CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4250 |
1.4325 |
0.0075 |
0.5% |
1.4544 |
| High |
1.4300 |
1.4371 |
0.0071 |
0.5% |
1.4609 |
| Low |
1.4250 |
1.4170 |
-0.0080 |
-0.6% |
1.4497 |
| Close |
1.4347 |
1.4183 |
-0.0164 |
-1.1% |
1.4497 |
| Range |
0.0050 |
0.0201 |
0.0151 |
302.0% |
0.0112 |
| ATR |
0.0079 |
0.0087 |
0.0009 |
11.1% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
35 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4844 |
1.4715 |
1.4294 |
|
| R3 |
1.4643 |
1.4514 |
1.4238 |
|
| R2 |
1.4442 |
1.4442 |
1.4220 |
|
| R1 |
1.4313 |
1.4313 |
1.4201 |
1.4277 |
| PP |
1.4241 |
1.4241 |
1.4241 |
1.4224 |
| S1 |
1.4112 |
1.4112 |
1.4165 |
1.4076 |
| S2 |
1.4040 |
1.4040 |
1.4146 |
|
| S3 |
1.3839 |
1.3911 |
1.4128 |
|
| S4 |
1.3638 |
1.3710 |
1.4072 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4870 |
1.4796 |
1.4559 |
|
| R3 |
1.4758 |
1.4684 |
1.4528 |
|
| R2 |
1.4646 |
1.4646 |
1.4518 |
|
| R1 |
1.4572 |
1.4572 |
1.4507 |
1.4553 |
| PP |
1.4534 |
1.4534 |
1.4534 |
1.4525 |
| S1 |
1.4460 |
1.4460 |
1.4487 |
1.4441 |
| S2 |
1.4422 |
1.4422 |
1.4476 |
|
| S3 |
1.4310 |
1.4348 |
1.4466 |
|
| S4 |
1.4198 |
1.4236 |
1.4435 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5225 |
|
2.618 |
1.4897 |
|
1.618 |
1.4696 |
|
1.000 |
1.4572 |
|
0.618 |
1.4495 |
|
HIGH |
1.4371 |
|
0.618 |
1.4294 |
|
0.500 |
1.4271 |
|
0.382 |
1.4247 |
|
LOW |
1.4170 |
|
0.618 |
1.4046 |
|
1.000 |
1.3969 |
|
1.618 |
1.3845 |
|
2.618 |
1.3644 |
|
4.250 |
1.3316 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4271 |
1.4324 |
| PP |
1.4241 |
1.4277 |
| S1 |
1.4212 |
1.4230 |
|