CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4477 |
1.4250 |
-0.0227 |
-1.6% |
1.4544 |
| High |
1.4477 |
1.4300 |
-0.0177 |
-1.2% |
1.4609 |
| Low |
1.4447 |
1.4250 |
-0.0197 |
-1.4% |
1.4497 |
| Close |
1.4370 |
1.4347 |
-0.0023 |
-0.2% |
1.4497 |
| Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0112 |
| ATR |
0.0076 |
0.0079 |
0.0003 |
4.2% |
0.0000 |
| Volume |
0 |
5 |
5 |
|
35 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4449 |
1.4448 |
1.4375 |
|
| R3 |
1.4399 |
1.4398 |
1.4361 |
|
| R2 |
1.4349 |
1.4349 |
1.4356 |
|
| R1 |
1.4348 |
1.4348 |
1.4352 |
1.4349 |
| PP |
1.4299 |
1.4299 |
1.4299 |
1.4299 |
| S1 |
1.4298 |
1.4298 |
1.4342 |
1.4299 |
| S2 |
1.4249 |
1.4249 |
1.4338 |
|
| S3 |
1.4199 |
1.4248 |
1.4333 |
|
| S4 |
1.4149 |
1.4198 |
1.4320 |
|
|
| 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 |
1.4513 |
|
2.618 |
1.4431 |
|
1.618 |
1.4381 |
|
1.000 |
1.4350 |
|
0.618 |
1.4331 |
|
HIGH |
1.4300 |
|
0.618 |
1.4281 |
|
0.500 |
1.4275 |
|
0.382 |
1.4269 |
|
LOW |
1.4250 |
|
0.618 |
1.4219 |
|
1.000 |
1.4200 |
|
1.618 |
1.4169 |
|
2.618 |
1.4119 |
|
4.250 |
1.4038 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4323 |
1.4374 |
| PP |
1.4299 |
1.4365 |
| S1 |
1.4275 |
1.4356 |
|