CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2434 |
1.2596 |
0.0162 |
1.3% |
1.2549 |
| High |
1.2620 |
1.2950 |
0.0330 |
2.6% |
1.2777 |
| Low |
1.2400 |
1.2554 |
0.0154 |
1.2% |
1.2400 |
| Close |
1.2492 |
1.2867 |
0.0375 |
3.0% |
1.2492 |
| Range |
0.0220 |
0.0396 |
0.0176 |
80.0% |
0.0377 |
| ATR |
0.0252 |
0.0267 |
0.0015 |
5.8% |
0.0000 |
| Volume |
518 |
3,426 |
2,908 |
561.4% |
3,275 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3978 |
1.3819 |
1.3085 |
|
| R3 |
1.3582 |
1.3423 |
1.2976 |
|
| R2 |
1.3186 |
1.3186 |
1.2940 |
|
| R1 |
1.3027 |
1.3027 |
1.2903 |
1.3107 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2830 |
| S1 |
1.2631 |
1.2631 |
1.2831 |
1.2711 |
| S2 |
1.2394 |
1.2394 |
1.2794 |
|
| S3 |
1.1998 |
1.2235 |
1.2758 |
|
| S4 |
1.1602 |
1.1839 |
1.2649 |
|
|
| 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 |
1.2950 |
1.2400 |
0.0550 |
4.3% |
0.0239 |
1.9% |
85% |
True |
False |
1,239 |
| 10 |
1.2950 |
1.2363 |
0.0587 |
4.6% |
0.0249 |
1.9% |
86% |
True |
False |
912 |
| 20 |
1.3235 |
1.2363 |
0.0872 |
6.8% |
0.0271 |
2.1% |
58% |
False |
False |
733 |
| 40 |
1.4427 |
1.2351 |
0.2076 |
16.1% |
0.0246 |
1.9% |
25% |
False |
False |
825 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0222 |
1.7% |
21% |
False |
False |
997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4633 |
|
2.618 |
1.3987 |
|
1.618 |
1.3591 |
|
1.000 |
1.3346 |
|
0.618 |
1.3195 |
|
HIGH |
1.2950 |
|
0.618 |
1.2799 |
|
0.500 |
1.2752 |
|
0.382 |
1.2705 |
|
LOW |
1.2554 |
|
0.618 |
1.2309 |
|
1.000 |
1.2158 |
|
1.618 |
1.1913 |
|
2.618 |
1.1517 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2829 |
1.2803 |
| PP |
1.2790 |
1.2739 |
| S1 |
1.2752 |
1.2675 |
|