CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2934 |
1.3045 |
0.0111 |
0.9% |
1.2549 |
| High |
1.3068 |
1.3045 |
-0.0023 |
-0.2% |
1.2777 |
| Low |
1.2806 |
1.2813 |
0.0007 |
0.1% |
1.2400 |
| Close |
1.3015 |
1.2873 |
-0.0142 |
-1.1% |
1.2492 |
| Range |
0.0262 |
0.0232 |
-0.0030 |
-11.5% |
0.0377 |
| ATR |
0.0266 |
0.0264 |
-0.0002 |
-0.9% |
0.0000 |
| Volume |
2,715 |
2,539 |
-176 |
-6.5% |
3,275 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3606 |
1.3472 |
1.3001 |
|
| R3 |
1.3374 |
1.3240 |
1.2937 |
|
| R2 |
1.3142 |
1.3142 |
1.2916 |
|
| R1 |
1.3008 |
1.3008 |
1.2894 |
1.2959 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2886 |
| S1 |
1.2776 |
1.2776 |
1.2852 |
1.2727 |
| S2 |
1.2678 |
1.2678 |
1.2830 |
|
| S3 |
1.2446 |
1.2544 |
1.2809 |
|
| S4 |
1.2214 |
1.2312 |
1.2745 |
|
|
| 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 |
5.2% |
0.0256 |
2.0% |
71% |
False |
False |
2,045 |
| 10 |
1.3068 |
1.2363 |
0.0705 |
5.5% |
0.0256 |
2.0% |
72% |
False |
False |
1,378 |
| 20 |
1.3235 |
1.2363 |
0.0872 |
6.8% |
0.0263 |
2.0% |
58% |
False |
False |
918 |
| 40 |
1.4000 |
1.2351 |
0.1649 |
12.8% |
0.0245 |
1.9% |
32% |
False |
False |
893 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0229 |
1.8% |
21% |
False |
False |
1,085 |
| 80 |
1.5243 |
1.2351 |
0.2892 |
22.5% |
0.0179 |
1.4% |
18% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3652 |
|
1.618 |
1.3420 |
|
1.000 |
1.3277 |
|
0.618 |
1.3188 |
|
HIGH |
1.3045 |
|
0.618 |
1.2956 |
|
0.500 |
1.2929 |
|
0.382 |
1.2902 |
|
LOW |
1.2813 |
|
0.618 |
1.2670 |
|
1.000 |
1.2581 |
|
1.618 |
1.2438 |
|
2.618 |
1.2206 |
|
4.250 |
1.1827 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2929 |
1.2852 |
| PP |
1.2910 |
1.2832 |
| S1 |
1.2892 |
1.2811 |
|