.0167 |
-36.0% |
0.0884 |
| ATR |
0.0281 |
0.0282 |
0.0001 |
0.4% |
0.0000 |
| Volume |
658 |
965 |
307 |
46.7% |
3,112 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3669 |
1.3102 |
|
| R3 |
1.3507 |
1.3372 |
1.3021 |
|
| R2 |
1.3210 |
1.3210 |
1.2993 |
|
| R1 |
1.3075 |
1.3075 |
1.2966 |
1.3143 |
| PP |
1.2913 |
1.2913 |
1.2913 |
1.2947 |
| S1 |
1.2778 |
1.2778 |
1.2912 |
1.2846 |
| S2 |
1.2616 |
1.2616 |
1.2885 |
|
| S3 |
1.2319 |
1.2481 |
1.2857 |
|
| S4 |
1.2022 |
1.2184 |
1.2776 |
|
|
| 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 |
1.2500 |
0.0735 |
5.7% |
0.0336 |
2.6% |
60% |
False |
False |
630 |
| 10 |
1.3235 |
1.2351 |
0.0884 |
6.8% |
0.0302 |
2.3% |
67% |
False |
False |
596 |
| 20 |
1.3791 |
1.2351 |
0.1440 |
11.1% |
0.0253 |
2.0% |
41% |
False |
False |
690 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0239 |
1.8% |
24% |
False |
False |
1,245 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0174 |
1.3% |
24% |
False |
False |
838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4311 |
|
2.618 |
1.3827 |
|
1.618 |
1.3530 |
|
1.000 |
1.3346 |
|
0.618 |
1.3233 |
|
HIGH |
1.3049 |
|
0.618 |
1.2936 |
|
0.500 |
1.2901 |
|
0.382 |
1.2865 |
|
LOW |
1.2752 |
|
0.618 |
1.2568 |
|
1.000 |
1.2455 |
|
1.618 |
1.2271 |
|
2.618 |
1.1974 |
|
4.250 |
1.1490 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2884 |
| PP |
1.2913 |
1.2829 |
| S1 |
1.2901 |
1.2775 |
|