CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4466 |
1.4126 |
-0.0340 |
-2.4% |
1.4721 |
| High |
1.4480 |
1.4140 |
-0.0340 |
-2.3% |
1.4721 |
| Low |
1.4365 |
1.4100 |
-0.0265 |
-1.8% |
1.4585 |
| Close |
1.4471 |
1.4126 |
-0.0345 |
-2.4% |
1.4596 |
| Range |
0.0115 |
0.0040 |
-0.0075 |
-65.2% |
0.0136 |
| ATR |
0.0117 |
0.0135 |
0.0018 |
15.5% |
0.0000 |
| Volume |
9,459 |
1,214 |
-8,245 |
-87.2% |
15,750 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4242 |
1.4224 |
1.4148 |
|
| R3 |
1.4202 |
1.4184 |
1.4137 |
|
| R2 |
1.4162 |
1.4162 |
1.4133 |
|
| R1 |
1.4144 |
1.4144 |
1.4130 |
1.4146 |
| PP |
1.4122 |
1.4122 |
1.4122 |
1.4123 |
| S1 |
1.4104 |
1.4104 |
1.4122 |
1.4106 |
| S2 |
1.4082 |
1.4082 |
1.4119 |
|
| S3 |
1.4042 |
1.4064 |
1.4115 |
|
| S4 |
1.4002 |
1.4024 |
1.4104 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5042 |
1.4955 |
1.4671 |
|
| R3 |
1.4906 |
1.4819 |
1.4633 |
|
| R2 |
1.4770 |
1.4770 |
1.4621 |
|
| R1 |
1.4683 |
1.4683 |
1.4608 |
1.4659 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4622 |
| S1 |
1.4547 |
1.4547 |
1.4584 |
1.4523 |
| S2 |
1.4498 |
1.4498 |
1.4571 |
|
| S3 |
1.4362 |
1.4411 |
1.4559 |
|
| S4 |
1.4226 |
1.4275 |
1.4521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4310 |
|
2.618 |
1.4245 |
|
1.618 |
1.4205 |
|
1.000 |
1.4180 |
|
0.618 |
1.4165 |
|
HIGH |
1.4140 |
|
0.618 |
1.4125 |
|
0.500 |
1.4120 |
|
0.382 |
1.4115 |
|
LOW |
1.4100 |
|
0.618 |
1.4075 |
|
1.000 |
1.4060 |
|
1.618 |
1.4035 |
|
2.618 |
1.3995 |
|
4.250 |
1.3930 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4124 |
1.4348 |
| PP |
1.4122 |
1.4274 |
| S1 |
1.4120 |
1.4200 |
|