CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4138 |
-0.0112 |
-0.8% |
1.4039 |
| High |
1.4325 |
1.4138 |
-0.0187 |
-1.3% |
1.4080 |
| Low |
1.4000 |
1.3987 |
-0.0013 |
-0.1% |
1.3765 |
| Close |
1.4057 |
1.4037 |
-0.0020 |
-0.1% |
1.4076 |
| Range |
0.0325 |
0.0151 |
-0.0174 |
-53.5% |
0.0315 |
| ATR |
0.0122 |
0.0125 |
0.0002 |
1.7% |
0.0000 |
| Volume |
44 |
99 |
55 |
125.0% |
116 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4507 |
1.4423 |
1.4120 |
|
| R3 |
1.4356 |
1.4272 |
1.4079 |
|
| R2 |
1.4205 |
1.4205 |
1.4065 |
|
| R1 |
1.4121 |
1.4121 |
1.4051 |
1.4088 |
| PP |
1.4054 |
1.4054 |
1.4054 |
1.4037 |
| S1 |
1.3970 |
1.3970 |
1.4023 |
1.3937 |
| S2 |
1.3903 |
1.3903 |
1.4009 |
|
| S3 |
1.3752 |
1.3819 |
1.3995 |
|
| S4 |
1.3601 |
1.3668 |
1.3954 |
|
|
| 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 |
1.4780 |
|
2.618 |
1.4533 |
|
1.618 |
1.4382 |
|
1.000 |
1.4289 |
|
0.618 |
1.4231 |
|
HIGH |
1.4138 |
|
0.618 |
1.4080 |
|
0.500 |
1.4063 |
|
0.382 |
1.4045 |
|
LOW |
1.3987 |
|
0.618 |
1.3894 |
|
1.000 |
1.3836 |
|
1.618 |
1.3743 |
|
2.618 |
1.3592 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4063 |
1.4128 |
| PP |
1.4054 |
1.4097 |
| S1 |
1.4046 |
1.4067 |
|