CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3824 |
1.3832 |
0.0008 |
0.1% |
1.4466 |
| High |
1.3824 |
1.3870 |
0.0046 |
0.3% |
1.4480 |
| Low |
1.3824 |
1.3680 |
-0.0144 |
-1.0% |
1.3680 |
| Close |
1.3824 |
1.3808 |
-0.0016 |
-0.1% |
1.3808 |
| Range |
0.0000 |
0.0190 |
0.0190 |
|
0.0800 |
| ATR |
0.0138 |
0.0141 |
0.0004 |
2.7% |
0.0000 |
| Volume |
1,511 |
3,035 |
1,524 |
100.9% |
16,541 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4272 |
1.3913 |
|
| R3 |
1.4166 |
1.4082 |
1.3860 |
|
| R2 |
1.3976 |
1.3976 |
1.3843 |
|
| R1 |
1.3892 |
1.3892 |
1.3825 |
1.3839 |
| PP |
1.3786 |
1.3786 |
1.3786 |
1.3760 |
| S1 |
1.3702 |
1.3702 |
1.3791 |
1.3649 |
| S2 |
1.3596 |
1.3596 |
1.3773 |
|
| S3 |
1.3406 |
1.3512 |
1.3756 |
|
| S4 |
1.3216 |
1.3322 |
1.3704 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6389 |
1.5899 |
1.4248 |
|
| R3 |
1.5589 |
1.5099 |
1.4028 |
|
| R2 |
1.4789 |
1.4789 |
1.3955 |
|
| R1 |
1.4299 |
1.4299 |
1.3881 |
1.4144 |
| PP |
1.3989 |
1.3989 |
1.3989 |
1.3912 |
| S1 |
1.3499 |
1.3499 |
1.3735 |
1.3344 |
| S2 |
1.3189 |
1.3189 |
1.3661 |
|
| S3 |
1.2389 |
1.2699 |
1.3588 |
|
| S4 |
1.1589 |
1.1899 |
1.3368 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4678 |
|
2.618 |
1.4367 |
|
1.618 |
1.4177 |
|
1.000 |
1.4060 |
|
0.618 |
1.3987 |
|
HIGH |
1.3870 |
|
0.618 |
1.3797 |
|
0.500 |
1.3775 |
|
0.382 |
1.3753 |
|
LOW |
1.3680 |
|
0.618 |
1.3563 |
|
1.000 |
1.3490 |
|
1.618 |
1.3373 |
|
2.618 |
1.3183 |
|
4.250 |
1.2873 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3797 |
1.3877 |
| PP |
1.3786 |
1.3854 |
| S1 |
1.3775 |
1.3831 |
|