CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1.4567 |
1.4609 |
0.0042 |
0.3% |
1.4519 |
High |
1.4567 |
1.4609 |
0.0042 |
0.3% |
1.4700 |
Low |
1.4567 |
1.4609 |
0.0042 |
0.3% |
1.4518 |
Close |
1.4559 |
1.4553 |
-0.0006 |
0.0% |
1.4621 |
Range |
|
|
|
|
|
ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
0 |
1 |
1 |
|
394 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4590 |
1.4572 |
1.4553 |
|
R3 |
1.4590 |
1.4572 |
1.4553 |
|
R2 |
1.4590 |
1.4590 |
1.4553 |
|
R1 |
1.4572 |
1.4572 |
1.4553 |
1.4581 |
PP |
1.4590 |
1.4590 |
1.4590 |
1.4595 |
S1 |
1.4572 |
1.4572 |
1.4553 |
1.4581 |
S2 |
1.4590 |
1.4590 |
1.4553 |
|
S3 |
1.4590 |
1.4572 |
1.4553 |
|
S4 |
1.4590 |
1.4572 |
1.4553 |
|
|
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 |
1.4609 |
2.618 |
1.4609 |
1.618 |
1.4609 |
1.000 |
1.4609 |
0.618 |
1.4609 |
HIGH |
1.4609 |
0.618 |
1.4609 |
0.500 |
1.4609 |
0.382 |
1.4609 |
LOW |
1.4609 |
0.618 |
1.4609 |
1.000 |
1.4609 |
1.618 |
1.4609 |
2.618 |
1.4609 |
4.250 |
1.4609 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4609 |
1.4554 |
PP |
1.4590 |
1.4553 |
S1 |
1.4572 |
1.4553 |
|