CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2800 |
0.0081 |
0.6% |
1.2428 |
| High |
1.2755 |
1.2800 |
0.0045 |
0.4% |
1.3090 |
| Low |
1.2660 |
1.2580 |
-0.0080 |
-0.6% |
1.2395 |
| Close |
1.2741 |
1.2609 |
-0.0132 |
-1.0% |
1.2741 |
| Range |
0.0095 |
0.0220 |
0.0125 |
131.6% |
0.0695 |
| ATR |
0.0223 |
0.0223 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
252,762 |
242,201 |
-10,561 |
-4.2% |
1,151,683 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3186 |
1.2730 |
|
| R3 |
1.3103 |
1.2966 |
1.2670 |
|
| R2 |
1.2883 |
1.2883 |
1.2649 |
|
| R1 |
1.2746 |
1.2746 |
1.2629 |
1.2705 |
| PP |
1.2663 |
1.2663 |
1.2663 |
1.2642 |
| S1 |
1.2526 |
1.2526 |
1.2589 |
1.2485 |
| S2 |
1.2443 |
1.2443 |
1.2569 |
|
| S3 |
1.2223 |
1.2306 |
1.2549 |
|
| S4 |
1.2003 |
1.2086 |
1.2488 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4827 |
1.4479 |
1.3123 |
|
| R3 |
1.4132 |
1.3784 |
1.2932 |
|
| R2 |
1.3437 |
1.3437 |
1.2868 |
|
| R1 |
1.3089 |
1.3089 |
1.2805 |
1.3263 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2829 |
| S1 |
1.2394 |
1.2394 |
1.2677 |
1.2568 |
| S2 |
1.2047 |
1.2047 |
1.2614 |
|
| S3 |
1.1352 |
1.1699 |
1.2550 |
|
| S4 |
1.0657 |
1.1004 |
1.2359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2455 |
0.0635 |
5.0% |
0.0205 |
1.6% |
24% |
False |
False |
229,495 |
| 10 |
1.3208 |
1.2395 |
0.0813 |
6.4% |
0.0178 |
1.4% |
26% |
False |
False |
217,648 |
| 20 |
1.3795 |
1.2395 |
0.1400 |
11.1% |
0.0160 |
1.3% |
15% |
False |
False |
197,571 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
19.0% |
0.0164 |
1.3% |
9% |
False |
False |
194,251 |
| 60 |
1.4970 |
1.2395 |
0.2575 |
20.4% |
0.0137 |
1.1% |
8% |
False |
False |
130,380 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
27.5% |
0.0116 |
0.9% |
6% |
False |
False |
97,895 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.5% |
0.0098 |
0.8% |
6% |
False |
False |
78,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3735 |
|
2.618 |
1.3376 |
|
1.618 |
1.3156 |
|
1.000 |
1.3020 |
|
0.618 |
1.2936 |
|
HIGH |
1.2800 |
|
0.618 |
1.2716 |
|
0.500 |
1.2690 |
|
0.382 |
1.2664 |
|
LOW |
1.2580 |
|
0.618 |
1.2444 |
|
1.000 |
1.2360 |
|
1.618 |
1.2224 |
|
2.618 |
1.2004 |
|
4.250 |
1.1645 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2835 |
| PP |
1.2663 |
1.2760 |
| S1 |
1.2636 |
1.2684 |
|