CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2572 |
1.2490 |
-0.0082 |
-0.7% |
1.2706 |
| High |
1.2572 |
1.2550 |
-0.0022 |
-0.2% |
1.2765 |
| Low |
1.2572 |
1.2475 |
-0.0097 |
-0.8% |
1.2435 |
| Close |
1.2572 |
1.2490 |
-0.0082 |
-0.7% |
1.2765 |
| Range |
0.0000 |
0.0075 |
0.0075 |
|
0.0330 |
| ATR |
0.0130 |
0.0127 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
576 |
1,031 |
455 |
79.0% |
2,529 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2730 |
1.2685 |
1.2531 |
|
| R3 |
1.2655 |
1.2610 |
1.2511 |
|
| R2 |
1.2580 |
1.2580 |
1.2504 |
|
| R1 |
1.2535 |
1.2535 |
1.2497 |
1.2528 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2501 |
| S1 |
1.2460 |
1.2460 |
1.2483 |
1.2453 |
| S2 |
1.2430 |
1.2430 |
1.2476 |
|
| S3 |
1.2355 |
1.2385 |
1.2469 |
|
| S4 |
1.2280 |
1.2310 |
1.2449 |
|
|
| 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 |
1.2869 |
|
2.618 |
1.2746 |
|
1.618 |
1.2671 |
|
1.000 |
1.2625 |
|
0.618 |
1.2596 |
|
HIGH |
1.2550 |
|
0.618 |
1.2521 |
|
0.500 |
1.2513 |
|
0.382 |
1.2504 |
|
LOW |
1.2475 |
|
0.618 |
1.2429 |
|
1.000 |
1.2400 |
|
1.618 |
1.2354 |
|
2.618 |
1.2279 |
|
4.250 |
1.2156 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2513 |
1.2524 |
| PP |
1.2505 |
1.2512 |
| S1 |
1.2498 |
1.2501 |
|