CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3950 |
1.4250 |
0.0300 |
2.2% |
1.4039 |
| High |
1.4061 |
1.4325 |
0.0264 |
1.9% |
1.4080 |
| Low |
1.3930 |
1.4000 |
0.0070 |
0.5% |
1.3765 |
| Close |
1.4076 |
1.4057 |
-0.0019 |
-0.1% |
1.4076 |
| Range |
0.0131 |
0.0325 |
0.0194 |
148.1% |
0.0315 |
| ATR |
0.0107 |
0.0122 |
0.0016 |
14.6% |
0.0000 |
| Volume |
34 |
44 |
10 |
29.4% |
116 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5102 |
1.4905 |
1.4236 |
|
| R3 |
1.4777 |
1.4580 |
1.4146 |
|
| R2 |
1.4452 |
1.4452 |
1.4117 |
|
| R1 |
1.4255 |
1.4255 |
1.4087 |
1.4191 |
| PP |
1.4127 |
1.4127 |
1.4127 |
1.4096 |
| S1 |
1.3930 |
1.3930 |
1.4027 |
1.3866 |
| S2 |
1.3802 |
1.3802 |
1.3997 |
|
| S3 |
1.3477 |
1.3605 |
1.3968 |
|
| S4 |
1.3152 |
1.3280 |
1.3878 |
|
|
| 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 |
1.5706 |
|
2.618 |
1.5176 |
|
1.618 |
1.4851 |
|
1.000 |
1.4650 |
|
0.618 |
1.4526 |
|
HIGH |
1.4325 |
|
0.618 |
1.4201 |
|
0.500 |
1.4163 |
|
0.382 |
1.4124 |
|
LOW |
1.4000 |
|
0.618 |
1.3799 |
|
1.000 |
1.3675 |
|
1.618 |
1.3474 |
|
2.618 |
1.3149 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4163 |
1.4053 |
| PP |
1.4127 |
1.4049 |
| S1 |
1.4092 |
1.4045 |
|