CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4598 |
1.4691 |
0.0093 |
0.6% |
1.4250 |
| High |
1.4689 |
1.4722 |
0.0033 |
0.2% |
1.4475 |
| Low |
1.4577 |
1.4543 |
-0.0034 |
-0.2% |
1.3987 |
| Close |
1.4615 |
1.4586 |
-0.0029 |
-0.2% |
1.4383 |
| Range |
0.0112 |
0.0179 |
0.0067 |
59.8% |
0.0488 |
| ATR |
0.0170 |
0.0170 |
0.0001 |
0.4% |
0.0000 |
| Volume |
203 |
77 |
-126 |
-62.1% |
1,488 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5154 |
1.5049 |
1.4684 |
|
| R3 |
1.4975 |
1.4870 |
1.4635 |
|
| R2 |
1.4796 |
1.4796 |
1.4619 |
|
| R1 |
1.4691 |
1.4691 |
1.4602 |
1.4654 |
| PP |
1.4617 |
1.4617 |
1.4617 |
1.4599 |
| S1 |
1.4512 |
1.4512 |
1.4570 |
1.4475 |
| S2 |
1.4438 |
1.4438 |
1.4553 |
|
| S3 |
1.4259 |
1.4333 |
1.4537 |
|
| S4 |
1.4080 |
1.4154 |
1.4488 |
|
|
| 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 |
1.5483 |
|
2.618 |
1.5191 |
|
1.618 |
1.5012 |
|
1.000 |
1.4901 |
|
0.618 |
1.4833 |
|
HIGH |
1.4722 |
|
0.618 |
1.4654 |
|
0.500 |
1.4633 |
|
0.382 |
1.4611 |
|
LOW |
1.4543 |
|
0.618 |
1.4432 |
|
1.000 |
1.4364 |
|
1.618 |
1.4253 |
|
2.618 |
1.4074 |
|
4.250 |
1.3782 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4633 |
1.4637 |
| PP |
1.4617 |
1.4620 |
| S1 |
1.4602 |
1.4603 |
|