CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2478 |
1.2434 |
-0.0044 |
-0.4% |
1.2549 |
| High |
1.2577 |
1.2620 |
0.0043 |
0.3% |
1.2777 |
| Low |
1.2408 |
1.2400 |
-0.0008 |
-0.1% |
1.2400 |
| Close |
1.2490 |
1.2492 |
0.0002 |
0.0% |
1.2492 |
| Range |
0.0169 |
0.0220 |
0.0051 |
30.2% |
0.0377 |
| ATR |
0.0254 |
0.0252 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
1,031 |
518 |
-513 |
-49.8% |
3,275 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3048 |
1.2613 |
|
| R3 |
1.2944 |
1.2828 |
1.2553 |
|
| R2 |
1.2724 |
1.2724 |
1.2532 |
|
| R1 |
1.2608 |
1.2608 |
1.2512 |
1.2666 |
| PP |
1.2504 |
1.2504 |
1.2504 |
1.2533 |
| S1 |
1.2388 |
1.2388 |
1.2472 |
1.2446 |
| S2 |
1.2284 |
1.2284 |
1.2452 |
|
| S3 |
1.2064 |
1.2168 |
1.2432 |
|
| S4 |
1.1844 |
1.1948 |
1.2371 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3467 |
1.2699 |
|
| R3 |
1.3310 |
1.3090 |
1.2596 |
|
| R2 |
1.2933 |
1.2933 |
1.2561 |
|
| R1 |
1.2713 |
1.2713 |
1.2527 |
1.2635 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2517 |
| S1 |
1.2336 |
1.2336 |
1.2457 |
1.2258 |
| S2 |
1.2179 |
1.2179 |
1.2423 |
|
| S3 |
1.1802 |
1.1959 |
1.2388 |
|
| S4 |
1.1425 |
1.1582 |
1.2285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2777 |
1.2400 |
0.0377 |
3.0% |
0.0203 |
1.6% |
24% |
False |
True |
655 |
| 10 |
1.2857 |
1.2363 |
0.0494 |
4.0% |
0.0228 |
1.8% |
26% |
False |
False |
580 |
| 20 |
1.3235 |
1.2351 |
0.0884 |
7.1% |
0.0262 |
2.1% |
16% |
False |
False |
586 |
| 40 |
1.4516 |
1.2351 |
0.2165 |
17.3% |
0.0242 |
1.9% |
7% |
False |
False |
976 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.5% |
0.0215 |
1.7% |
6% |
False |
False |
940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3555 |
|
2.618 |
1.3196 |
|
1.618 |
1.2976 |
|
1.000 |
1.2840 |
|
0.618 |
1.2756 |
|
HIGH |
1.2620 |
|
0.618 |
1.2536 |
|
0.500 |
1.2510 |
|
0.382 |
1.2484 |
|
LOW |
1.2400 |
|
0.618 |
1.2264 |
|
1.000 |
1.2180 |
|
1.618 |
1.2044 |
|
2.618 |
1.1824 |
|
4.250 |
1.1465 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2589 |
| PP |
1.2504 |
1.2556 |
| S1 |
1.2498 |
1.2524 |
|