CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4155 |
1.3990 |
-0.0165 |
-1.2% |
1.4425 |
| High |
1.4180 |
1.4000 |
-0.0180 |
-1.3% |
1.4786 |
| Low |
1.3988 |
1.3755 |
-0.0233 |
-1.7% |
1.4393 |
| Close |
1.4073 |
1.3824 |
-0.0249 |
-1.8% |
1.4596 |
| Range |
0.0192 |
0.0245 |
0.0053 |
27.6% |
0.0393 |
| ATR |
0.0192 |
0.0201 |
0.0009 |
4.7% |
0.0000 |
| Volume |
1,322 |
1,511 |
189 |
14.3% |
15,750 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4595 |
1.4454 |
1.3959 |
|
| R3 |
1.4350 |
1.4209 |
1.3891 |
|
| R2 |
1.4105 |
1.4105 |
1.3869 |
|
| R1 |
1.3964 |
1.3964 |
1.3846 |
1.3912 |
| PP |
1.3860 |
1.3860 |
1.3860 |
1.3834 |
| S1 |
1.3719 |
1.3719 |
1.3802 |
1.3667 |
| S2 |
1.3615 |
1.3615 |
1.3779 |
|
| S3 |
1.3370 |
1.3474 |
1.3757 |
|
| S4 |
1.3125 |
1.3229 |
1.3689 |
|
|
| 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 |
1.5041 |
|
2.618 |
1.4641 |
|
1.618 |
1.4396 |
|
1.000 |
1.4245 |
|
0.618 |
1.4151 |
|
HIGH |
1.4000 |
|
0.618 |
1.3906 |
|
0.500 |
1.3878 |
|
0.382 |
1.3849 |
|
LOW |
1.3755 |
|
0.618 |
1.3604 |
|
1.000 |
1.3510 |
|
1.618 |
1.3359 |
|
2.618 |
1.3114 |
|
4.250 |
1.2714 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3878 |
1.4091 |
| PP |
1.3860 |
1.4002 |
| S1 |
1.3842 |
1.3913 |
|