CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2747 |
1.2868 |
0.0121 |
0.9% |
1.2800 |
| High |
1.2805 |
1.2895 |
0.0090 |
0.7% |
1.3090 |
| Low |
1.2701 |
1.2719 |
0.0018 |
0.1% |
1.2580 |
| Close |
1.2729 |
1.2740 |
0.0011 |
0.1% |
1.2729 |
| Range |
0.0104 |
0.0176 |
0.0072 |
69.2% |
0.0510 |
| ATR |
0.0230 |
0.0226 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
217,237 |
151,762 |
-65,475 |
-30.1% |
1,090,381 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3202 |
1.2837 |
|
| R3 |
1.3137 |
1.3026 |
1.2788 |
|
| R2 |
1.2961 |
1.2961 |
1.2772 |
|
| R1 |
1.2850 |
1.2850 |
1.2756 |
1.2818 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2768 |
| S1 |
1.2674 |
1.2674 |
1.2724 |
1.2642 |
| S2 |
1.2609 |
1.2609 |
1.2708 |
|
| S3 |
1.2433 |
1.2498 |
1.2692 |
|
| S4 |
1.2257 |
1.2322 |
1.2643 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4330 |
1.4039 |
1.3010 |
|
| R3 |
1.3820 |
1.3529 |
1.2869 |
|
| R2 |
1.3310 |
1.3310 |
1.2823 |
|
| R1 |
1.3019 |
1.3019 |
1.2776 |
1.2910 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2745 |
| S1 |
1.2509 |
1.2509 |
1.2682 |
1.2400 |
| S2 |
1.2290 |
1.2290 |
1.2636 |
|
| S3 |
1.1780 |
1.1999 |
1.2589 |
|
| S4 |
1.1270 |
1.1489 |
1.2449 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2690 |
0.0400 |
3.1% |
0.0183 |
1.4% |
13% |
False |
False |
199,988 |
| 10 |
1.3090 |
1.2455 |
0.0635 |
5.0% |
0.0194 |
1.5% |
45% |
False |
False |
214,741 |
| 20 |
1.3770 |
1.2395 |
0.1375 |
10.8% |
0.0168 |
1.3% |
25% |
False |
False |
199,182 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.8% |
0.0169 |
1.3% |
14% |
False |
False |
209,131 |
| 60 |
1.4805 |
1.2395 |
0.2410 |
18.9% |
0.0146 |
1.1% |
14% |
False |
False |
146,937 |
| 80 |
1.5780 |
1.2395 |
0.3385 |
26.6% |
0.0124 |
1.0% |
10% |
False |
False |
110,358 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.2% |
0.0106 |
0.8% |
10% |
False |
False |
88,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3643 |
|
2.618 |
1.3356 |
|
1.618 |
1.3180 |
|
1.000 |
1.3071 |
|
0.618 |
1.3004 |
|
HIGH |
1.2895 |
|
0.618 |
1.2828 |
|
0.500 |
1.2807 |
|
0.382 |
1.2786 |
|
LOW |
1.2719 |
|
0.618 |
1.2610 |
|
1.000 |
1.2543 |
|
1.618 |
1.2434 |
|
2.618 |
1.2258 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2807 |
1.2793 |
| PP |
1.2785 |
1.2775 |
| S1 |
1.2762 |
1.2758 |
|