CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4425 |
1.4731 |
0.0306 |
2.1% |
1.4250 |
| High |
1.4786 |
1.4731 |
-0.0055 |
-0.4% |
1.4475 |
| Low |
1.4393 |
1.4570 |
0.0177 |
1.2% |
1.3987 |
| Close |
1.4721 |
1.4649 |
-0.0072 |
-0.5% |
1.4383 |
| Range |
0.0393 |
0.0161 |
-0.0232 |
-59.0% |
0.0488 |
| ATR |
0.0175 |
0.0174 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,047 |
2,606 |
1,559 |
148.9% |
1,488 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5133 |
1.5052 |
1.4738 |
|
| R3 |
1.4972 |
1.4891 |
1.4693 |
|
| R2 |
1.4811 |
1.4811 |
1.4679 |
|
| R1 |
1.4730 |
1.4730 |
1.4664 |
1.4690 |
| PP |
1.4650 |
1.4650 |
1.4650 |
1.4630 |
| S1 |
1.4569 |
1.4569 |
1.4634 |
1.4529 |
| S2 |
1.4489 |
1.4489 |
1.4619 |
|
| S3 |
1.4328 |
1.4408 |
1.4605 |
|
| S4 |
1.4167 |
1.4247 |
1.4560 |
|
|
| 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 |
1.5415 |
|
2.618 |
1.5152 |
|
1.618 |
1.4991 |
|
1.000 |
1.4892 |
|
0.618 |
1.4830 |
|
HIGH |
1.4731 |
|
0.618 |
1.4669 |
|
0.500 |
1.4651 |
|
0.382 |
1.4632 |
|
LOW |
1.4570 |
|
0.618 |
1.4471 |
|
1.000 |
1.4409 |
|
1.618 |
1.4310 |
|
2.618 |
1.4149 |
|
4.250 |
1.3886 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4651 |
1.4578 |
| PP |
1.4650 |
1.4506 |
| S1 |
1.4650 |
1.4435 |
|