CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2633 |
1.2639 |
0.0006 |
0.0% |
1.2868 |
| High |
1.2778 |
1.2720 |
-0.0058 |
-0.5% |
1.2895 |
| Low |
1.2633 |
1.2618 |
-0.0015 |
-0.1% |
1.2428 |
| Close |
1.2778 |
1.2663 |
-0.0115 |
-0.9% |
1.2778 |
| Range |
0.0145 |
0.0102 |
-0.0043 |
-29.7% |
0.0467 |
| ATR |
0.0227 |
0.0223 |
-0.0005 |
-2.1% |
0.0000 |
| Volume |
250,042 |
181,184 |
-68,858 |
-27.5% |
751,983 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2973 |
1.2920 |
1.2719 |
|
| R3 |
1.2871 |
1.2818 |
1.2691 |
|
| R2 |
1.2769 |
1.2769 |
1.2682 |
|
| R1 |
1.2716 |
1.2716 |
1.2672 |
1.2743 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2680 |
| S1 |
1.2614 |
1.2614 |
1.2654 |
1.2641 |
| S2 |
1.2565 |
1.2565 |
1.2644 |
|
| S3 |
1.2463 |
1.2512 |
1.2635 |
|
| S4 |
1.2361 |
1.2410 |
1.2607 |
|
|
| 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% |
50% |
False |
False |
186,633 |
| 10 |
1.3090 |
1.2428 |
0.0662 |
5.2% |
0.0176 |
1.4% |
35% |
False |
False |
202,354 |
| 20 |
1.3404 |
1.2395 |
0.1009 |
8.0% |
0.0173 |
1.4% |
27% |
False |
False |
205,131 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
18.9% |
0.0167 |
1.3% |
11% |
False |
False |
200,740 |
| 60 |
1.4805 |
1.2395 |
0.2410 |
19.0% |
0.0151 |
1.2% |
11% |
False |
False |
159,886 |
| 80 |
1.5645 |
1.2395 |
0.3250 |
25.7% |
0.0130 |
1.0% |
8% |
False |
False |
120,110 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.4% |
0.0110 |
0.9% |
8% |
False |
False |
96,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3154 |
|
2.618 |
1.2987 |
|
1.618 |
1.2885 |
|
1.000 |
1.2822 |
|
0.618 |
1.2783 |
|
HIGH |
1.2720 |
|
0.618 |
1.2681 |
|
0.500 |
1.2669 |
|
0.382 |
1.2657 |
|
LOW |
1.2618 |
|
0.618 |
1.2555 |
|
1.000 |
1.2516 |
|
1.618 |
1.2453 |
|
2.618 |
1.2351 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2669 |
1.2643 |
| PP |
1.2667 |
1.2623 |
| S1 |
1.2665 |
1.2603 |
|