CME Euro FX Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.2705 |
1.2587 |
-0.0118 |
-0.9% |
1.2523 |
High |
1.2735 |
1.2587 |
-0.0148 |
-1.2% |
1.2942 |
Low |
1.2650 |
1.2587 |
-0.0063 |
-0.5% |
1.2523 |
Close |
1.2724 |
1.2587 |
-0.0137 |
-1.1% |
1.2724 |
Range |
0.0085 |
0.0000 |
-0.0085 |
-100.0% |
0.0419 |
ATR |
0.0149 |
0.0148 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
540 |
458 |
-82 |
-15.2% |
3,112 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2587 |
1.2587 |
1.2587 |
|
R3 |
1.2587 |
1.2587 |
1.2587 |
|
R2 |
1.2587 |
1.2587 |
1.2587 |
|
R1 |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
PP |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
S1 |
1.2587 |
1.2587 |
1.2587 |
1.2587 |
S2 |
1.2587 |
1.2587 |
1.2587 |
|
S3 |
1.2587 |
1.2587 |
1.2587 |
|
S4 |
1.2587 |
1.2587 |
1.2587 |
|
|
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 |
1.2587 |
2.618 |
1.2587 |
1.618 |
1.2587 |
1.000 |
1.2587 |
0.618 |
1.2587 |
HIGH |
1.2587 |
0.618 |
1.2587 |
0.500 |
1.2587 |
0.382 |
1.2587 |
LOW |
1.2587 |
0.618 |
1.2587 |
1.000 |
1.2587 |
1.618 |
1.2587 |
2.618 |
1.2587 |
4.250 |
1.2587 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2587 |
1.2765 |
PP |
1.2587 |
1.2705 |
S1 |
1.2587 |
1.2646 |
|