CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4125 |
1.4425 |
0.0300 |
2.1% |
1.4250 |
| High |
1.4405 |
1.4786 |
0.0381 |
2.6% |
1.4475 |
| Low |
1.4083 |
1.4393 |
0.0310 |
2.2% |
1.3987 |
| Close |
1.4383 |
1.4721 |
0.0338 |
2.3% |
1.4383 |
| Range |
0.0322 |
0.0393 |
0.0071 |
22.0% |
0.0488 |
| ATR |
0.0157 |
0.0175 |
0.0018 |
11.1% |
0.0000 |
| Volume |
461 |
1,047 |
586 |
127.1% |
1,488 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5812 |
1.5660 |
1.4937 |
|
| R3 |
1.5419 |
1.5267 |
1.4829 |
|
| R2 |
1.5026 |
1.5026 |
1.4793 |
|
| R1 |
1.4874 |
1.4874 |
1.4757 |
1.4950 |
| PP |
1.4633 |
1.4633 |
1.4633 |
1.4672 |
| S1 |
1.4481 |
1.4481 |
1.4685 |
1.4557 |
| S2 |
1.4240 |
1.4240 |
1.4649 |
|
| S3 |
1.3847 |
1.4088 |
1.4613 |
|
| S4 |
1.3454 |
1.3695 |
1.4505 |
|
|
| 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 |
1.6456 |
|
2.618 |
1.5815 |
|
1.618 |
1.5422 |
|
1.000 |
1.5179 |
|
0.618 |
1.5029 |
|
HIGH |
1.4786 |
|
0.618 |
1.4636 |
|
0.500 |
1.4590 |
|
0.382 |
1.4543 |
|
LOW |
1.4393 |
|
0.618 |
1.4150 |
|
1.000 |
1.4000 |
|
1.618 |
1.3757 |
|
2.618 |
1.3364 |
|
4.250 |
1.2723 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4677 |
1.4626 |
| PP |
1.4633 |
1.4530 |
| S1 |
1.4590 |
1.4435 |
|