CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2749 |
1.3000 |
0.0251 |
2.0% |
1.3365 |
| High |
1.2955 |
1.3235 |
0.0280 |
2.2% |
1.3460 |
| Low |
1.2651 |
1.2800 |
0.0149 |
1.2% |
1.2505 |
| Close |
1.2824 |
1.2942 |
0.0118 |
0.9% |
1.2599 |
| Range |
0.0304 |
0.0435 |
0.0131 |
43.1% |
0.0955 |
| ATR |
0.0248 |
0.0261 |
0.0013 |
5.4% |
0.0000 |
| Volume |
610 |
529 |
-81 |
-13.3% |
3,544 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4297 |
1.4055 |
1.3181 |
|
| R3 |
1.3862 |
1.3620 |
1.3062 |
|
| R2 |
1.3427 |
1.3427 |
1.3022 |
|
| R1 |
1.3185 |
1.3185 |
1.2982 |
1.3089 |
| PP |
1.2992 |
1.2992 |
1.2992 |
1.2944 |
| S1 |
1.2750 |
1.2750 |
1.2902 |
1.2654 |
| S2 |
1.2557 |
1.2557 |
1.2862 |
|
| S3 |
1.2122 |
1.2315 |
1.2822 |
|
| S4 |
1.1687 |
1.1880 |
1.2703 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5720 |
1.5114 |
1.3124 |
|
| R3 |
1.4765 |
1.4159 |
1.2862 |
|
| R2 |
1.3810 |
1.3810 |
1.2774 |
|
| R1 |
1.3204 |
1.3204 |
1.2687 |
1.3030 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2767 |
| S1 |
1.2249 |
1.2249 |
1.2511 |
1.2075 |
| S2 |
1.1900 |
1.1900 |
1.2424 |
|
| S3 |
1.0945 |
1.1294 |
1.2336 |
|
| S4 |
0.9990 |
1.0339 |
1.2074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3235 |
1.2351 |
0.0884 |
6.8% |
0.0317 |
2.5% |
67% |
True |
False |
599 |
| 10 |
1.3460 |
1.2351 |
0.1109 |
8.6% |
0.0262 |
2.0% |
53% |
False |
False |
688 |
| 20 |
1.3900 |
1.2351 |
0.1549 |
12.0% |
0.0236 |
1.8% |
38% |
False |
False |
818 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
18.8% |
0.0218 |
1.7% |
24% |
False |
False |
1,181 |
| 60 |
1.5150 |
1.2351 |
0.2799 |
21.6% |
0.0158 |
1.2% |
21% |
False |
False |
798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5084 |
|
2.618 |
1.4374 |
|
1.618 |
1.3939 |
|
1.000 |
1.3670 |
|
0.618 |
1.3504 |
|
HIGH |
1.3235 |
|
0.618 |
1.3069 |
|
0.500 |
1.3018 |
|
0.382 |
1.2966 |
|
LOW |
1.2800 |
|
0.618 |
1.2531 |
|
1.000 |
1.2365 |
|
1.618 |
1.2096 |
|
2.618 |
1.1661 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3018 |
1.2897 |
| PP |
1.2992 |
1.2852 |
| S1 |
1.2967 |
1.2807 |
|