CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4497 |
1.4477 |
-0.0020 |
-0.1% |
1.4544 |
| High |
1.4497 |
1.4477 |
-0.0020 |
-0.1% |
1.4609 |
| Low |
1.4497 |
1.4447 |
-0.0050 |
-0.3% |
1.4497 |
| Close |
1.4497 |
1.4370 |
-0.0127 |
-0.9% |
1.4497 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0112 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
35 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4476 |
1.4387 |
|
| R3 |
1.4491 |
1.4446 |
1.4378 |
|
| R2 |
1.4461 |
1.4461 |
1.4376 |
|
| R1 |
1.4416 |
1.4416 |
1.4373 |
1.4424 |
| PP |
1.4431 |
1.4431 |
1.4431 |
1.4435 |
| S1 |
1.4386 |
1.4386 |
1.4367 |
1.4394 |
| S2 |
1.4401 |
1.4401 |
1.4365 |
|
| S3 |
1.4371 |
1.4356 |
1.4362 |
|
| S4 |
1.4341 |
1.4326 |
1.4354 |
|
|
| 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 |
1.4605 |
|
2.618 |
1.4556 |
|
1.618 |
1.4526 |
|
1.000 |
1.4507 |
|
0.618 |
1.4496 |
|
HIGH |
1.4477 |
|
0.618 |
1.4466 |
|
0.500 |
1.4462 |
|
0.382 |
1.4458 |
|
LOW |
1.4447 |
|
0.618 |
1.4428 |
|
1.000 |
1.4417 |
|
1.618 |
1.4398 |
|
2.618 |
1.4368 |
|
4.250 |
1.4320 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4462 |
1.4528 |
| PP |
1.4431 |
1.4475 |
| S1 |
1.4401 |
1.4423 |
|