CME Euro FX Future December 2008
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2526 |
1.2591 |
0.0065 |
0.5% |
1.2639 |
| High |
1.2570 |
1.2623 |
0.0053 |
0.4% |
1.2797 |
| Low |
1.2480 |
1.2429 |
-0.0051 |
-0.4% |
1.2429 |
| Close |
1.2500 |
1.2496 |
-0.0004 |
0.0% |
1.2496 |
| Range |
0.0090 |
0.0194 |
0.0104 |
115.6% |
0.0368 |
| ATR |
0.0211 |
0.0210 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
218,813 |
192,343 |
-26,470 |
-12.1% |
887,760 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.2991 |
1.2603 |
|
| R3 |
1.2904 |
1.2797 |
1.2549 |
|
| R2 |
1.2710 |
1.2710 |
1.2532 |
|
| R1 |
1.2603 |
1.2603 |
1.2514 |
1.2560 |
| PP |
1.2516 |
1.2516 |
1.2516 |
1.2494 |
| S1 |
1.2409 |
1.2409 |
1.2478 |
1.2366 |
| S2 |
1.2322 |
1.2322 |
1.2460 |
|
| S3 |
1.2128 |
1.2215 |
1.2443 |
|
| S4 |
1.1934 |
1.2021 |
1.2389 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3678 |
1.3455 |
1.2698 |
|
| R3 |
1.3310 |
1.3087 |
1.2597 |
|
| R2 |
1.2942 |
1.2942 |
1.2563 |
|
| R1 |
1.2719 |
1.2719 |
1.2530 |
1.2647 |
| PP |
1.2574 |
1.2574 |
1.2574 |
1.2538 |
| S1 |
1.2351 |
1.2351 |
1.2462 |
1.2279 |
| S2 |
1.2206 |
1.2206 |
1.2429 |
|
| S3 |
1.1838 |
1.1983 |
1.2395 |
|
| S4 |
1.1470 |
1.1615 |
1.2294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2797 |
1.2429 |
0.0368 |
2.9% |
0.0155 |
1.2% |
18% |
False |
True |
177,552 |
| 10 |
1.2895 |
1.2428 |
0.0467 |
3.7% |
0.0158 |
1.3% |
15% |
False |
False |
185,698 |
| 20 |
1.3090 |
1.2395 |
0.0695 |
5.6% |
0.0180 |
1.4% |
15% |
False |
False |
205,429 |
| 40 |
1.4725 |
1.2395 |
0.2330 |
18.6% |
0.0164 |
1.3% |
4% |
False |
False |
195,490 |
| 60 |
1.4790 |
1.2395 |
0.2395 |
19.2% |
0.0158 |
1.3% |
4% |
False |
False |
171,587 |
| 80 |
1.5580 |
1.2395 |
0.3185 |
25.5% |
0.0136 |
1.1% |
3% |
False |
False |
128,929 |
| 100 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0116 |
0.9% |
3% |
False |
False |
103,218 |
| 120 |
1.5860 |
1.2395 |
0.3465 |
27.7% |
0.0100 |
0.8% |
3% |
False |
False |
86,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3131 |
|
1.618 |
1.2937 |
|
1.000 |
1.2817 |
|
0.618 |
1.2743 |
|
HIGH |
1.2623 |
|
0.618 |
1.2549 |
|
0.500 |
1.2526 |
|
0.382 |
1.2503 |
|
LOW |
1.2429 |
|
0.618 |
1.2309 |
|
1.000 |
1.2235 |
|
1.618 |
1.2115 |
|
2.618 |
1.1921 |
|
4.250 |
1.1605 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2526 |
1.2613 |
| PP |
1.2516 |
1.2574 |
| S1 |
1.2506 |
1.2535 |
|