CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4599 |
1.4454 |
-0.0145 |
-1.0% |
1.4425 |
| High |
1.4630 |
1.4516 |
-0.0114 |
-0.8% |
1.4786 |
| Low |
1.4530 |
1.4292 |
-0.0238 |
-1.6% |
1.4393 |
| Close |
1.4596 |
1.4471 |
-0.0125 |
-0.9% |
1.4596 |
| Range |
0.0100 |
0.0224 |
0.0124 |
124.0% |
0.0393 |
| ATR |
0.0165 |
0.0175 |
0.0010 |
6.0% |
0.0000 |
| Volume |
11,817 |
9,459 |
-2,358 |
-20.0% |
15,750 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5098 |
1.5009 |
1.4594 |
|
| R3 |
1.4874 |
1.4785 |
1.4533 |
|
| R2 |
1.4650 |
1.4650 |
1.4512 |
|
| R1 |
1.4561 |
1.4561 |
1.4492 |
1.4606 |
| PP |
1.4426 |
1.4426 |
1.4426 |
1.4449 |
| S1 |
1.4337 |
1.4337 |
1.4450 |
1.4382 |
| S2 |
1.4202 |
1.4202 |
1.4430 |
|
| S3 |
1.3978 |
1.4113 |
1.4409 |
|
| S4 |
1.3754 |
1.3889 |
1.4348 |
|
|
| 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 |
1.5468 |
|
2.618 |
1.5102 |
|
1.618 |
1.4878 |
|
1.000 |
1.4740 |
|
0.618 |
1.4654 |
|
HIGH |
1.4516 |
|
0.618 |
1.4430 |
|
0.500 |
1.4404 |
|
0.382 |
1.4378 |
|
LOW |
1.4292 |
|
0.618 |
1.4154 |
|
1.000 |
1.4068 |
|
1.618 |
1.3930 |
|
2.618 |
1.3706 |
|
4.250 |
1.3340 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4449 |
1.4507 |
| PP |
1.4426 |
1.4495 |
| S1 |
1.4404 |
1.4483 |
|