CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4138 |
1.4130 |
-0.0008 |
-0.1% |
1.4039 |
| High |
1.4138 |
1.4317 |
0.0179 |
1.3% |
1.4080 |
| Low |
1.3987 |
1.4037 |
0.0050 |
0.4% |
1.3765 |
| Close |
1.4037 |
1.4311 |
0.0274 |
2.0% |
1.4076 |
| Range |
0.0151 |
0.0280 |
0.0129 |
85.4% |
0.0315 |
| ATR |
0.0125 |
0.0136 |
0.0011 |
8.9% |
0.0000 |
| Volume |
99 |
393 |
294 |
297.0% |
116 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5062 |
1.4966 |
1.4465 |
|
| R3 |
1.4782 |
1.4686 |
1.4388 |
|
| R2 |
1.4502 |
1.4502 |
1.4362 |
|
| R1 |
1.4406 |
1.4406 |
1.4337 |
1.4454 |
| PP |
1.4222 |
1.4222 |
1.4222 |
1.4246 |
| S1 |
1.4126 |
1.4126 |
1.4285 |
1.4174 |
| S2 |
1.3942 |
1.3942 |
1.4260 |
|
| S3 |
1.3662 |
1.3846 |
1.4234 |
|
| S4 |
1.3382 |
1.3566 |
1.4157 |
|
|
| 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 |
1.5507 |
|
2.618 |
1.5050 |
|
1.618 |
1.4770 |
|
1.000 |
1.4597 |
|
0.618 |
1.4490 |
|
HIGH |
1.4317 |
|
0.618 |
1.4210 |
|
0.500 |
1.4177 |
|
0.382 |
1.4144 |
|
LOW |
1.4037 |
|
0.618 |
1.3864 |
|
1.000 |
1.3757 |
|
1.618 |
1.3584 |
|
2.618 |
1.3304 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4266 |
1.4259 |
| PP |
1.4222 |
1.4208 |
| S1 |
1.4177 |
1.4156 |
|