CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2939 |
1.2706 |
-0.0233 |
-1.8% |
1.2523 |
| High |
1.2939 |
1.2805 |
-0.0134 |
-1.0% |
1.2942 |
| Low |
1.2939 |
1.2685 |
-0.0254 |
-2.0% |
1.2523 |
| Close |
1.2939 |
1.2689 |
-0.0250 |
-1.9% |
1.2724 |
| Range |
0.0000 |
0.0120 |
0.0120 |
|
0.0419 |
| ATR |
0.0151 |
0.0158 |
0.0007 |
4.9% |
0.0000 |
| Volume |
965 |
360 |
-605 |
-62.7% |
3,112 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3086 |
1.3008 |
1.2755 |
|
| R3 |
1.2966 |
1.2888 |
1.2722 |
|
| R2 |
1.2846 |
1.2846 |
1.2711 |
|
| R1 |
1.2768 |
1.2768 |
1.2700 |
1.2747 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2716 |
| S1 |
1.2648 |
1.2648 |
1.2678 |
1.2627 |
| S2 |
1.2606 |
1.2606 |
1.2667 |
|
| S3 |
1.2486 |
1.2528 |
1.2656 |
|
| S4 |
1.2366 |
1.2408 |
1.2623 |
|
|
| 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 |
1.3315 |
|
2.618 |
1.3119 |
|
1.618 |
1.2999 |
|
1.000 |
1.2925 |
|
0.618 |
1.2879 |
|
HIGH |
1.2805 |
|
0.618 |
1.2759 |
|
0.500 |
1.2745 |
|
0.382 |
1.2731 |
|
LOW |
1.2685 |
|
0.618 |
1.2611 |
|
1.000 |
1.2565 |
|
1.618 |
1.2491 |
|
2.618 |
1.2371 |
|
4.250 |
1.2175 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2812 |
| PP |
1.2726 |
1.2771 |
| S1 |
1.2708 |
1.2730 |
|