CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4731 |
1.4598 |
-0.0133 |
-0.9% |
1.4250 |
| High |
1.4731 |
1.4689 |
-0.0042 |
-0.3% |
1.4475 |
| Low |
1.4570 |
1.4577 |
0.0007 |
0.0% |
1.3987 |
| Close |
1.4649 |
1.4615 |
-0.0034 |
-0.2% |
1.4383 |
| Range |
0.0161 |
0.0112 |
-0.0049 |
-30.4% |
0.0488 |
| ATR |
0.0174 |
0.0170 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
2,606 |
203 |
-2,403 |
-92.2% |
1,488 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4963 |
1.4901 |
1.4677 |
|
| R3 |
1.4851 |
1.4789 |
1.4646 |
|
| R2 |
1.4739 |
1.4739 |
1.4636 |
|
| R1 |
1.4677 |
1.4677 |
1.4625 |
1.4708 |
| PP |
1.4627 |
1.4627 |
1.4627 |
1.4643 |
| S1 |
1.4565 |
1.4565 |
1.4605 |
1.4596 |
| S2 |
1.4515 |
1.4515 |
1.4594 |
|
| S3 |
1.4403 |
1.4453 |
1.4584 |
|
| S4 |
1.4291 |
1.4341 |
1.4553 |
|
|
| 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 |
1.5165 |
|
2.618 |
1.4982 |
|
1.618 |
1.4870 |
|
1.000 |
1.4801 |
|
0.618 |
1.4758 |
|
HIGH |
1.4689 |
|
0.618 |
1.4646 |
|
0.500 |
1.4633 |
|
0.382 |
1.4620 |
|
LOW |
1.4577 |
|
0.618 |
1.4508 |
|
1.000 |
1.4465 |
|
1.618 |
1.4396 |
|
2.618 |
1.4284 |
|
4.250 |
1.4101 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4633 |
1.4607 |
| PP |
1.4627 |
1.4598 |
| S1 |
1.4621 |
1.4590 |
|