CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2615 |
-0.0017 |
-0.1% |
1.2868 |
| High |
1.2680 |
1.2797 |
0.0117 |
0.9% |
1.2895 |
| Low |
1.2550 |
1.2540 |
-0.0010 |
-0.1% |
1.2428 |
| Close |
1.2563 |
1.2588 |
0.0025 |
0.2% |
1.2778 |
| Range |
0.0130 |
0.0257 |
0.0127 |
97.7% |
0.0467 |
| ATR |
0.0216 |
0.0219 |
0.0003 |
1.4% |
0.0000 |
| Volume |
153,544 |
141,876 |
-11,668 |
-7.6% |
751,983 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3413 |
1.3257 |
1.2729 |
|
| R3 |
1.3156 |
1.3000 |
1.2659 |
|
| R2 |
1.2899 |
1.2899 |
1.2635 |
|
| R1 |
1.2743 |
1.2743 |
1.2612 |
1.2693 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2616 |
| S1 |
1.2486 |
1.2486 |
1.2564 |
1.2436 |
| S2 |
1.2385 |
1.2385 |
1.2541 |
|
| S3 |
1.2128 |
1.2229 |
1.2517 |
|
| S4 |
1.1871 |
1.1972 |
1.2447 |
|
|
| 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 |
1.2797 |
1.2428 |
0.0369 |
2.9% |
0.0181 |
1.4% |
43% |
True |
False |
182,260 |
| 10 |
1.3090 |
1.2428 |
0.0662 |
5.3% |
0.0170 |
1.4% |
24% |
False |
False |
190,002 |
| 20 |
1.3090 |
1.2395 |
0.0695 |
5.5% |
0.0179 |
1.4% |
28% |
False |
False |
204,454 |
| 40 |
1.4770 |
1.2395 |
0.2375 |
18.9% |
0.0164 |
1.3% |
8% |
False |
False |
196,775 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
19.0% |
0.0155 |
1.2% |
8% |
False |
False |
164,759 |
| 80 |
1.5645 |
1.2395 |
0.3250 |
25.8% |
0.0133 |
1.1% |
6% |
False |
False |
123,795 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.5% |
0.0114 |
0.9% |
6% |
False |
False |
99,117 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.5% |
0.0097 |
0.8% |
6% |
False |
False |
82,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3889 |
|
2.618 |
1.3470 |
|
1.618 |
1.3213 |
|
1.000 |
1.3054 |
|
0.618 |
1.2956 |
|
HIGH |
1.2797 |
|
0.618 |
1.2699 |
|
0.500 |
1.2669 |
|
0.382 |
1.2638 |
|
LOW |
1.2540 |
|
0.618 |
1.2381 |
|
1.000 |
1.2283 |
|
1.618 |
1.2124 |
|
2.618 |
1.1867 |
|
4.250 |
1.1448 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2669 |
1.2669 |
| PP |
1.2642 |
1.2642 |
| S1 |
1.2615 |
1.2615 |
|