CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2596 |
1.2934 |
0.0338 |
2.7% |
1.2549 |
| High |
1.2950 |
1.3068 |
0.0118 |
0.9% |
1.2777 |
| Low |
1.2554 |
1.2806 |
0.0252 |
2.0% |
1.2400 |
| Close |
1.2867 |
1.3015 |
0.0148 |
1.2% |
1.2492 |
| Range |
0.0396 |
0.0262 |
-0.0134 |
-33.8% |
0.0377 |
| ATR |
0.0267 |
0.0266 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
3,426 |
2,715 |
-711 |
-20.8% |
3,275 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3644 |
1.3159 |
|
| R3 |
1.3487 |
1.3382 |
1.3087 |
|
| R2 |
1.3225 |
1.3225 |
1.3063 |
|
| R1 |
1.3120 |
1.3120 |
1.3039 |
1.3173 |
| PP |
1.2963 |
1.2963 |
1.2963 |
1.2989 |
| S1 |
1.2858 |
1.2858 |
1.2991 |
1.2911 |
| S2 |
1.2701 |
1.2701 |
1.2967 |
|
| S3 |
1.2439 |
1.2596 |
1.2943 |
|
| S4 |
1.2177 |
1.2334 |
1.2871 |
|
|
| 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 |
1.3068 |
1.2400 |
0.0668 |
5.1% |
0.0267 |
2.1% |
92% |
True |
False |
1,653 |
| 10 |
1.3068 |
1.2363 |
0.0705 |
5.4% |
0.0247 |
1.9% |
92% |
True |
False |
1,148 |
| 20 |
1.3235 |
1.2363 |
0.0872 |
6.7% |
0.0266 |
2.0% |
75% |
False |
False |
822 |
| 40 |
1.4180 |
1.2351 |
0.1829 |
14.1% |
0.0244 |
1.9% |
36% |
False |
False |
862 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.7% |
0.0226 |
1.7% |
27% |
False |
False |
1,042 |
| 80 |
1.5297 |
1.2351 |
0.2946 |
22.6% |
0.0176 |
1.4% |
23% |
False |
False |
790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4182 |
|
2.618 |
1.3754 |
|
1.618 |
1.3492 |
|
1.000 |
1.3330 |
|
0.618 |
1.3230 |
|
HIGH |
1.3068 |
|
0.618 |
1.2968 |
|
0.500 |
1.2937 |
|
0.382 |
1.2906 |
|
LOW |
1.2806 |
|
0.618 |
1.2644 |
|
1.000 |
1.2544 |
|
1.618 |
1.2382 |
|
2.618 |
1.2120 |
|
4.250 |
1.1693 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2989 |
1.2921 |
| PP |
1.2963 |
1.2828 |
| S1 |
1.2937 |
1.2734 |
|