CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2497 |
1.2482 |
-0.0015 |
-0.1% |
1.2587 |
| High |
1.2497 |
1.2520 |
0.0023 |
0.2% |
1.2939 |
| Low |
1.2497 |
1.2435 |
-0.0062 |
-0.5% |
1.2587 |
| Close |
1.2497 |
1.2462 |
-0.0035 |
-0.3% |
1.2699 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0352 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
346 |
247 |
-99 |
-28.6% |
2,819 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2680 |
1.2509 |
|
| R3 |
1.2642 |
1.2595 |
1.2485 |
|
| R2 |
1.2557 |
1.2557 |
1.2478 |
|
| R1 |
1.2510 |
1.2510 |
1.2470 |
1.2491 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2463 |
| S1 |
1.2425 |
1.2425 |
1.2454 |
1.2406 |
| S2 |
1.2387 |
1.2387 |
1.2446 |
|
| S3 |
1.2302 |
1.2340 |
1.2439 |
|
| S4 |
1.2217 |
1.2255 |
1.2415 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3600 |
1.2893 |
|
| R3 |
1.3446 |
1.3248 |
1.2796 |
|
| R2 |
1.3094 |
1.3094 |
1.2764 |
|
| R1 |
1.2896 |
1.2896 |
1.2731 |
1.2995 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2791 |
| S1 |
1.2544 |
1.2544 |
1.2667 |
1.2643 |
| S2 |
1.2390 |
1.2390 |
1.2634 |
|
| S3 |
1.2038 |
1.2192 |
1.2602 |
|
| S4 |
1.1686 |
1.1840 |
1.2505 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2881 |
|
2.618 |
1.2743 |
|
1.618 |
1.2658 |
|
1.000 |
1.2605 |
|
0.618 |
1.2573 |
|
HIGH |
1.2520 |
|
0.618 |
1.2488 |
|
0.500 |
1.2478 |
|
0.382 |
1.2467 |
|
LOW |
1.2435 |
|
0.618 |
1.2382 |
|
1.000 |
1.2350 |
|
1.618 |
1.2297 |
|
2.618 |
1.2212 |
|
4.250 |
1.2074 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2478 |
1.2571 |
| PP |
1.2472 |
1.2534 |
| S1 |
1.2467 |
1.2498 |
|