CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3619 |
1.3611 |
-0.0008 |
-0.1% |
1.3715 |
| High |
1.3772 |
1.3633 |
-0.0139 |
-1.0% |
1.3791 |
| Low |
1.3619 |
1.3472 |
-0.0147 |
-1.1% |
1.3290 |
| Close |
1.3647 |
1.3498 |
-0.0149 |
-1.1% |
1.3484 |
| Range |
0.0153 |
0.0161 |
0.0008 |
5.2% |
0.0501 |
| ATR |
0.0228 |
0.0224 |
-0.0004 |
-1.7% |
0.0000 |
| Volume |
71 |
365 |
294 |
414.1% |
2,689 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4017 |
1.3919 |
1.3587 |
|
| R3 |
1.3856 |
1.3758 |
1.3542 |
|
| R2 |
1.3695 |
1.3695 |
1.3528 |
|
| R1 |
1.3597 |
1.3597 |
1.3513 |
1.3566 |
| PP |
1.3534 |
1.3534 |
1.3534 |
1.3519 |
| S1 |
1.3436 |
1.3436 |
1.3483 |
1.3405 |
| S2 |
1.3373 |
1.3373 |
1.3468 |
|
| S3 |
1.3212 |
1.3275 |
1.3454 |
|
| S4 |
1.3051 |
1.3114 |
1.3409 |
|
|
| 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 |
1.4317 |
|
2.618 |
1.4054 |
|
1.618 |
1.3893 |
|
1.000 |
1.3794 |
|
0.618 |
1.3732 |
|
HIGH |
1.3633 |
|
0.618 |
1.3571 |
|
0.500 |
1.3553 |
|
0.382 |
1.3534 |
|
LOW |
1.3472 |
|
0.618 |
1.3373 |
|
1.000 |
1.3311 |
|
1.618 |
1.3212 |
|
2.618 |
1.3051 |
|
4.250 |
1.2788 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3553 |
1.3622 |
| PP |
1.3534 |
1.3581 |
| S1 |
1.3516 |
1.3539 |
|