CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3832 |
1.3442 |
-0.0390 |
-2.8% |
1.4466 |
| High |
1.3870 |
1.3560 |
-0.0310 |
-2.2% |
1.4480 |
| Low |
1.3680 |
1.3450 |
-0.0230 |
-1.7% |
1.3680 |
| Close |
1.3808 |
1.3442 |
-0.0366 |
-2.7% |
1.3808 |
| Range |
0.0190 |
0.0110 |
-0.0080 |
-42.1% |
0.0800 |
| ATR |
0.0141 |
0.0157 |
0.0015 |
10.9% |
0.0000 |
| Volume |
3,035 |
1,350 |
-1,685 |
-55.5% |
16,541 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3814 |
1.3738 |
1.3503 |
|
| R3 |
1.3704 |
1.3628 |
1.3472 |
|
| R2 |
1.3594 |
1.3594 |
1.3462 |
|
| R1 |
1.3518 |
1.3518 |
1.3452 |
1.3497 |
| PP |
1.3484 |
1.3484 |
1.3484 |
1.3474 |
| S1 |
1.3408 |
1.3408 |
1.3432 |
1.3387 |
| S2 |
1.3374 |
1.3374 |
1.3422 |
|
| S3 |
1.3264 |
1.3298 |
1.3412 |
|
| S4 |
1.3154 |
1.3188 |
1.3382 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.5899 |
1.4248 |
|
| R3 |
1.5589 |
1.5099 |
1.4028 |
|
| R2 |
1.4789 |
1.4789 |
1.3955 |
|
| R1 |
1.4299 |
1.4299 |
1.3881 |
1.4144 |
| PP |
1.3989 |
1.3989 |
1.3989 |
1.3912 |
| S1 |
1.3499 |
1.3499 |
1.3735 |
1.3344 |
| S2 |
1.3189 |
1.3189 |
1.3661 |
|
| S3 |
1.2389 |
1.2699 |
1.3588 |
|
| S4 |
1.1589 |
1.1899 |
1.3368 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4028 |
|
2.618 |
1.3848 |
|
1.618 |
1.3738 |
|
1.000 |
1.3670 |
|
0.618 |
1.3628 |
|
HIGH |
1.3560 |
|
0.618 |
1.3518 |
|
0.500 |
1.3505 |
|
0.382 |
1.3492 |
|
LOW |
1.3450 |
|
0.618 |
1.3382 |
|
1.000 |
1.3340 |
|
1.618 |
1.3272 |
|
2.618 |
1.3162 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3505 |
1.3660 |
| PP |
1.3484 |
1.3587 |
| S1 |
1.3463 |
1.3515 |
|