CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2492 |
1.2785 |
0.0293 |
2.3% |
1.2649 |
| High |
1.2492 |
1.2880 |
0.0388 |
3.1% |
1.2649 |
| Low |
1.2492 |
1.2780 |
0.0288 |
2.3% |
1.2475 |
| Close |
1.2492 |
1.2867 |
0.0375 |
3.0% |
1.2492 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0174 |
| ATR |
0.0118 |
0.0138 |
0.0019 |
16.3% |
0.0000 |
| Volume |
518 |
3,426 |
2,908 |
561.4% |
3,275 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3105 |
1.2922 |
|
| R3 |
1.3042 |
1.3005 |
1.2895 |
|
| R2 |
1.2942 |
1.2942 |
1.2885 |
|
| R1 |
1.2905 |
1.2905 |
1.2876 |
1.2924 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2852 |
| S1 |
1.2805 |
1.2805 |
1.2858 |
1.2824 |
| S2 |
1.2742 |
1.2742 |
1.2849 |
|
| S3 |
1.2642 |
1.2705 |
1.2840 |
|
| S4 |
1.2542 |
1.2605 |
1.2812 |
|
|
| 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 |
1.3305 |
|
2.618 |
1.3142 |
|
1.618 |
1.3042 |
|
1.000 |
1.2980 |
|
0.618 |
1.2942 |
|
HIGH |
1.2880 |
|
0.618 |
1.2842 |
|
0.500 |
1.2830 |
|
0.382 |
1.2818 |
|
LOW |
1.2780 |
|
0.618 |
1.2718 |
|
1.000 |
1.2680 |
|
1.618 |
1.2618 |
|
2.618 |
1.2518 |
|
4.250 |
1.2355 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2855 |
1.2804 |
| PP |
1.2842 |
1.2741 |
| S1 |
1.2830 |
1.2678 |
|