CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3540 |
-0.0060 |
-0.4% |
1.4454 |
| High |
1.3724 |
1.3781 |
0.0057 |
0.4% |
1.4516 |
| Low |
1.3536 |
1.3540 |
0.0004 |
0.0% |
1.3691 |
| Close |
1.3635 |
1.3711 |
0.0076 |
0.6% |
1.3808 |
| Range |
0.0188 |
0.0241 |
0.0053 |
28.2% |
0.0825 |
| ATR |
0.0218 |
0.0220 |
0.0002 |
0.7% |
0.0000 |
| Volume |
322 |
472 |
150 |
46.6% |
16,541 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4400 |
1.4297 |
1.3844 |
|
| R3 |
1.4159 |
1.4056 |
1.3777 |
|
| R2 |
1.3918 |
1.3918 |
1.3755 |
|
| R1 |
1.3815 |
1.3815 |
1.3733 |
1.3867 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3703 |
| S1 |
1.3574 |
1.3574 |
1.3689 |
1.3626 |
| S2 |
1.3436 |
1.3436 |
1.3667 |
|
| S3 |
1.3195 |
1.3333 |
1.3645 |
|
| S4 |
1.2954 |
1.3092 |
1.3578 |
|
|
| 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 |
1.4805 |
|
2.618 |
1.4412 |
|
1.618 |
1.4171 |
|
1.000 |
1.4022 |
|
0.618 |
1.3930 |
|
HIGH |
1.3781 |
|
0.618 |
1.3689 |
|
0.500 |
1.3661 |
|
0.382 |
1.3632 |
|
LOW |
1.3540 |
|
0.618 |
1.3391 |
|
1.000 |
1.3299 |
|
1.618 |
1.3150 |
|
2.618 |
1.2909 |
|
4.250 |
1.2516 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3694 |
1.3678 |
| PP |
1.3677 |
1.3645 |
| S1 |
1.3661 |
1.3612 |
|