CME Euro FX Future March 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.2466 |
1.2765 |
0.0299 |
2.4% |
1.2706 |
High |
1.2685 |
1.2765 |
0.0080 |
0.6% |
1.2765 |
Low |
1.2460 |
1.2765 |
0.0305 |
2.4% |
1.2435 |
Close |
1.2661 |
1.2765 |
0.0104 |
0.8% |
1.2765 |
Range |
0.0225 |
0.0000 |
-0.0225 |
-100.0% |
0.0330 |
ATR |
0.0145 |
0.0142 |
-0.0003 |
-2.0% |
0.0000 |
Volume |
286 |
1,540 |
1,254 |
438.5% |
2,529 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2765 |
1.2765 |
1.2765 |
|
R3 |
1.2765 |
1.2765 |
1.2765 |
|
R2 |
1.2765 |
1.2765 |
1.2765 |
|
R1 |
1.2765 |
1.2765 |
1.2765 |
1.2765 |
PP |
1.2765 |
1.2765 |
1.2765 |
1.2765 |
S1 |
1.2765 |
1.2765 |
1.2765 |
1.2765 |
S2 |
1.2765 |
1.2765 |
1.2765 |
|
S3 |
1.2765 |
1.2765 |
1.2765 |
|
S4 |
1.2765 |
1.2765 |
1.2765 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3645 |
1.3535 |
1.2947 |
|
R3 |
1.3315 |
1.3205 |
1.2856 |
|
R2 |
1.2985 |
1.2985 |
1.2826 |
|
R1 |
1.2875 |
1.2875 |
1.2795 |
1.2930 |
PP |
1.2655 |
1.2655 |
1.2655 |
1.2683 |
S1 |
1.2545 |
1.2545 |
1.2735 |
1.2600 |
S2 |
1.2325 |
1.2325 |
1.2705 |
|
S3 |
1.1995 |
1.2215 |
1.2674 |
|
S4 |
1.1665 |
1.1885 |
1.2584 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2765 |
2.618 |
1.2765 |
1.618 |
1.2765 |
1.000 |
1.2765 |
0.618 |
1.2765 |
HIGH |
1.2765 |
0.618 |
1.2765 |
0.500 |
1.2765 |
0.382 |
1.2765 |
LOW |
1.2765 |
0.618 |
1.2765 |
1.000 |
1.2765 |
1.618 |
1.2765 |
2.618 |
1.2765 |
4.250 |
1.2765 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2765 |
1.2710 |
PP |
1.2765 |
1.2655 |
S1 |
1.2765 |
1.2600 |
|