CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4596 |
1.4466 |
-0.0130 |
-0.9% |
1.4721 |
| High |
1.4596 |
1.4480 |
-0.0116 |
-0.8% |
1.4721 |
| Low |
1.4596 |
1.4365 |
-0.0231 |
-1.6% |
1.4585 |
| Close |
1.4596 |
1.4471 |
-0.0125 |
-0.9% |
1.4596 |
| Range |
0.0000 |
0.0115 |
0.0115 |
|
0.0136 |
| ATR |
0.0108 |
0.0117 |
0.0009 |
8.1% |
0.0000 |
| Volume |
11,817 |
9,459 |
-2,358 |
-20.0% |
15,750 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4784 |
1.4742 |
1.4534 |
|
| R3 |
1.4669 |
1.4627 |
1.4503 |
|
| R2 |
1.4554 |
1.4554 |
1.4492 |
|
| R1 |
1.4512 |
1.4512 |
1.4482 |
1.4533 |
| PP |
1.4439 |
1.4439 |
1.4439 |
1.4449 |
| S1 |
1.4397 |
1.4397 |
1.4460 |
1.4418 |
| S2 |
1.4324 |
1.4324 |
1.4450 |
|
| S3 |
1.4209 |
1.4282 |
1.4439 |
|
| S4 |
1.4094 |
1.4167 |
1.4408 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5042 |
1.4955 |
1.4671 |
|
| R3 |
1.4906 |
1.4819 |
1.4633 |
|
| R2 |
1.4770 |
1.4770 |
1.4621 |
|
| R1 |
1.4683 |
1.4683 |
1.4608 |
1.4659 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4622 |
| S1 |
1.4547 |
1.4547 |
1.4584 |
1.4523 |
| S2 |
1.4498 |
1.4498 |
1.4571 |
|
| S3 |
1.4362 |
1.4411 |
1.4559 |
|
| S4 |
1.4226 |
1.4275 |
1.4521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4969 |
|
2.618 |
1.4781 |
|
1.618 |
1.4666 |
|
1.000 |
1.4595 |
|
0.618 |
1.4551 |
|
HIGH |
1.4480 |
|
0.618 |
1.4436 |
|
0.500 |
1.4423 |
|
0.382 |
1.4409 |
|
LOW |
1.4365 |
|
0.618 |
1.4294 |
|
1.000 |
1.4250 |
|
1.618 |
1.4179 |
|
2.618 |
1.4064 |
|
4.250 |
1.3876 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4455 |
1.4481 |
| PP |
1.4439 |
1.4477 |
| S1 |
1.4423 |
1.4474 |
|