CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3442 |
1.3635 |
0.0193 |
1.4% |
1.4466 |
| High |
1.3560 |
1.3700 |
0.0140 |
1.0% |
1.4480 |
| Low |
1.3450 |
1.3575 |
0.0125 |
0.9% |
1.3680 |
| Close |
1.3442 |
1.3635 |
0.0193 |
1.4% |
1.3808 |
| Range |
0.0110 |
0.0125 |
0.0015 |
13.6% |
0.0800 |
| ATR |
0.0157 |
0.0164 |
0.0007 |
4.6% |
0.0000 |
| Volume |
1,350 |
322 |
-1,028 |
-76.1% |
16,541 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4012 |
1.3948 |
1.3704 |
|
| R3 |
1.3887 |
1.3823 |
1.3669 |
|
| R2 |
1.3762 |
1.3762 |
1.3658 |
|
| R1 |
1.3698 |
1.3698 |
1.3646 |
1.3698 |
| PP |
1.3637 |
1.3637 |
1.3637 |
1.3636 |
| S1 |
1.3573 |
1.3573 |
1.3624 |
1.3573 |
| S2 |
1.3512 |
1.3512 |
1.3612 |
|
| S3 |
1.3387 |
1.3448 |
1.3601 |
|
| S4 |
1.3262 |
1.3323 |
1.3566 |
|
|
| 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 |
1.4231 |
|
2.618 |
1.4027 |
|
1.618 |
1.3902 |
|
1.000 |
1.3825 |
|
0.618 |
1.3777 |
|
HIGH |
1.3700 |
|
0.618 |
1.3652 |
|
0.500 |
1.3638 |
|
0.382 |
1.3623 |
|
LOW |
1.3575 |
|
0.618 |
1.3498 |
|
1.000 |
1.3450 |
|
1.618 |
1.3373 |
|
2.618 |
1.3248 |
|
4.250 |
1.3044 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3638 |
1.3660 |
| PP |
1.3637 |
1.3652 |
| S1 |
1.3636 |
1.3643 |
|