CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2575 |
-0.0028 |
-0.2% |
1.2800 |
| High |
1.2655 |
1.2777 |
0.0122 |
1.0% |
1.2857 |
| Low |
1.2535 |
1.2487 |
-0.0048 |
-0.4% |
1.2363 |
| Close |
1.2545 |
1.2572 |
0.0027 |
0.2% |
1.2765 |
| Range |
0.0120 |
0.0290 |
0.0170 |
141.7% |
0.0494 |
| ATR |
0.0259 |
0.0261 |
0.0002 |
0.9% |
0.0000 |
| Volume |
648 |
576 |
-72 |
-11.1% |
2,529 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3482 |
1.3317 |
1.2732 |
|
| R3 |
1.3192 |
1.3027 |
1.2652 |
|
| R2 |
1.2902 |
1.2902 |
1.2625 |
|
| R1 |
1.2737 |
1.2737 |
1.2599 |
1.2675 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2581 |
| S1 |
1.2447 |
1.2447 |
1.2545 |
1.2385 |
| S2 |
1.2322 |
1.2322 |
1.2519 |
|
| S3 |
1.2032 |
1.2157 |
1.2492 |
|
| S4 |
1.1742 |
1.1867 |
1.2413 |
|
|
| 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 |
1.2832 |
1.2363 |
0.0469 |
3.7% |
0.0256 |
2.0% |
45% |
False |
False |
710 |
| 10 |
1.2866 |
1.2363 |
0.0503 |
4.0% |
0.0230 |
1.8% |
42% |
False |
False |
499 |
| 20 |
1.3235 |
1.2351 |
0.0884 |
7.0% |
0.0266 |
2.1% |
25% |
False |
False |
547 |
| 40 |
1.4722 |
1.2351 |
0.2371 |
18.9% |
0.0239 |
1.9% |
9% |
False |
False |
1,234 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
19.4% |
0.0209 |
1.7% |
9% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4010 |
|
2.618 |
1.3536 |
|
1.618 |
1.3246 |
|
1.000 |
1.3067 |
|
0.618 |
1.2956 |
|
HIGH |
1.2777 |
|
0.618 |
1.2666 |
|
0.500 |
1.2632 |
|
0.382 |
1.2598 |
|
LOW |
1.2487 |
|
0.618 |
1.2308 |
|
1.000 |
1.2197 |
|
1.618 |
1.2018 |
|
2.618 |
1.1728 |
|
4.250 |
1.1255 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2632 |
1.2632 |
| PP |
1.2612 |
1.2612 |
| S1 |
1.2592 |
1.2592 |
|