CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2730 |
-0.0070 |
-0.5% |
1.2782 |
| High |
1.2857 |
1.2734 |
-0.0123 |
-1.0% |
1.3049 |
| Low |
1.2664 |
1.2450 |
-0.0214 |
-1.7% |
1.2500 |
| Close |
1.2706 |
1.2497 |
-0.0209 |
-1.6% |
1.2699 |
| Range |
0.0193 |
0.0284 |
0.0091 |
47.2% |
0.0549 |
| ATR |
0.0270 |
0.0271 |
0.0001 |
0.4% |
0.0000 |
| Volume |
110 |
346 |
236 |
214.5% |
2,819 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3412 |
1.3239 |
1.2653 |
|
| R3 |
1.3128 |
1.2955 |
1.2575 |
|
| R2 |
1.2844 |
1.2844 |
1.2549 |
|
| R1 |
1.2671 |
1.2671 |
1.2523 |
1.2616 |
| PP |
1.2560 |
1.2560 |
1.2560 |
1.2533 |
| S1 |
1.2387 |
1.2387 |
1.2471 |
1.2332 |
| S2 |
1.2276 |
1.2276 |
1.2445 |
|
| S3 |
1.1992 |
1.2103 |
1.2419 |
|
| S4 |
1.1708 |
1.1819 |
1.2341 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4097 |
1.3001 |
|
| R3 |
1.3847 |
1.3548 |
1.2850 |
|
| R2 |
1.3298 |
1.3298 |
1.2800 |
|
| R1 |
1.2999 |
1.2999 |
1.2749 |
1.2874 |
| PP |
1.2749 |
1.2749 |
1.2749 |
1.2687 |
| S1 |
1.2450 |
1.2450 |
1.2649 |
1.2325 |
| S2 |
1.2200 |
1.2200 |
1.2598 |
|
| S3 |
1.1651 |
1.1901 |
1.2548 |
|
| S4 |
1.1102 |
1.1352 |
1.2397 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3049 |
1.2450 |
0.0599 |
4.8% |
0.0235 |
1.9% |
8% |
False |
True |
431 |
| 10 |
1.3235 |
1.2450 |
0.0785 |
6.3% |
0.0286 |
2.3% |
6% |
False |
True |
495 |
| 20 |
1.3633 |
1.2351 |
0.1282 |
10.3% |
0.0252 |
2.0% |
11% |
False |
False |
711 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.5% |
0.0242 |
1.9% |
6% |
False |
False |
1,269 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.5% |
0.0187 |
1.5% |
6% |
False |
False |
858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3941 |
|
2.618 |
1.3478 |
|
1.618 |
1.3194 |
|
1.000 |
1.3018 |
|
0.618 |
1.2910 |
|
HIGH |
1.2734 |
|
0.618 |
1.2626 |
|
0.500 |
1.2592 |
|
0.382 |
1.2558 |
|
LOW |
1.2450 |
|
0.618 |
1.2274 |
|
1.000 |
1.2166 |
|
1.618 |
1.1990 |
|
2.618 |
1.1706 |
|
4.250 |
1.1243 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2654 |
| PP |
1.2560 |
1.2601 |
| S1 |
1.2529 |
1.2549 |
|