CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2995 |
0.0210 |
1.6% |
1.2649 |
| High |
1.2880 |
1.3065 |
0.0185 |
1.4% |
1.2649 |
| Low |
1.2780 |
1.2925 |
0.0145 |
1.1% |
1.2475 |
| Close |
1.2867 |
1.3015 |
0.0148 |
1.2% |
1.2492 |
| Range |
0.0100 |
0.0140 |
0.0040 |
40.0% |
0.0174 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
3.1% |
0.0000 |
| Volume |
3,426 |
2,715 |
-711 |
-20.8% |
3,275 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3422 |
1.3358 |
1.3092 |
|
| R3 |
1.3282 |
1.3218 |
1.3054 |
|
| R2 |
1.3142 |
1.3142 |
1.3041 |
|
| R1 |
1.3078 |
1.3078 |
1.3028 |
1.3110 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3018 |
| S1 |
1.2938 |
1.2938 |
1.3002 |
1.2970 |
| S2 |
1.2862 |
1.2862 |
1.2989 |
|
| S3 |
1.2722 |
1.2798 |
1.2977 |
|
| S4 |
1.2582 |
1.2658 |
1.2938 |
|
|
| 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 |
1.3660 |
|
2.618 |
1.3432 |
|
1.618 |
1.3292 |
|
1.000 |
1.3205 |
|
0.618 |
1.3152 |
|
HIGH |
1.3065 |
|
0.618 |
1.3012 |
|
0.500 |
1.2995 |
|
0.382 |
1.2978 |
|
LOW |
1.2925 |
|
0.618 |
1.2838 |
|
1.000 |
1.2785 |
|
1.618 |
1.2698 |
|
2.618 |
1.2558 |
|
4.250 |
1.2330 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3008 |
1.2936 |
| PP |
1.3002 |
1.2857 |
| S1 |
1.2995 |
1.2779 |
|