CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2549 |
-0.0191 |
-1.5% |
1.2800 |
| High |
1.2762 |
1.2711 |
-0.0051 |
-0.4% |
1.2857 |
| Low |
1.2580 |
1.2494 |
-0.0086 |
-0.7% |
1.2363 |
| Close |
1.2765 |
1.2649 |
-0.0116 |
-0.9% |
1.2765 |
| Range |
0.0182 |
0.0217 |
0.0035 |
19.2% |
0.0494 |
| ATR |
0.0269 |
0.0270 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,540 |
502 |
-1,038 |
-67.4% |
2,529 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3176 |
1.2768 |
|
| R3 |
1.3052 |
1.2959 |
1.2709 |
|
| R2 |
1.2835 |
1.2835 |
1.2689 |
|
| R1 |
1.2742 |
1.2742 |
1.2669 |
1.2789 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2641 |
| S1 |
1.2525 |
1.2525 |
1.2629 |
1.2572 |
| S2 |
1.2401 |
1.2401 |
1.2609 |
|
| S3 |
1.2184 |
1.2308 |
1.2589 |
|
| S4 |
1.1967 |
1.2091 |
1.2530 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4144 |
1.3948 |
1.3037 |
|
| R3 |
1.3650 |
1.3454 |
1.2901 |
|
| R2 |
1.3156 |
1.3156 |
1.2856 |
|
| R1 |
1.2960 |
1.2960 |
1.2810 |
1.2811 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2587 |
| S1 |
1.2466 |
1.2466 |
1.2720 |
1.2317 |
| S2 |
1.2168 |
1.2168 |
1.2674 |
|
| S3 |
1.1674 |
1.1972 |
1.2629 |
|
| S4 |
1.1180 |
1.1478 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2832 |
1.2363 |
0.0469 |
3.7% |
0.0258 |
2.0% |
61% |
False |
False |
584 |
| 10 |
1.3049 |
1.2363 |
0.0686 |
5.4% |
0.0265 |
2.1% |
42% |
False |
False |
539 |
| 20 |
1.3289 |
1.2351 |
0.0938 |
7.4% |
0.0273 |
2.2% |
32% |
False |
False |
583 |
| 40 |
1.4731 |
1.2351 |
0.2380 |
18.8% |
0.0236 |
1.9% |
13% |
False |
False |
1,274 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.3% |
0.0202 |
1.6% |
12% |
False |
False |
894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3633 |
|
2.618 |
1.3279 |
|
1.618 |
1.3062 |
|
1.000 |
1.2928 |
|
0.618 |
1.2845 |
|
HIGH |
1.2711 |
|
0.618 |
1.2628 |
|
0.500 |
1.2603 |
|
0.382 |
1.2577 |
|
LOW |
1.2494 |
|
0.618 |
1.2360 |
|
1.000 |
1.2277 |
|
1.618 |
1.2143 |
|
2.618 |
1.1926 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2634 |
1.2632 |
| PP |
1.2618 |
1.2615 |
| S1 |
1.2603 |
1.2598 |
|