CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2549 |
1.2603 |
0.0054 |
0.4% |
1.2800 |
| High |
1.2711 |
1.2655 |
-0.0056 |
-0.4% |
1.2857 |
| Low |
1.2494 |
1.2535 |
0.0041 |
0.3% |
1.2363 |
| Close |
1.2649 |
1.2545 |
-0.0104 |
-0.8% |
1.2765 |
| Range |
0.0217 |
0.0120 |
-0.0097 |
-44.7% |
0.0494 |
| ATR |
0.0270 |
0.0259 |
-0.0011 |
-4.0% |
0.0000 |
| Volume |
502 |
648 |
146 |
29.1% |
2,529 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2938 |
1.2862 |
1.2611 |
|
| R3 |
1.2818 |
1.2742 |
1.2578 |
|
| R2 |
1.2698 |
1.2698 |
1.2567 |
|
| R1 |
1.2622 |
1.2622 |
1.2556 |
1.2600 |
| PP |
1.2578 |
1.2578 |
1.2578 |
1.2568 |
| S1 |
1.2502 |
1.2502 |
1.2534 |
1.2480 |
| S2 |
1.2458 |
1.2458 |
1.2523 |
|
| S3 |
1.2338 |
1.2382 |
1.2512 |
|
| S4 |
1.2218 |
1.2262 |
1.2479 |
|
|
| 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% |
0.0226 |
1.8% |
39% |
False |
False |
644 |
| 10 |
1.3049 |
1.2363 |
0.0686 |
5.5% |
0.0230 |
1.8% |
27% |
False |
False |
538 |
| 20 |
1.3235 |
1.2351 |
0.0884 |
7.0% |
0.0265 |
2.1% |
22% |
False |
False |
527 |
| 40 |
1.4722 |
1.2351 |
0.2371 |
18.9% |
0.0235 |
1.9% |
8% |
False |
False |
1,225 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.4% |
0.0204 |
1.6% |
8% |
False |
False |
905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.2969 |
|
1.618 |
1.2849 |
|
1.000 |
1.2775 |
|
0.618 |
1.2729 |
|
HIGH |
1.2655 |
|
0.618 |
1.2609 |
|
0.500 |
1.2595 |
|
0.382 |
1.2581 |
|
LOW |
1.2535 |
|
0.618 |
1.2461 |
|
1.000 |
1.2415 |
|
1.618 |
1.2341 |
|
2.618 |
1.2221 |
|
4.250 |
1.2025 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2595 |
1.2628 |
| PP |
1.2578 |
1.2600 |
| S1 |
1.2562 |
1.2573 |
|