CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3905 |
1.3950 |
0.0045 |
0.3% |
1.4039 |
| High |
1.3905 |
1.4061 |
0.0156 |
1.1% |
1.4080 |
| Low |
1.3765 |
1.3930 |
0.0165 |
1.2% |
1.3765 |
| Close |
1.3811 |
1.4076 |
0.0265 |
1.9% |
1.4076 |
| Range |
0.0140 |
0.0131 |
-0.0009 |
-6.4% |
0.0315 |
| ATR |
0.0096 |
0.0107 |
0.0011 |
11.5% |
0.0000 |
| Volume |
30 |
34 |
4 |
13.3% |
116 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4415 |
1.4377 |
1.4148 |
|
| R3 |
1.4284 |
1.4246 |
1.4112 |
|
| R2 |
1.4153 |
1.4153 |
1.4100 |
|
| R1 |
1.4115 |
1.4115 |
1.4088 |
1.4134 |
| PP |
1.4022 |
1.4022 |
1.4022 |
1.4032 |
| S1 |
1.3984 |
1.3984 |
1.4064 |
1.4003 |
| S2 |
1.3891 |
1.3891 |
1.4052 |
|
| S3 |
1.3760 |
1.3853 |
1.4040 |
|
| S4 |
1.3629 |
1.3722 |
1.4004 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4919 |
1.4812 |
1.4249 |
|
| R3 |
1.4604 |
1.4497 |
1.4163 |
|
| R2 |
1.4289 |
1.4289 |
1.4134 |
|
| R1 |
1.4182 |
1.4182 |
1.4105 |
1.4236 |
| PP |
1.3974 |
1.3974 |
1.3974 |
1.4000 |
| S1 |
1.3867 |
1.3867 |
1.4047 |
1.3921 |
| S2 |
1.3659 |
1.3659 |
1.4018 |
|
| S3 |
1.3344 |
1.3552 |
1.3989 |
|
| S4 |
1.3029 |
1.3237 |
1.3903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4618 |
|
2.618 |
1.4404 |
|
1.618 |
1.4273 |
|
1.000 |
1.4192 |
|
0.618 |
1.4142 |
|
HIGH |
1.4061 |
|
0.618 |
1.4011 |
|
0.500 |
1.3996 |
|
0.382 |
1.3980 |
|
LOW |
1.3930 |
|
0.618 |
1.3849 |
|
1.000 |
1.3799 |
|
1.618 |
1.3718 |
|
2.618 |
1.3587 |
|
4.250 |
1.3373 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4049 |
1.4022 |
| PP |
1.4022 |
1.3967 |
| S1 |
1.3996 |
1.3913 |
|