CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2862 |
0.0000 |
0.0% |
1.2596 |
| High |
1.2950 |
1.2950 |
0.0000 |
0.0% |
1.3068 |
| Low |
1.2862 |
1.2639 |
-0.0223 |
-1.7% |
1.2554 |
| Close |
1.2865 |
1.2697 |
-0.0168 |
-1.3% |
1.2697 |
| Range |
0.0088 |
0.0311 |
0.0223 |
253.4% |
0.0514 |
| ATR |
0.0251 |
0.0256 |
0.0004 |
1.7% |
0.0000 |
| Volume |
2,539 |
1,615 |
-924 |
-36.4% |
12,834 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3695 |
1.3507 |
1.2868 |
|
| R3 |
1.3384 |
1.3196 |
1.2783 |
|
| R2 |
1.3073 |
1.3073 |
1.2754 |
|
| R1 |
1.2885 |
1.2885 |
1.2726 |
1.2824 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2731 |
| S1 |
1.2574 |
1.2574 |
1.2668 |
1.2513 |
| S2 |
1.2451 |
1.2451 |
1.2640 |
|
| S3 |
1.2140 |
1.2263 |
1.2611 |
|
| S4 |
1.1829 |
1.1952 |
1.2526 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4020 |
1.2980 |
|
| R3 |
1.3801 |
1.3506 |
1.2838 |
|
| R2 |
1.3287 |
1.3287 |
1.2791 |
|
| R1 |
1.2992 |
1.2992 |
1.2744 |
1.3140 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2847 |
| S1 |
1.2478 |
1.2478 |
1.2650 |
1.2626 |
| S2 |
1.2259 |
1.2259 |
1.2603 |
|
| S3 |
1.1745 |
1.1964 |
1.2556 |
|
| S4 |
1.1231 |
1.1450 |
1.2414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2554 |
0.0514 |
4.0% |
0.0258 |
2.0% |
28% |
False |
False |
2,566 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.3% |
0.0231 |
1.8% |
44% |
False |
False |
1,610 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.6% |
0.0252 |
2.0% |
47% |
False |
False |
1,072 |
| 40 |
1.3791 |
1.2351 |
0.1440 |
11.3% |
0.0243 |
1.9% |
24% |
False |
False |
883 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.2% |
0.0230 |
1.8% |
14% |
False |
False |
1,153 |
| 80 |
1.5121 |
1.2351 |
0.2770 |
21.8% |
0.0184 |
1.4% |
12% |
False |
False |
873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4272 |
|
2.618 |
1.3764 |
|
1.618 |
1.3453 |
|
1.000 |
1.3261 |
|
0.618 |
1.3142 |
|
HIGH |
1.2950 |
|
0.618 |
1.2831 |
|
0.500 |
1.2795 |
|
0.382 |
1.2758 |
|
LOW |
1.2639 |
|
0.618 |
1.2447 |
|
1.000 |
1.2328 |
|
1.618 |
1.2136 |
|
2.618 |
1.1825 |
|
4.250 |
1.1317 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2842 |
| PP |
1.2762 |
1.2794 |
| S1 |
1.2730 |
1.2745 |
|