CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2793 |
1.2837 |
0.0044 |
0.3% |
1.2428 |
| High |
1.3005 |
1.3090 |
0.0085 |
0.7% |
1.3090 |
| Low |
1.2780 |
1.2837 |
0.0057 |
0.4% |
1.2395 |
| Close |
1.2931 |
1.2972 |
0.0041 |
0.3% |
1.2741 |
| Range |
0.0225 |
0.0253 |
0.0028 |
12.4% |
0.0695 |
| ATR |
0.0235 |
0.0237 |
0.0001 |
0.5% |
0.0000 |
| Volume |
176,746 |
223,800 |
47,054 |
26.6% |
1,151,683 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3602 |
1.3111 |
|
| R3 |
1.3472 |
1.3349 |
1.3042 |
|
| R2 |
1.3219 |
1.3219 |
1.3018 |
|
| R1 |
1.3096 |
1.3096 |
1.2995 |
1.3158 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2997 |
| S1 |
1.2843 |
1.2843 |
1.2949 |
1.2905 |
| S2 |
1.2713 |
1.2713 |
1.2926 |
|
| S3 |
1.2460 |
1.2590 |
1.2902 |
|
| S4 |
1.2207 |
1.2337 |
1.2833 |
|
|
| 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 |
1.2580 |
0.0510 |
3.9% |
0.0219 |
1.7% |
77% |
True |
False |
230,061 |
| 10 |
1.3090 |
1.2395 |
0.0695 |
5.4% |
0.0202 |
1.6% |
83% |
True |
False |
223,321 |
| 20 |
1.3795 |
1.2395 |
0.1400 |
10.8% |
0.0167 |
1.3% |
41% |
False |
False |
196,278 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.5% |
0.0168 |
1.3% |
24% |
False |
False |
202,736 |
| 60 |
1.4865 |
1.2395 |
0.2470 |
19.0% |
0.0144 |
1.1% |
23% |
False |
False |
137,003 |
| 80 |
1.5860 |
1.2395 |
0.3465 |
26.7% |
0.0121 |
0.9% |
17% |
False |
False |
102,893 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
26.7% |
0.0102 |
0.8% |
17% |
False |
False |
82,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4165 |
|
2.618 |
1.3752 |
|
1.618 |
1.3499 |
|
1.000 |
1.3343 |
|
0.618 |
1.3246 |
|
HIGH |
1.3090 |
|
0.618 |
1.2993 |
|
0.500 |
1.2964 |
|
0.382 |
1.2934 |
|
LOW |
1.2837 |
|
0.618 |
1.2681 |
|
1.000 |
1.2584 |
|
1.618 |
1.2428 |
|
2.618 |
1.2175 |
|
4.250 |
1.1762 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2969 |
1.2926 |
| PP |
1.2966 |
1.2881 |
| S1 |
1.2964 |
1.2835 |
|