CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2782 |
1.2562 |
-0.0220 |
-1.7% |
1.2530 |
| High |
1.2868 |
1.2964 |
0.0096 |
0.7% |
1.3235 |
| Low |
1.2563 |
1.2500 |
-0.0063 |
-0.5% |
1.2351 |
| Close |
1.2587 |
1.2900 |
0.0313 |
2.5% |
1.2724 |
| Range |
0.0305 |
0.0464 |
0.0159 |
52.1% |
0.0884 |
| ATR |
0.0267 |
0.0281 |
0.0014 |
5.3% |
0.0000 |
| Volume |
458 |
658 |
200 |
43.7% |
3,112 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4180 |
1.4004 |
1.3155 |
|
| R3 |
1.3716 |
1.3540 |
1.3028 |
|
| R2 |
1.3252 |
1.3252 |
1.2985 |
|
| R1 |
1.3076 |
1.3076 |
1.2943 |
1.3164 |
| PP |
1.2788 |
1.2788 |
1.2788 |
1.2832 |
| S1 |
1.2612 |
1.2612 |
1.2857 |
1.2700 |
| S2 |
1.2324 |
1.2324 |
1.2815 |
|
| S3 |
1.1860 |
1.2148 |
1.2772 |
|
| S4 |
1.1396 |
1.1684 |
1.2645 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5422 |
1.4957 |
1.3210 |
|
| R3 |
1.4538 |
1.4073 |
1.2967 |
|
| R2 |
1.3654 |
1.3654 |
1.2886 |
|
| R1 |
1.3189 |
1.3189 |
1.2805 |
1.3422 |
| PP |
1.2770 |
1.2770 |
1.2770 |
1.2886 |
| S1 |
1.2305 |
1.2305 |
1.2643 |
1.2538 |
| S2 |
1.1886 |
1.1886 |
1.2562 |
|
| S3 |
1.1002 |
1.1421 |
1.2481 |
|
| S4 |
1.0118 |
1.0537 |
1.2238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3235 |
1.2500 |
0.0735 |
5.7% |
0.0338 |
2.6% |
54% |
False |
True |
559 |
| 10 |
1.3235 |
1.2351 |
0.0884 |
6.9% |
0.0299 |
2.3% |
62% |
False |
False |
516 |
| 20 |
1.3791 |
1.2351 |
0.1440 |
11.2% |
0.0250 |
1.9% |
38% |
False |
False |
666 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0236 |
1.8% |
23% |
False |
False |
1,221 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0169 |
1.3% |
23% |
False |
False |
822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4936 |
|
2.618 |
1.4179 |
|
1.618 |
1.3715 |
|
1.000 |
1.3428 |
|
0.618 |
1.3251 |
|
HIGH |
1.2964 |
|
0.618 |
1.2787 |
|
0.500 |
1.2732 |
|
0.382 |
1.2677 |
|
LOW |
1.2500 |
|
0.618 |
1.2213 |
|
1.000 |
1.2036 |
|
1.618 |
1.1749 |
|
2.618 |
1.1285 |
|
4.250 |
1.0528 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2844 |
| PP |
1.2788 |
1.2788 |
| S1 |
1.2732 |
1.2732 |
|