CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3715 |
-0.0145 |
-1.0% |
1.4454 |
| High |
1.3900 |
1.3715 |
-0.0185 |
-1.3% |
1.4516 |
| Low |
1.3691 |
1.3442 |
-0.0249 |
-1.8% |
1.3691 |
| Close |
1.3808 |
1.3442 |
-0.0366 |
-2.7% |
1.3808 |
| Range |
0.0209 |
0.0273 |
0.0064 |
30.6% |
0.0825 |
| ATR |
0.0202 |
0.0213 |
0.0012 |
5.8% |
0.0000 |
| Volume |
3,035 |
1,350 |
-1,685 |
-55.5% |
16,541 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4352 |
1.4170 |
1.3592 |
|
| R3 |
1.4079 |
1.3897 |
1.3517 |
|
| R2 |
1.3806 |
1.3806 |
1.3492 |
|
| R1 |
1.3624 |
1.3624 |
1.3467 |
1.3579 |
| PP |
1.3533 |
1.3533 |
1.3533 |
1.3510 |
| S1 |
1.3351 |
1.3351 |
1.3417 |
1.3306 |
| S2 |
1.3260 |
1.3260 |
1.3392 |
|
| S3 |
1.2987 |
1.3078 |
1.3367 |
|
| S4 |
1.2714 |
1.2805 |
1.3292 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6480 |
1.5969 |
1.4262 |
|
| R3 |
1.5655 |
1.5144 |
1.4035 |
|
| R2 |
1.4830 |
1.4830 |
1.3959 |
|
| R1 |
1.4319 |
1.4319 |
1.3884 |
1.4162 |
| PP |
1.4005 |
1.4005 |
1.4005 |
1.3927 |
| S1 |
1.3494 |
1.3494 |
1.3732 |
1.3337 |
| S2 |
1.3180 |
1.3180 |
1.3657 |
|
| S3 |
1.2355 |
1.2669 |
1.3581 |
|
| S4 |
1.1530 |
1.1844 |
1.3354 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4875 |
|
2.618 |
1.4430 |
|
1.618 |
1.4157 |
|
1.000 |
1.3988 |
|
0.618 |
1.3884 |
|
HIGH |
1.3715 |
|
0.618 |
1.3611 |
|
0.500 |
1.3579 |
|
0.382 |
1.3546 |
|
LOW |
1.3442 |
|
0.618 |
1.3273 |
|
1.000 |
1.3169 |
|
1.618 |
1.3000 |
|
2.618 |
1.2727 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3721 |
| PP |
1.3533 |
1.3628 |
| S1 |
1.3488 |
1.3535 |
|