CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2942 |
1.2705 |
-0.0237 |
-1.8% |
1.2523 |
| High |
1.2942 |
1.2735 |
-0.0207 |
-1.6% |
1.2942 |
| Low |
1.2942 |
1.2650 |
-0.0292 |
-2.3% |
1.2523 |
| Close |
1.2942 |
1.2724 |
-0.0218 |
-1.7% |
1.2724 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0419 |
| ATR |
0.0138 |
0.0149 |
0.0011 |
8.0% |
0.0000 |
| Volume |
529 |
540 |
11 |
2.1% |
3,112 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2926 |
1.2771 |
|
| R3 |
1.2873 |
1.2841 |
1.2747 |
|
| R2 |
1.2788 |
1.2788 |
1.2740 |
|
| R1 |
1.2756 |
1.2756 |
1.2732 |
1.2772 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2711 |
| S1 |
1.2671 |
1.2671 |
1.2716 |
1.2687 |
| S2 |
1.2618 |
1.2618 |
1.2708 |
|
| S3 |
1.2533 |
1.2586 |
1.2701 |
|
| S4 |
1.2448 |
1.2501 |
1.2677 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3987 |
1.3774 |
1.2954 |
|
| R3 |
1.3568 |
1.3355 |
1.2839 |
|
| R2 |
1.3149 |
1.3149 |
1.2801 |
|
| R1 |
1.2936 |
1.2936 |
1.2762 |
1.3043 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2783 |
| S1 |
1.2517 |
1.2517 |
1.2686 |
1.2624 |
| S2 |
1.2311 |
1.2311 |
1.2647 |
|
| S3 |
1.1892 |
1.2098 |
1.2609 |
|
| S4 |
1.1473 |
1.1679 |
1.2494 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3096 |
|
2.618 |
1.2958 |
|
1.618 |
1.2873 |
|
1.000 |
1.2820 |
|
0.618 |
1.2788 |
|
HIGH |
1.2735 |
|
0.618 |
1.2703 |
|
0.500 |
1.2693 |
|
0.382 |
1.2682 |
|
LOW |
1.2650 |
|
0.618 |
1.2597 |
|
1.000 |
1.2565 |
|
1.618 |
1.2512 |
|
2.618 |
1.2427 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2714 |
1.2796 |
| PP |
1.2703 |
1.2772 |
| S1 |
1.2693 |
1.2748 |
|