CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4194 |
1.4039 |
-0.0155 |
-1.1% |
1.4477 |
| High |
1.4194 |
1.4080 |
-0.0114 |
-0.8% |
1.4477 |
| Low |
1.4076 |
1.4011 |
-0.0065 |
-0.5% |
1.4076 |
| Close |
1.4102 |
1.3966 |
-0.0136 |
-1.0% |
1.4102 |
| Range |
0.0118 |
0.0069 |
-0.0049 |
-41.5% |
0.0401 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
27 |
24 |
-3 |
-11.1% |
35 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4226 |
1.4165 |
1.4004 |
|
| R3 |
1.4157 |
1.4096 |
1.3985 |
|
| R2 |
1.4088 |
1.4088 |
1.3979 |
|
| R1 |
1.4027 |
1.4027 |
1.3972 |
1.4023 |
| PP |
1.4019 |
1.4019 |
1.4019 |
1.4017 |
| S1 |
1.3958 |
1.3958 |
1.3960 |
1.3954 |
| S2 |
1.3950 |
1.3950 |
1.3953 |
|
| S3 |
1.3881 |
1.3889 |
1.3947 |
|
| S4 |
1.3812 |
1.3820 |
1.3928 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5421 |
1.5163 |
1.4323 |
|
| R3 |
1.5020 |
1.4762 |
1.4212 |
|
| R2 |
1.4619 |
1.4619 |
1.4176 |
|
| R1 |
1.4361 |
1.4361 |
1.4139 |
1.4290 |
| PP |
1.4218 |
1.4218 |
1.4218 |
1.4183 |
| S1 |
1.3960 |
1.3960 |
1.4065 |
1.3889 |
| S2 |
1.3817 |
1.3817 |
1.4028 |
|
| S3 |
1.3416 |
1.3559 |
1.3992 |
|
| S4 |
1.3015 |
1.3158 |
1.3881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4373 |
|
2.618 |
1.4261 |
|
1.618 |
1.4192 |
|
1.000 |
1.4149 |
|
0.618 |
1.4123 |
|
HIGH |
1.4080 |
|
0.618 |
1.4054 |
|
0.500 |
1.4046 |
|
0.382 |
1.4037 |
|
LOW |
1.4011 |
|
0.618 |
1.3968 |
|
1.000 |
1.3942 |
|
1.618 |
1.3899 |
|
2.618 |
1.3830 |
|
4.250 |
1.3718 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4046 |
1.4191 |
| PP |
1.4019 |
1.4116 |
| S1 |
1.3993 |
1.4041 |
|