CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3523 |
0.0039 |
0.3% |
1.3442 |
| High |
1.3484 |
1.3523 |
0.0039 |
0.3% |
1.3740 |
| Low |
1.3484 |
1.3523 |
0.0039 |
0.3% |
1.3450 |
| Close |
1.3484 |
1.3523 |
0.0039 |
0.3% |
1.3484 |
| Range |
|
|
|
|
|
| ATR |
0.0157 |
0.0148 |
-0.0008 |
-5.4% |
0.0000 |
| Volume |
99 |
158 |
59 |
59.6% |
2,689 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3523 |
1.3523 |
|
| R3 |
1.3523 |
1.3523 |
1.3523 |
|
| R2 |
1.3523 |
1.3523 |
1.3523 |
|
| R1 |
1.3523 |
1.3523 |
1.3523 |
1.3523 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3523 |
| S1 |
1.3523 |
1.3523 |
1.3523 |
1.3523 |
| S2 |
1.3523 |
1.3523 |
1.3523 |
|
| S3 |
1.3523 |
1.3523 |
1.3523 |
|
| S4 |
1.3523 |
1.3523 |
1.3523 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4428 |
1.4246 |
1.3644 |
|
| R3 |
1.4138 |
1.3956 |
1.3564 |
|
| R2 |
1.3848 |
1.3848 |
1.3537 |
|
| R1 |
1.3666 |
1.3666 |
1.3511 |
1.3757 |
| PP |
1.3558 |
1.3558 |
1.3558 |
1.3604 |
| S1 |
1.3376 |
1.3376 |
1.3457 |
1.3467 |
| S2 |
1.3268 |
1.3268 |
1.3431 |
|
| S3 |
1.2978 |
1.3086 |
1.3404 |
|
| S4 |
1.2688 |
1.2796 |
1.3325 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3523 |
|
2.618 |
1.3523 |
|
1.618 |
1.3523 |
|
1.000 |
1.3523 |
|
0.618 |
1.3523 |
|
HIGH |
1.3523 |
|
0.618 |
1.3523 |
|
0.500 |
1.3523 |
|
0.382 |
1.3523 |
|
LOW |
1.3523 |
|
0.618 |
1.3523 |
|
1.000 |
1.3523 |
|
1.618 |
1.3523 |
|
2.618 |
1.3523 |
|
4.250 |
1.3523 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3523 |
1.3612 |
| PP |
1.3523 |
1.3582 |
| S1 |
1.3523 |
1.3553 |
|