CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3694 |
1.3608 |
-0.0086 |
-0.6% |
1.3715 |
| High |
1.3694 |
1.3651 |
-0.0043 |
-0.3% |
1.3791 |
| Low |
1.3290 |
1.3507 |
0.0217 |
1.6% |
1.3290 |
| Close |
1.3484 |
1.3523 |
0.0039 |
0.3% |
1.3484 |
| Range |
0.0404 |
0.0144 |
-0.0260 |
-64.4% |
0.0501 |
| ATR |
0.0231 |
0.0226 |
-0.0005 |
-2.0% |
0.0000 |
| Volume |
99 |
158 |
59 |
59.6% |
2,689 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3992 |
1.3902 |
1.3602 |
|
| R3 |
1.3848 |
1.3758 |
1.3563 |
|
| R2 |
1.3704 |
1.3704 |
1.3549 |
|
| R1 |
1.3614 |
1.3614 |
1.3536 |
1.3587 |
| PP |
1.3560 |
1.3560 |
1.3560 |
1.3547 |
| S1 |
1.3470 |
1.3470 |
1.3510 |
1.3443 |
| S2 |
1.3416 |
1.3416 |
1.3497 |
|
| S3 |
1.3272 |
1.3326 |
1.3483 |
|
| S4 |
1.3128 |
1.3182 |
1.3444 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5025 |
1.4755 |
1.3760 |
|
| R3 |
1.4524 |
1.4254 |
1.3622 |
|
| R2 |
1.4023 |
1.4023 |
1.3576 |
|
| R1 |
1.3753 |
1.3753 |
1.3530 |
1.3638 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3464 |
| S1 |
1.3252 |
1.3252 |
1.3438 |
1.3137 |
| S2 |
1.3021 |
1.3021 |
1.3392 |
|
| S3 |
1.2520 |
1.2751 |
1.3346 |
|
| S4 |
1.2019 |
1.2250 |
1.3208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4263 |
|
2.618 |
1.4028 |
|
1.618 |
1.3884 |
|
1.000 |
1.3795 |
|
0.618 |
1.3740 |
|
HIGH |
1.3651 |
|
0.618 |
1.3596 |
|
0.500 |
1.3579 |
|
0.382 |
1.3562 |
|
LOW |
1.3507 |
|
0.618 |
1.3418 |
|
1.000 |
1.3363 |
|
1.618 |
1.3274 |
|
2.618 |
1.3130 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3541 |
| PP |
1.3560 |
1.3535 |
| S1 |
1.3542 |
1.3529 |
|