CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4661 |
1.4670 |
0.0009 |
0.1% |
1.4519 |
| High |
1.4700 |
1.4670 |
-0.0030 |
-0.2% |
1.4700 |
| Low |
1.4661 |
1.4660 |
-0.0001 |
0.0% |
1.4518 |
| Close |
1.4719 |
1.4621 |
-0.0098 |
-0.7% |
1.4621 |
| Range |
0.0039 |
0.0010 |
-0.0029 |
-74.4% |
0.0182 |
| ATR |
0.0082 |
0.0081 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
5 |
162 |
157 |
3,140.0% |
394 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4680 |
1.4661 |
1.4627 |
|
| R3 |
1.4670 |
1.4651 |
1.4624 |
|
| R2 |
1.4660 |
1.4660 |
1.4623 |
|
| R1 |
1.4641 |
1.4641 |
1.4622 |
1.4646 |
| PP |
1.4650 |
1.4650 |
1.4650 |
1.4653 |
| S1 |
1.4631 |
1.4631 |
1.4620 |
1.4636 |
| S2 |
1.4640 |
1.4640 |
1.4619 |
|
| S3 |
1.4630 |
1.4621 |
1.4618 |
|
| S4 |
1.4620 |
1.4611 |
1.4616 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5072 |
1.4721 |
|
| R3 |
1.4977 |
1.4890 |
1.4671 |
|
| R2 |
1.4795 |
1.4795 |
1.4654 |
|
| R1 |
1.4708 |
1.4708 |
1.4638 |
1.4752 |
| PP |
1.4613 |
1.4613 |
1.4613 |
1.4635 |
| S1 |
1.4526 |
1.4526 |
1.4604 |
1.4570 |
| S2 |
1.4431 |
1.4431 |
1.4588 |
|
| S3 |
1.4249 |
1.4344 |
1.4571 |
|
| S4 |
1.4067 |
1.4162 |
1.4521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4713 |
|
2.618 |
1.4696 |
|
1.618 |
1.4686 |
|
1.000 |
1.4680 |
|
0.618 |
1.4676 |
|
HIGH |
1.4670 |
|
0.618 |
1.4666 |
|
0.500 |
1.4665 |
|
0.382 |
1.4664 |
|
LOW |
1.4660 |
|
0.618 |
1.4654 |
|
1.000 |
1.4650 |
|
1.618 |
1.4644 |
|
2.618 |
1.4634 |
|
4.250 |
1.4618 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4665 |
1.4656 |
| PP |
1.4650 |
1.4644 |
| S1 |
1.4636 |
1.4633 |
|