CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4612 |
1.4661 |
0.0049 |
0.3% |
1.4807 |
| High |
1.4612 |
1.4700 |
0.0088 |
0.6% |
1.4807 |
| Low |
1.4612 |
1.4661 |
0.0049 |
0.3% |
1.4485 |
| Close |
1.4584 |
1.4719 |
0.0135 |
0.9% |
1.4523 |
| Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0322 |
| ATR |
0.0000 |
0.0082 |
0.0082 |
|
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
221 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4810 |
1.4804 |
1.4740 |
|
| R3 |
1.4771 |
1.4765 |
1.4730 |
|
| R2 |
1.4732 |
1.4732 |
1.4726 |
|
| R1 |
1.4726 |
1.4726 |
1.4723 |
1.4729 |
| PP |
1.4693 |
1.4693 |
1.4693 |
1.4695 |
| S1 |
1.4687 |
1.4687 |
1.4715 |
1.4690 |
| S2 |
1.4654 |
1.4654 |
1.4712 |
|
| S3 |
1.4615 |
1.4648 |
1.4708 |
|
| S4 |
1.4576 |
1.4609 |
1.4698 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5571 |
1.5369 |
1.4700 |
|
| R3 |
1.5249 |
1.5047 |
1.4612 |
|
| R2 |
1.4927 |
1.4927 |
1.4582 |
|
| R1 |
1.4725 |
1.4725 |
1.4553 |
1.4665 |
| PP |
1.4605 |
1.4605 |
1.4605 |
1.4575 |
| S1 |
1.4403 |
1.4403 |
1.4493 |
1.4343 |
| S2 |
1.4283 |
1.4283 |
1.4464 |
|
| S3 |
1.3961 |
1.4081 |
1.4434 |
|
| S4 |
1.3639 |
1.3759 |
1.4346 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4866 |
|
2.618 |
1.4802 |
|
1.618 |
1.4763 |
|
1.000 |
1.4739 |
|
0.618 |
1.4724 |
|
HIGH |
1.4700 |
|
0.618 |
1.4685 |
|
0.500 |
1.4681 |
|
0.382 |
1.4676 |
|
LOW |
1.4661 |
|
0.618 |
1.4637 |
|
1.000 |
1.4622 |
|
1.618 |
1.4598 |
|
2.618 |
1.4559 |
|
4.250 |
1.4495 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4706 |
1.4698 |
| PP |
1.4693 |
1.4677 |
| S1 |
1.4681 |
1.4656 |
|