CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2639 |
1.2632 |
-0.0007 |
-0.1% |
1.2868 |
| High |
1.2720 |
1.2680 |
-0.0040 |
-0.3% |
1.2895 |
| Low |
1.2618 |
1.2550 |
-0.0068 |
-0.5% |
1.2428 |
| Close |
1.2663 |
1.2563 |
-0.0100 |
-0.8% |
1.2778 |
| Range |
0.0102 |
0.0130 |
0.0028 |
27.5% |
0.0467 |
| ATR |
0.0223 |
0.0216 |
-0.0007 |
-3.0% |
0.0000 |
| Volume |
181,184 |
153,544 |
-27,640 |
-15.3% |
751,983 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2905 |
1.2635 |
|
| R3 |
1.2858 |
1.2775 |
1.2599 |
|
| R2 |
1.2728 |
1.2728 |
1.2587 |
|
| R1 |
1.2645 |
1.2645 |
1.2575 |
1.2622 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2586 |
| S1 |
1.2515 |
1.2515 |
1.2551 |
1.2492 |
| S2 |
1.2468 |
1.2468 |
1.2539 |
|
| S3 |
1.2338 |
1.2385 |
1.2527 |
|
| S4 |
1.2208 |
1.2255 |
1.2492 |
|
|
| 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 |
1.2778 |
1.2428 |
0.0350 |
2.8% |
0.0152 |
1.2% |
39% |
False |
False |
186,989 |
| 10 |
1.3090 |
1.2428 |
0.0662 |
5.3% |
0.0167 |
1.3% |
20% |
False |
False |
193,489 |
| 20 |
1.3208 |
1.2395 |
0.0813 |
6.5% |
0.0173 |
1.4% |
21% |
False |
False |
205,568 |
| 40 |
1.4790 |
1.2395 |
0.2395 |
19.1% |
0.0164 |
1.3% |
7% |
False |
False |
198,428 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
19.1% |
0.0151 |
1.2% |
7% |
False |
False |
162,423 |
| 80 |
1.5645 |
1.2395 |
0.3250 |
25.9% |
0.0130 |
1.0% |
5% |
False |
False |
122,024 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.6% |
0.0112 |
0.9% |
5% |
False |
False |
97,705 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.6% |
0.0095 |
0.8% |
5% |
False |
False |
81,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3233 |
|
2.618 |
1.3020 |
|
1.618 |
1.2890 |
|
1.000 |
1.2810 |
|
0.618 |
1.2760 |
|
HIGH |
1.2680 |
|
0.618 |
1.2630 |
|
0.500 |
1.2615 |
|
0.382 |
1.2600 |
|
LOW |
1.2550 |
|
0.618 |
1.2470 |
|
1.000 |
1.2420 |
|
1.618 |
1.2340 |
|
2.618 |
1.2210 |
|
4.250 |
1.1998 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2615 |
1.2664 |
| PP |
1.2598 |
1.2630 |
| S1 |
1.2580 |
1.2597 |
|