CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4302 |
1.4125 |
-0.0177 |
-1.2% |
1.4250 |
| High |
1.4475 |
1.4405 |
-0.0070 |
-0.5% |
1.4475 |
| Low |
1.4211 |
1.4083 |
-0.0128 |
-0.9% |
1.3987 |
| Close |
1.4327 |
1.4383 |
0.0056 |
0.4% |
1.4383 |
| Range |
0.0264 |
0.0322 |
0.0058 |
22.0% |
0.0488 |
| ATR |
0.0145 |
0.0157 |
0.0013 |
8.7% |
0.0000 |
| Volume |
491 |
461 |
-30 |
-6.1% |
1,488 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5256 |
1.5142 |
1.4560 |
|
| R3 |
1.4934 |
1.4820 |
1.4472 |
|
| R2 |
1.4612 |
1.4612 |
1.4442 |
|
| R1 |
1.4498 |
1.4498 |
1.4413 |
1.4555 |
| PP |
1.4290 |
1.4290 |
1.4290 |
1.4319 |
| S1 |
1.4176 |
1.4176 |
1.4353 |
1.4233 |
| S2 |
1.3968 |
1.3968 |
1.4324 |
|
| S3 |
1.3646 |
1.3854 |
1.4294 |
|
| S4 |
1.3324 |
1.3532 |
1.4206 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5746 |
1.5552 |
1.4651 |
|
| R3 |
1.5258 |
1.5064 |
1.4517 |
|
| R2 |
1.4770 |
1.4770 |
1.4472 |
|
| R1 |
1.4576 |
1.4576 |
1.4428 |
1.4673 |
| PP |
1.4282 |
1.4282 |
1.4282 |
1.4330 |
| S1 |
1.4088 |
1.4088 |
1.4338 |
1.4185 |
| S2 |
1.3794 |
1.3794 |
1.4294 |
|
| S3 |
1.3306 |
1.3600 |
1.4249 |
|
| S4 |
1.2818 |
1.3112 |
1.4115 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5774 |
|
2.618 |
1.5248 |
|
1.618 |
1.4926 |
|
1.000 |
1.4727 |
|
0.618 |
1.4604 |
|
HIGH |
1.4405 |
|
0.618 |
1.4282 |
|
0.500 |
1.4244 |
|
0.382 |
1.4206 |
|
LOW |
1.4083 |
|
0.618 |
1.3884 |
|
1.000 |
1.3761 |
|
1.618 |
1.3562 |
|
2.618 |
1.3240 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4337 |
1.4341 |
| PP |
1.4290 |
1.4298 |
| S1 |
1.4244 |
1.4256 |
|