CME Euro FX Future March 2009
Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.4311 |
1.4327 |
0.0016 |
0.1% |
1.3925 |
High |
1.4311 |
1.4327 |
0.0016 |
0.1% |
1.4045 |
Low |
1.4311 |
1.4327 |
0.0016 |
0.1% |
1.3811 |
Close |
1.4311 |
1.4327 |
0.0016 |
0.1% |
1.4076 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
393 |
491 |
98 |
24.9% |
116 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4327 |
1.4327 |
1.4327 |
|
R3 |
1.4327 |
1.4327 |
1.4327 |
|
R2 |
1.4327 |
1.4327 |
1.4327 |
|
R1 |
1.4327 |
1.4327 |
1.4327 |
1.4327 |
PP |
1.4327 |
1.4327 |
1.4327 |
1.4327 |
S1 |
1.4327 |
1.4327 |
1.4327 |
1.4327 |
S2 |
1.4327 |
1.4327 |
1.4327 |
|
S3 |
1.4327 |
1.4327 |
1.4327 |
|
S4 |
1.4327 |
1.4327 |
1.4327 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4679 |
1.4612 |
1.4205 |
|
R3 |
1.4445 |
1.4378 |
1.4140 |
|
R2 |
1.4211 |
1.4211 |
1.4119 |
|
R1 |
1.4144 |
1.4144 |
1.4097 |
1.4178 |
PP |
1.3977 |
1.3977 |
1.3977 |
1.3994 |
S1 |
1.3910 |
1.3910 |
1.4055 |
1.3944 |
S2 |
1.3743 |
1.3743 |
1.4033 |
|
S3 |
1.3509 |
1.3676 |
1.4012 |
|
S4 |
1.3275 |
1.3442 |
1.3947 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4327 |
2.618 |
1.4327 |
1.618 |
1.4327 |
1.000 |
1.4327 |
0.618 |
1.4327 |
HIGH |
1.4327 |
0.618 |
1.4327 |
0.500 |
1.4327 |
0.382 |
1.4327 |
LOW |
1.4327 |
0.618 |
1.4327 |
1.000 |
1.4327 |
1.618 |
1.4327 |
2.618 |
1.4327 |
4.250 |
1.4327 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4327 |
1.4268 |
PP |
1.4327 |
1.4208 |
S1 |
1.4327 |
1.4149 |
|