CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3045 |
1.2862 |
-0.0183 |
-1.4% |
1.2549 |
| High |
1.3045 |
1.2950 |
-0.0095 |
-0.7% |
1.2777 |
| Low |
1.2813 |
1.2862 |
0.0049 |
0.4% |
1.2400 |
| Close |
1.2873 |
1.2865 |
-0.0008 |
-0.1% |
1.2492 |
| Range |
0.0232 |
0.0088 |
-0.0144 |
-62.1% |
0.0377 |
| ATR |
0.0264 |
0.0251 |
-0.0013 |
-4.8% |
0.0000 |
| Volume |
2,539 |
2,539 |
0 |
0.0% |
3,275 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3099 |
1.2913 |
|
| R3 |
1.3068 |
1.3011 |
1.2889 |
|
| R2 |
1.2980 |
1.2980 |
1.2881 |
|
| R1 |
1.2923 |
1.2923 |
1.2873 |
1.2952 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2907 |
| S1 |
1.2835 |
1.2835 |
1.2857 |
1.2864 |
| S2 |
1.2804 |
1.2804 |
1.2849 |
|
| S3 |
1.2716 |
1.2747 |
1.2841 |
|
| S4 |
1.2628 |
1.2659 |
1.2817 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3687 |
1.3467 |
1.2699 |
|
| R3 |
1.3310 |
1.3090 |
1.2596 |
|
| R2 |
1.2933 |
1.2933 |
1.2561 |
|
| R1 |
1.2713 |
1.2713 |
1.2527 |
1.2635 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2517 |
| S1 |
1.2336 |
1.2336 |
1.2457 |
1.2258 |
| S2 |
1.2179 |
1.2179 |
1.2423 |
|
| S3 |
1.1802 |
1.1959 |
1.2388 |
|
| S4 |
1.1425 |
1.1582 |
1.2285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3068 |
1.2400 |
0.0668 |
5.2% |
0.0240 |
1.9% |
70% |
False |
False |
2,347 |
| 10 |
1.3068 |
1.2400 |
0.0668 |
5.2% |
0.0218 |
1.7% |
70% |
False |
False |
1,603 |
| 20 |
1.3068 |
1.2363 |
0.0705 |
5.5% |
0.0245 |
1.9% |
71% |
False |
False |
1,019 |
| 40 |
1.3900 |
1.2351 |
0.1549 |
12.0% |
0.0241 |
1.9% |
33% |
False |
False |
918 |
| 60 |
1.4786 |
1.2351 |
0.2435 |
18.9% |
0.0227 |
1.8% |
21% |
False |
False |
1,127 |
| 80 |
1.5150 |
1.2351 |
0.2799 |
21.8% |
0.0180 |
1.4% |
18% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3324 |
|
2.618 |
1.3180 |
|
1.618 |
1.3092 |
|
1.000 |
1.3038 |
|
0.618 |
1.3004 |
|
HIGH |
1.2950 |
|
0.618 |
1.2916 |
|
0.500 |
1.2906 |
|
0.382 |
1.2896 |
|
LOW |
1.2862 |
|
0.618 |
1.2808 |
|
1.000 |
1.2774 |
|
1.618 |
1.2720 |
|
2.618 |
1.2632 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2906 |
1.2937 |
| PP |
1.2892 |
1.2913 |
| S1 |
1.2879 |
1.2889 |
|