CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2779 |
1.2824 |
0.0045 |
0.4% |
1.2530 |
| High |
1.3049 |
1.2866 |
-0.0183 |
-1.4% |
1.3235 |
| Low |
1.2752 |
1.2652 |
-0.0100 |
-0.8% |
1.2351 |
| Close |
1.2939 |
1.2689 |
-0.0250 |
-1.9% |
1.2724 |
| Range |
0.0297 |
0.0214 |
-0.0083 |
-27.9% |
0.0884 |
| ATR |
0.0282 |
0.0282 |
0.0000 |
0.1% |
0.0000 |
| Volume |
965 |
360 |
-605 |
-62.7% |
3,112 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3378 |
1.3247 |
1.2807 |
|
| R3 |
1.3164 |
1.3033 |
1.2748 |
|
| R2 |
1.2950 |
1.2950 |
1.2728 |
|
| R1 |
1.2819 |
1.2819 |
1.2709 |
1.2778 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2715 |
| S1 |
1.2605 |
1.2605 |
1.2669 |
1.2564 |
| S2 |
1.2522 |
1.2522 |
1.2650 |
|
| S3 |
1.2308 |
1.2391 |
1.2630 |
|
| S4 |
1.2094 |
1.2177 |
1.2571 |
|
|
| 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 |
1.3049 |
1.2500 |
0.0549 |
4.3% |
0.0292 |
2.3% |
34% |
False |
False |
596 |
| 10 |
1.3235 |
1.2351 |
0.0884 |
7.0% |
0.0305 |
2.4% |
38% |
False |
False |
597 |
| 20 |
1.3772 |
1.2351 |
0.1421 |
11.2% |
0.0254 |
2.0% |
24% |
False |
False |
686 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0241 |
1.9% |
14% |
False |
False |
1,253 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0178 |
1.4% |
14% |
False |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3776 |
|
2.618 |
1.3426 |
|
1.618 |
1.3212 |
|
1.000 |
1.3080 |
|
0.618 |
1.2998 |
|
HIGH |
1.2866 |
|
0.618 |
1.2784 |
|
0.500 |
1.2759 |
|
0.382 |
1.2734 |
|
LOW |
1.2652 |
|
0.618 |
1.2520 |
|
1.000 |
1.2438 |
|
1.618 |
1.2306 |
|
2.618 |
1.2092 |
|
4.250 |
1.1743 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2759 |
1.2775 |
| PP |
1.2736 |
1.2746 |
| S1 |
1.2712 |
1.2718 |
|