CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3940 |
1.4028 |
0.0088 |
0.6% |
1.4477 |
| High |
1.3984 |
1.4037 |
0.0053 |
0.4% |
1.4477 |
| Low |
1.3940 |
1.3866 |
-0.0074 |
-0.5% |
1.4076 |
| Close |
1.4028 |
1.3894 |
-0.0134 |
-1.0% |
1.4102 |
| Range |
0.0044 |
0.0171 |
0.0127 |
288.6% |
0.0401 |
| ATR |
0.0086 |
0.0092 |
0.0006 |
7.0% |
0.0000 |
| Volume |
13 |
15 |
2 |
15.4% |
35 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4445 |
1.4341 |
1.3988 |
|
| R3 |
1.4274 |
1.4170 |
1.3941 |
|
| R2 |
1.4103 |
1.4103 |
1.3925 |
|
| R1 |
1.3999 |
1.3999 |
1.3910 |
1.3966 |
| PP |
1.3932 |
1.3932 |
1.3932 |
1.3916 |
| S1 |
1.3828 |
1.3828 |
1.3878 |
1.3795 |
| S2 |
1.3761 |
1.3761 |
1.3863 |
|
| S3 |
1.3590 |
1.3657 |
1.3847 |
|
| S4 |
1.3419 |
1.3486 |
1.3800 |
|
|
| 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 |
1.4764 |
|
2.618 |
1.4485 |
|
1.618 |
1.4314 |
|
1.000 |
1.4208 |
|
0.618 |
1.4143 |
|
HIGH |
1.4037 |
|
0.618 |
1.3972 |
|
0.500 |
1.3952 |
|
0.382 |
1.3931 |
|
LOW |
1.3866 |
|
0.618 |
1.3760 |
|
1.000 |
1.3695 |
|
1.618 |
1.3589 |
|
2.618 |
1.3418 |
|
4.250 |
1.3139 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.3973 |
| PP |
1.3932 |
1.3947 |
| S1 |
1.3913 |
1.3920 |
|