CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2575 |
1.2478 |
-0.0097 |
-0.8% |
1.2800 |
| High |
1.2777 |
1.2577 |
-0.0200 |
-1.6% |
1.2857 |
| Low |
1.2487 |
1.2408 |
-0.0079 |
-0.6% |
1.2363 |
| Close |
1.2572 |
1.2490 |
-0.0082 |
-0.7% |
1.2765 |
| Range |
0.0290 |
0.0169 |
-0.0121 |
-41.7% |
0.0494 |
| ATR |
0.0261 |
0.0254 |
-0.0007 |
-2.5% |
0.0000 |
| Volume |
576 |
1,031 |
455 |
79.0% |
2,529 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2999 |
1.2913 |
1.2583 |
|
| R3 |
1.2830 |
1.2744 |
1.2536 |
|
| R2 |
1.2661 |
1.2661 |
1.2521 |
|
| R1 |
1.2575 |
1.2575 |
1.2505 |
1.2618 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2513 |
| S1 |
1.2406 |
1.2406 |
1.2475 |
1.2449 |
| S2 |
1.2323 |
1.2323 |
1.2459 |
|
| S3 |
1.2154 |
1.2237 |
1.2444 |
|
| S4 |
1.1985 |
1.2068 |
1.2397 |
|
|
| 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 |
1.2777 |
1.2408 |
0.0369 |
3.0% |
0.0196 |
1.6% |
22% |
False |
True |
859 |
| 10 |
1.2857 |
1.2363 |
0.0494 |
4.0% |
0.0225 |
1.8% |
26% |
False |
False |
566 |
| 20 |
1.3235 |
1.2351 |
0.0884 |
7.1% |
0.0265 |
2.1% |
16% |
False |
False |
582 |
| 40 |
1.4630 |
1.2351 |
0.2279 |
18.2% |
0.0239 |
1.9% |
6% |
False |
False |
1,258 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.5% |
0.0212 |
1.7% |
6% |
False |
False |
931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3019 |
|
1.618 |
1.2850 |
|
1.000 |
1.2746 |
|
0.618 |
1.2681 |
|
HIGH |
1.2577 |
|
0.618 |
1.2512 |
|
0.500 |
1.2493 |
|
0.382 |
1.2473 |
|
LOW |
1.2408 |
|
0.618 |
1.2304 |
|
1.000 |
1.2239 |
|
1.618 |
1.2135 |
|
2.618 |
1.1966 |
|
4.250 |
1.1690 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2493 |
1.2593 |
| PP |
1.2492 |
1.2558 |
| S1 |
1.2491 |
1.2524 |
|