CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2800 |
0.0197 |
1.6% |
1.2782 |
| High |
1.2790 |
1.2857 |
0.0067 |
0.5% |
1.3049 |
| Low |
1.2603 |
1.2664 |
0.0061 |
0.5% |
1.2500 |
| Close |
1.2699 |
1.2706 |
0.0007 |
0.1% |
1.2699 |
| Range |
0.0187 |
0.0193 |
0.0006 |
3.2% |
0.0549 |
| ATR |
0.0276 |
0.0270 |
-0.0006 |
-2.1% |
0.0000 |
| Volume |
378 |
110 |
-268 |
-70.9% |
2,819 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3207 |
1.2812 |
|
| R3 |
1.3128 |
1.3014 |
1.2759 |
|
| R2 |
1.2935 |
1.2935 |
1.2741 |
|
| R1 |
1.2821 |
1.2821 |
1.2724 |
1.2782 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2723 |
| S1 |
1.2628 |
1.2628 |
1.2688 |
1.2589 |
| S2 |
1.2549 |
1.2549 |
1.2671 |
|
| S3 |
1.2356 |
1.2435 |
1.2653 |
|
| S4 |
1.2163 |
1.2242 |
1.2600 |
|
|
| 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% |
0.0271 |
2.1% |
38% |
False |
False |
494 |
| 10 |
1.3235 |
1.2378 |
0.0857 |
6.7% |
0.0293 |
2.3% |
38% |
False |
False |
555 |
| 20 |
1.3772 |
1.2351 |
0.1421 |
11.2% |
0.0246 |
1.9% |
25% |
False |
False |
698 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0239 |
1.9% |
15% |
False |
False |
1,263 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0182 |
1.4% |
15% |
False |
False |
852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3677 |
|
2.618 |
1.3362 |
|
1.618 |
1.3169 |
|
1.000 |
1.3050 |
|
0.618 |
1.2976 |
|
HIGH |
1.2857 |
|
0.618 |
1.2783 |
|
0.500 |
1.2761 |
|
0.382 |
1.2738 |
|
LOW |
1.2664 |
|
0.618 |
1.2545 |
|
1.000 |
1.2471 |
|
1.618 |
1.2352 |
|
2.618 |
1.2159 |
|
4.250 |
1.1844 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2761 |
1.2735 |
| PP |
1.2742 |
1.2725 |
| S1 |
1.2724 |
1.2716 |
|