CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2444 |
1.2740 |
0.0296 |
2.4% |
1.2800 |
| High |
1.2832 |
1.2762 |
-0.0070 |
-0.5% |
1.2857 |
| Low |
1.2363 |
1.2580 |
0.0217 |
1.8% |
1.2363 |
| Close |
1.2661 |
1.2765 |
0.0104 |
0.8% |
1.2765 |
| Range |
0.0469 |
0.0182 |
-0.0287 |
-61.2% |
0.0494 |
| ATR |
0.0276 |
0.0269 |
-0.0007 |
-2.4% |
0.0000 |
| Volume |
286 |
1,540 |
1,254 |
438.5% |
2,529 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3189 |
1.2865 |
|
| R3 |
1.3066 |
1.3007 |
1.2815 |
|
| R2 |
1.2884 |
1.2884 |
1.2798 |
|
| R1 |
1.2825 |
1.2825 |
1.2782 |
1.2855 |
| PP |
1.2702 |
1.2702 |
1.2702 |
1.2717 |
| S1 |
1.2643 |
1.2643 |
1.2748 |
1.2673 |
| S2 |
1.2520 |
1.2520 |
1.2732 |
|
| S3 |
1.2338 |
1.2461 |
1.2715 |
|
| S4 |
1.2156 |
1.2279 |
1.2665 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4144 |
1.3948 |
1.3037 |
|
| R3 |
1.3650 |
1.3454 |
1.2901 |
|
| R2 |
1.3156 |
1.3156 |
1.2856 |
|
| R1 |
1.2960 |
1.2960 |
1.2810 |
1.2811 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2587 |
| S1 |
1.2466 |
1.2466 |
1.2720 |
1.2317 |
| S2 |
1.2168 |
1.2168 |
1.2674 |
|
| S3 |
1.1674 |
1.1972 |
1.2629 |
|
| S4 |
1.1180 |
1.1478 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2857 |
1.2363 |
0.0494 |
3.9% |
0.0254 |
2.0% |
81% |
False |
False |
505 |
| 10 |
1.3049 |
1.2363 |
0.0686 |
5.4% |
0.0274 |
2.1% |
59% |
False |
False |
534 |
| 20 |
1.3460 |
1.2351 |
0.1109 |
8.7% |
0.0273 |
2.1% |
37% |
False |
False |
600 |
| 40 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0240 |
1.9% |
17% |
False |
False |
1,287 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.1% |
0.0199 |
1.6% |
17% |
False |
False |
889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3536 |
|
2.618 |
1.3238 |
|
1.618 |
1.3056 |
|
1.000 |
1.2944 |
|
0.618 |
1.2874 |
|
HIGH |
1.2762 |
|
0.618 |
1.2692 |
|
0.500 |
1.2671 |
|
0.382 |
1.2650 |
|
LOW |
1.2580 |
|
0.618 |
1.2468 |
|
1.000 |
1.2398 |
|
1.618 |
1.2286 |
|
2.618 |
1.2104 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2709 |
| PP |
1.2702 |
1.2653 |
| S1 |
1.2671 |
1.2598 |
|