CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4454 |
1.4388 |
-0.0066 |
-0.5% |
1.4425 |
| High |
1.4516 |
1.4427 |
-0.0089 |
-0.6% |
1.4786 |
| Low |
1.4292 |
1.4057 |
-0.0235 |
-1.6% |
1.4393 |
| Close |
1.4471 |
1.4126 |
-0.0345 |
-2.4% |
1.4596 |
| Range |
0.0224 |
0.0370 |
0.0146 |
65.2% |
0.0393 |
| ATR |
0.0175 |
0.0192 |
0.0017 |
9.7% |
0.0000 |
| Volume |
9,459 |
1,214 |
-8,245 |
-87.2% |
15,750 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5313 |
1.5090 |
1.4330 |
|
| R3 |
1.4943 |
1.4720 |
1.4228 |
|
| R2 |
1.4573 |
1.4573 |
1.4194 |
|
| R1 |
1.4350 |
1.4350 |
1.4160 |
1.4277 |
| PP |
1.4203 |
1.4203 |
1.4203 |
1.4167 |
| S1 |
1.3980 |
1.3980 |
1.4092 |
1.3907 |
| S2 |
1.3833 |
1.3833 |
1.4058 |
|
| S3 |
1.3463 |
1.3610 |
1.4024 |
|
| S4 |
1.3093 |
1.3240 |
1.3923 |
|
|
| 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 |
1.6000 |
|
2.618 |
1.5396 |
|
1.618 |
1.5026 |
|
1.000 |
1.4797 |
|
0.618 |
1.4656 |
|
HIGH |
1.4427 |
|
0.618 |
1.4286 |
|
0.500 |
1.4242 |
|
0.382 |
1.4198 |
|
LOW |
1.4057 |
|
0.618 |
1.3828 |
|
1.000 |
1.3687 |
|
1.618 |
1.3458 |
|
2.618 |
1.3088 |
|
4.250 |
1.2485 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4242 |
1.4344 |
| PP |
1.4203 |
1.4271 |
| S1 |
1.4165 |
1.4199 |
|