CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4691 |
1.4599 |
-0.0092 |
-0.6% |
1.4425 |
| High |
1.4722 |
1.4630 |
-0.0092 |
-0.6% |
1.4786 |
| Low |
1.4543 |
1.4530 |
-0.0013 |
-0.1% |
1.4393 |
| Close |
1.4586 |
1.4596 |
0.0010 |
0.1% |
1.4596 |
| Range |
0.0179 |
0.0100 |
-0.0079 |
-44.1% |
0.0393 |
| ATR |
0.0170 |
0.0165 |
-0.0005 |
-2.9% |
0.0000 |
| Volume |
77 |
11,817 |
11,740 |
15,246.8% |
15,750 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4885 |
1.4841 |
1.4651 |
|
| R3 |
1.4785 |
1.4741 |
1.4624 |
|
| R2 |
1.4685 |
1.4685 |
1.4614 |
|
| R1 |
1.4641 |
1.4641 |
1.4605 |
1.4613 |
| PP |
1.4585 |
1.4585 |
1.4585 |
1.4572 |
| S1 |
1.4541 |
1.4541 |
1.4587 |
1.4513 |
| S2 |
1.4485 |
1.4485 |
1.4578 |
|
| S3 |
1.4385 |
1.4441 |
1.4569 |
|
| S4 |
1.4285 |
1.4341 |
1.4541 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5771 |
1.5576 |
1.4812 |
|
| R3 |
1.5378 |
1.5183 |
1.4704 |
|
| R2 |
1.4985 |
1.4985 |
1.4668 |
|
| R1 |
1.4790 |
1.4790 |
1.4632 |
1.4888 |
| PP |
1.4592 |
1.4592 |
1.4592 |
1.4640 |
| S1 |
1.4397 |
1.4397 |
1.4560 |
1.4495 |
| S2 |
1.4199 |
1.4199 |
1.4524 |
|
| S3 |
1.3806 |
1.4004 |
1.4488 |
|
| S4 |
1.3413 |
1.3611 |
1.4380 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5055 |
|
2.618 |
1.4892 |
|
1.618 |
1.4792 |
|
1.000 |
1.4730 |
|
0.618 |
1.4692 |
|
HIGH |
1.4630 |
|
0.618 |
1.4592 |
|
0.500 |
1.4580 |
|
0.382 |
1.4568 |
|
LOW |
1.4530 |
|
0.618 |
1.4468 |
|
1.000 |
1.4430 |
|
1.618 |
1.4368 |
|
2.618 |
1.4268 |
|
4.250 |
1.4105 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4591 |
1.4626 |
| PP |
1.4585 |
1.4616 |
| S1 |
1.4580 |
1.4606 |
|