CME Euro FX Future March 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3711 |
1.3666 |
-0.0045 |
-0.3% |
1.4466 |
| High |
1.3711 |
1.3740 |
0.0029 |
0.2% |
1.4480 |
| Low |
1.3711 |
1.3650 |
-0.0061 |
-0.4% |
1.3680 |
| Close |
1.3711 |
1.3689 |
-0.0022 |
-0.2% |
1.3808 |
| Range |
0.0000 |
0.0090 |
0.0090 |
|
0.0800 |
| ATR |
0.0158 |
0.0153 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
472 |
446 |
-26 |
-5.5% |
16,541 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3963 |
1.3916 |
1.3739 |
|
| R3 |
1.3873 |
1.3826 |
1.3714 |
|
| R2 |
1.3783 |
1.3783 |
1.3706 |
|
| R1 |
1.3736 |
1.3736 |
1.3697 |
1.3760 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3705 |
| S1 |
1.3646 |
1.3646 |
1.3681 |
1.3670 |
| S2 |
1.3603 |
1.3603 |
1.3673 |
|
| S3 |
1.3513 |
1.3556 |
1.3664 |
|
| S4 |
1.3423 |
1.3466 |
1.3640 |
|
|
| 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 |
1.4123 |
|
2.618 |
1.3976 |
|
1.618 |
1.3886 |
|
1.000 |
1.3830 |
|
0.618 |
1.3796 |
|
HIGH |
1.3740 |
|
0.618 |
1.3706 |
|
0.500 |
1.3695 |
|
0.382 |
1.3684 |
|
LOW |
1.3650 |
|
0.618 |
1.3594 |
|
1.000 |
1.3560 |
|
1.618 |
1.3504 |
|
2.618 |
1.3414 |
|
4.250 |
1.3268 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3695 |
1.3679 |
| PP |
1.3693 |
1.3668 |
| S1 |
1.3691 |
1.3658 |
|