CME Euro FX Future March 2009
Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1.2490 |
1.2492 |
0.0002 |
0.0% |
1.2649 |
High |
1.2550 |
1.2492 |
-0.0058 |
-0.5% |
1.2649 |
Low |
1.2475 |
1.2492 |
0.0017 |
0.1% |
1.2475 |
Close |
1.2490 |
1.2492 |
0.0002 |
0.0% |
1.2492 |
Range |
0.0075 |
0.0000 |
-0.0075 |
-100.0% |
0.0174 |
ATR |
0.0127 |
0.0118 |
-0.0009 |
-7.0% |
0.0000 |
Volume |
1,031 |
518 |
-513 |
-49.8% |
3,275 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2492 |
1.2492 |
1.2492 |
|
R3 |
1.2492 |
1.2492 |
1.2492 |
|
R2 |
1.2492 |
1.2492 |
1.2492 |
|
R1 |
1.2492 |
1.2492 |
1.2492 |
1.2492 |
PP |
1.2492 |
1.2492 |
1.2492 |
1.2492 |
S1 |
1.2492 |
1.2492 |
1.2492 |
1.2492 |
S2 |
1.2492 |
1.2492 |
1.2492 |
|
S3 |
1.2492 |
1.2492 |
1.2492 |
|
S4 |
1.2492 |
1.2492 |
1.2492 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3061 |
1.2950 |
1.2588 |
|
R3 |
1.2887 |
1.2776 |
1.2540 |
|
R2 |
1.2713 |
1.2713 |
1.2524 |
|
R1 |
1.2602 |
1.2602 |
1.2508 |
1.2571 |
PP |
1.2539 |
1.2539 |
1.2539 |
1.2523 |
S1 |
1.2428 |
1.2428 |
1.2476 |
1.2397 |
S2 |
1.2365 |
1.2365 |
1.2460 |
|
S3 |
1.2191 |
1.2254 |
1.2444 |
|
S4 |
1.2017 |
1.2080 |
1.2396 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2492 |
2.618 |
1.2492 |
1.618 |
1.2492 |
1.000 |
1.2492 |
0.618 |
1.2492 |
HIGH |
1.2492 |
0.618 |
1.2492 |
0.500 |
1.2492 |
0.382 |
1.2492 |
LOW |
1.2492 |
0.618 |
1.2492 |
1.000 |
1.2492 |
1.618 |
1.2492 |
2.618 |
1.2492 |
4.250 |
1.2492 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2492 |
1.2524 |
PP |
1.2492 |
1.2513 |
S1 |
1.2492 |
1.2503 |
|