CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2824 |
1.2603 |
-0.0221 |
-1.7% |
1.2782 |
| High |
1.2866 |
1.2790 |
-0.0076 |
-0.6% |
1.3049 |
| Low |
1.2652 |
1.2603 |
-0.0049 |
-0.4% |
1.2500 |
| Close |
1.2689 |
1.2699 |
0.0010 |
0.1% |
1.2699 |
| Range |
0.0214 |
0.0187 |
-0.0027 |
-12.6% |
0.0549 |
| ATR |
0.0282 |
0.0276 |
-0.0007 |
-2.4% |
0.0000 |
| Volume |
360 |
378 |
18 |
5.0% |
2,819 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3258 |
1.3166 |
1.2802 |
|
| R3 |
1.3071 |
1.2979 |
1.2750 |
|
| R2 |
1.2884 |
1.2884 |
1.2733 |
|
| R1 |
1.2792 |
1.2792 |
1.2716 |
1.2838 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2721 |
| S1 |
1.2605 |
1.2605 |
1.2682 |
1.2651 |
| S2 |
1.2510 |
1.2510 |
1.2665 |
|
| S3 |
1.2323 |
1.2418 |
1.2648 |
|
| S4 |
1.2136 |
1.2231 |
1.2596 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4097 |
1.3001 |
|
| R3 |
1.3847 |
1.3548 |
1.2850 |
|
| R2 |
1.3298 |
1.3298 |
1.2800 |
|
| R1 |
1.2999 |
1.2999 |
1.2749 |
1.2874 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2687 |
| S1 |
1.2450 |
1.2450 |
1.2649 |
1.2325 |
| S2 |
1.2200 |
1.2200 |
1.2598 |
|
| S3 |
1.1651 |
1.1901 |
1.2548 |
|
| S4 |
1.1102 |
1.1352 |
1.2397 |
|
|
| 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% |
0.0293 |
2.3% |
36% |
False |
False |
563 |
| 10 |
1.3235 |
1.2351 |
0.0884 |
7.0% |
0.0295 |
2.3% |
39% |
False |
False |
593 |
| 20 |
1.3772 |
1.2351 |
0.1421 |
11.2% |
0.0243 |
1.9% |
24% |
False |
False |
700 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0242 |
1.9% |
14% |
False |
False |
1,261 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0181 |
1.4% |
14% |
False |
False |
850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3280 |
|
1.618 |
1.3093 |
|
1.000 |
1.2977 |
|
0.618 |
1.2906 |
|
HIGH |
1.2790 |
|
0.618 |
1.2719 |
|
0.500 |
1.2697 |
|
0.382 |
1.2674 |
|
LOW |
1.2603 |
|
0.618 |
1.2487 |
|
1.000 |
1.2416 |
|
1.618 |
1.2300 |
|
2.618 |
1.2113 |
|
4.250 |
1.1808 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2826 |
| PP |
1.2697 |
1.2784 |
| S1 |
1.2697 |
1.2741 |
|