CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2501 |
1.2633 |
0.0132 |
1.1% |
1.2868 |
| High |
1.2700 |
1.2778 |
0.0078 |
0.6% |
1.2895 |
| Low |
1.2428 |
1.2633 |
0.0205 |
1.6% |
1.2428 |
| Close |
1.2675 |
1.2778 |
0.0103 |
0.8% |
1.2778 |
| Range |
0.0272 |
0.0145 |
-0.0127 |
-46.7% |
0.0467 |
| ATR |
0.0234 |
0.0227 |
-0.0006 |
-2.7% |
0.0000 |
| Volume |
184,654 |
250,042 |
65,388 |
35.4% |
751,983 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3165 |
1.3116 |
1.2858 |
|
| R3 |
1.3020 |
1.2971 |
1.2818 |
|
| R2 |
1.2875 |
1.2875 |
1.2805 |
|
| R1 |
1.2826 |
1.2826 |
1.2791 |
1.2851 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2742 |
| S1 |
1.2681 |
1.2681 |
1.2765 |
1.2706 |
| S2 |
1.2585 |
1.2585 |
1.2751 |
|
| S3 |
1.2440 |
1.2536 |
1.2738 |
|
| S4 |
1.2295 |
1.2391 |
1.2698 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4101 |
1.3907 |
1.3035 |
|
| R3 |
1.3634 |
1.3440 |
1.2906 |
|
| R2 |
1.3167 |
1.3167 |
1.2864 |
|
| R1 |
1.2973 |
1.2973 |
1.2821 |
1.2837 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2632 |
| S1 |
1.2506 |
1.2506 |
1.2735 |
1.2370 |
| S2 |
1.2233 |
1.2233 |
1.2692 |
|
| S3 |
1.1766 |
1.2039 |
1.2650 |
|
| S4 |
1.1299 |
1.1572 |
1.2521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2895 |
1.2428 |
0.0467 |
3.7% |
0.0161 |
1.3% |
75% |
False |
False |
193,844 |
| 10 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0176 |
1.4% |
53% |
False |
False |
209,512 |
| 20 |
1.3480 |
1.2395 |
0.1085 |
8.5% |
0.0172 |
1.3% |
35% |
False |
False |
205,475 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.7% |
0.0168 |
1.3% |
16% |
False |
False |
202,135 |
| 60 |
1.4805 |
1.2395 |
0.2410 |
18.9% |
0.0150 |
1.2% |
16% |
False |
False |
156,883 |
| 80 |
1.5645 |
1.2395 |
0.3250 |
25.4% |
0.0129 |
1.0% |
12% |
False |
False |
117,853 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.1% |
0.0110 |
0.9% |
11% |
False |
False |
94,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3394 |
|
2.618 |
1.3158 |
|
1.618 |
1.3013 |
|
1.000 |
1.2923 |
|
0.618 |
1.2868 |
|
HIGH |
1.2778 |
|
0.618 |
1.2723 |
|
0.500 |
1.2706 |
|
0.382 |
1.2688 |
|
LOW |
1.2633 |
|
0.618 |
1.2543 |
|
1.000 |
1.2488 |
|
1.618 |
1.2398 |
|
2.618 |
1.2253 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2754 |
1.2720 |
| PP |
1.2730 |
1.2661 |
| S1 |
1.2706 |
1.2603 |
|