CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2482 |
1.2466 |
-0.0016 |
-0.1% |
1.2587 |
| High |
1.2520 |
1.2685 |
0.0165 |
1.3% |
1.2939 |
| Low |
1.2435 |
1.2460 |
0.0025 |
0.2% |
1.2587 |
| Close |
1.2462 |
1.2661 |
0.0199 |
1.6% |
1.2699 |
| Range |
0.0085 |
0.0225 |
0.0140 |
164.7% |
0.0352 |
| ATR |
0.0139 |
0.0145 |
0.0006 |
4.4% |
0.0000 |
| Volume |
247 |
286 |
39 |
15.8% |
2,819 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3277 |
1.3194 |
1.2785 |
|
| R3 |
1.3052 |
1.2969 |
1.2723 |
|
| R2 |
1.2827 |
1.2827 |
1.2702 |
|
| R1 |
1.2744 |
1.2744 |
1.2682 |
1.2786 |
| PP |
1.2602 |
1.2602 |
1.2602 |
1.2623 |
| S1 |
1.2519 |
1.2519 |
1.2640 |
1.2561 |
| S2 |
1.2377 |
1.2377 |
1.2620 |
|
| S3 |
1.2152 |
1.2294 |
1.2599 |
|
| S4 |
1.1927 |
1.2069 |
1.2537 |
|
|
| 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 |
1.3641 |
|
2.618 |
1.3274 |
|
1.618 |
1.3049 |
|
1.000 |
1.2910 |
|
0.618 |
1.2824 |
|
HIGH |
1.2685 |
|
0.618 |
1.2599 |
|
0.500 |
1.2573 |
|
0.382 |
1.2546 |
|
LOW |
1.2460 |
|
0.618 |
1.2321 |
|
1.000 |
1.2235 |
|
1.618 |
1.2096 |
|
2.618 |
1.1871 |
|
4.250 |
1.1504 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2627 |
| PP |
1.2602 |
1.2594 |
| S1 |
1.2573 |
1.2560 |
|