CME Euro FX Future March 2009
Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1.4383 |
1.4721 |
0.0338 |
2.3% |
1.4057 |
High |
1.4383 |
1.4721 |
0.0338 |
2.3% |
1.4383 |
Low |
1.4383 |
1.4721 |
0.0338 |
2.3% |
1.3970 |
Close |
1.4383 |
1.4721 |
0.0338 |
2.3% |
1.4383 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0128 |
0.0128 |
|
0.0000 |
Volume |
461 |
1,047 |
586 |
127.1% |
1,488 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4721 |
1.4721 |
1.4721 |
|
R3 |
1.4721 |
1.4721 |
1.4721 |
|
R2 |
1.4721 |
1.4721 |
1.4721 |
|
R1 |
1.4721 |
1.4721 |
1.4721 |
1.4721 |
PP |
1.4721 |
1.4721 |
1.4721 |
1.4721 |
S1 |
1.4721 |
1.4721 |
1.4721 |
1.4721 |
S2 |
1.4721 |
1.4721 |
1.4721 |
|
S3 |
1.4721 |
1.4721 |
1.4721 |
|
S4 |
1.4721 |
1.4721 |
1.4721 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5484 |
1.5347 |
1.4610 |
|
R3 |
1.5071 |
1.4934 |
1.4497 |
|
R2 |
1.4658 |
1.4658 |
1.4459 |
|
R1 |
1.4521 |
1.4521 |
1.4421 |
1.4590 |
PP |
1.4245 |
1.4245 |
1.4245 |
1.4280 |
S1 |
1.4108 |
1.4108 |
1.4345 |
1.4177 |
S2 |
1.3832 |
1.3832 |
1.4307 |
|
S3 |
1.3419 |
1.3695 |
1.4269 |
|
S4 |
1.3006 |
1.3282 |
1.4156 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4721 |
2.618 |
1.4721 |
1.618 |
1.4721 |
1.000 |
1.4721 |
0.618 |
1.4721 |
HIGH |
1.4721 |
0.618 |
1.4721 |
0.500 |
1.4721 |
0.382 |
1.4721 |
LOW |
1.4721 |
0.618 |
1.4721 |
1.000 |
1.4721 |
1.618 |
1.4721 |
2.618 |
1.4721 |
4.250 |
1.4721 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4721 |
1.4655 |
PP |
1.4721 |
1.4590 |
S1 |
1.4721 |
1.4524 |
|