CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4649 |
1.4615 |
-0.0034 |
-0.2% |
1.4057 |
| High |
1.4649 |
1.4685 |
0.0036 |
0.2% |
1.4383 |
| Low |
1.4649 |
1.4585 |
-0.0064 |
-0.4% |
1.3970 |
| Close |
1.4649 |
1.4615 |
-0.0034 |
-0.2% |
1.4383 |
| Range |
0.0000 |
0.0100 |
0.0100 |
|
0.0413 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
2,606 |
203 |
-2,403 |
-92.2% |
1,488 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4928 |
1.4872 |
1.4670 |
|
| R3 |
1.4828 |
1.4772 |
1.4643 |
|
| R2 |
1.4728 |
1.4728 |
1.4633 |
|
| R1 |
1.4672 |
1.4672 |
1.4624 |
1.4665 |
| PP |
1.4628 |
1.4628 |
1.4628 |
1.4625 |
| S1 |
1.4572 |
1.4572 |
1.4606 |
1.4565 |
| S2 |
1.4528 |
1.4528 |
1.4597 |
|
| S3 |
1.4428 |
1.4472 |
1.4588 |
|
| S4 |
1.4328 |
1.4372 |
1.4560 |
|
|
| 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 |
1.5110 |
|
2.618 |
1.4947 |
|
1.618 |
1.4847 |
|
1.000 |
1.4785 |
|
0.618 |
1.4747 |
|
HIGH |
1.4685 |
|
0.618 |
1.4647 |
|
0.500 |
1.4635 |
|
0.382 |
1.4623 |
|
LOW |
1.4585 |
|
0.618 |
1.4523 |
|
1.000 |
1.4485 |
|
1.618 |
1.4423 |
|
2.618 |
1.4323 |
|
4.250 |
1.4160 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4635 |
1.4653 |
| PP |
1.4628 |
1.4640 |
| S1 |
1.4622 |
1.4628 |
|