CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2479 |
1.2444 |
-0.0035 |
-0.3% |
1.2782 |
| High |
1.2565 |
1.2832 |
0.0267 |
2.1% |
1.3049 |
| Low |
1.2425 |
1.2363 |
-0.0062 |
-0.5% |
1.2500 |
| Close |
1.2462 |
1.2661 |
0.0199 |
1.6% |
1.2699 |
| Range |
0.0140 |
0.0469 |
0.0329 |
235.0% |
0.0549 |
| ATR |
0.0261 |
0.0276 |
0.0015 |
5.7% |
0.0000 |
| Volume |
247 |
286 |
39 |
15.8% |
2,819 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4026 |
1.3812 |
1.2919 |
|
| R3 |
1.3557 |
1.3343 |
1.2790 |
|
| R2 |
1.3088 |
1.3088 |
1.2747 |
|
| R1 |
1.2874 |
1.2874 |
1.2704 |
1.2981 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2672 |
| S1 |
1.2405 |
1.2405 |
1.2618 |
1.2512 |
| S2 |
1.2150 |
1.2150 |
1.2575 |
|
| S3 |
1.1681 |
1.1936 |
1.2532 |
|
| S4 |
1.1212 |
1.1467 |
1.2403 |
|
|
| 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 |
1.2857 |
1.2363 |
0.0494 |
3.9% |
0.0255 |
2.0% |
60% |
False |
True |
273 |
| 10 |
1.3049 |
1.2363 |
0.0686 |
5.4% |
0.0273 |
2.2% |
43% |
False |
True |
434 |
| 20 |
1.3460 |
1.2351 |
0.1109 |
8.8% |
0.0268 |
2.1% |
28% |
False |
False |
561 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0244 |
1.9% |
13% |
False |
False |
1,261 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0196 |
1.5% |
13% |
False |
False |
863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4825 |
|
2.618 |
1.4060 |
|
1.618 |
1.3591 |
|
1.000 |
1.3301 |
|
0.618 |
1.3122 |
|
HIGH |
1.2832 |
|
0.618 |
1.2653 |
|
0.500 |
1.2598 |
|
0.382 |
1.2542 |
|
LOW |
1.2363 |
|
0.618 |
1.2073 |
|
1.000 |
1.1894 |
|
1.618 |
1.1604 |
|
2.618 |
1.1135 |
|
4.250 |
1.0370 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2640 |
1.2640 |
| PP |
1.2619 |
1.2619 |
| S1 |
1.2598 |
1.2598 |
|