CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4609 |
1.4497 |
-0.0112 |
-0.8% |
1.4544 |
| High |
1.4609 |
1.4497 |
-0.0112 |
-0.8% |
1.4609 |
| Low |
1.4609 |
1.4497 |
-0.0112 |
-0.8% |
1.4497 |
| Close |
1.4553 |
1.4497 |
-0.0056 |
-0.4% |
1.4497 |
| Range |
|
|
|
|
|
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
35 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4497 |
1.4497 |
1.4497 |
|
| R3 |
1.4497 |
1.4497 |
1.4497 |
|
| R2 |
1.4497 |
1.4497 |
1.4497 |
|
| R1 |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
| PP |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
| S1 |
1.4497 |
1.4497 |
1.4497 |
1.4497 |
| S2 |
1.4497 |
1.4497 |
1.4497 |
|
| S3 |
1.4497 |
1.4497 |
1.4497 |
|
| S4 |
1.4497 |
1.4497 |
1.4497 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4796 |
1.4559 |
|
| R3 |
1.4758 |
1.4684 |
1.4528 |
|
| R2 |
1.4646 |
1.4646 |
1.4518 |
|
| R1 |
1.4572 |
1.4572 |
1.4507 |
1.4553 |
| PP |
1.4534 |
1.4534 |
1.4534 |
1.4525 |
| S1 |
1.4460 |
1.4460 |
1.4487 |
1.4441 |
| S2 |
1.4422 |
1.4422 |
1.4476 |
|
| S3 |
1.4310 |
1.4348 |
1.4466 |
|
| S4 |
1.4198 |
1.4236 |
1.4435 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4497 |
|
2.618 |
1.4497 |
|
1.618 |
1.4497 |
|
1.000 |
1.4497 |
|
0.618 |
1.4497 |
|
HIGH |
1.4497 |
|
0.618 |
1.4497 |
|
0.500 |
1.4497 |
|
0.382 |
1.4497 |
|
LOW |
1.4497 |
|
0.618 |
1.4497 |
|
1.000 |
1.4497 |
|
1.618 |
1.4497 |
|
2.618 |
1.4497 |
|
4.250 |
1.4497 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4497 |
1.4553 |
| PP |
1.4497 |
1.4534 |
| S1 |
1.4497 |
1.4516 |
|