CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4325 |
1.4194 |
-0.0131 |
-0.9% |
1.4477 |
| High |
1.4371 |
1.4194 |
-0.0177 |
-1.2% |
1.4477 |
| Low |
1.4170 |
1.4076 |
-0.0094 |
-0.7% |
1.4076 |
| Close |
1.4183 |
1.4102 |
-0.0081 |
-0.6% |
1.4102 |
| Range |
0.0201 |
0.0118 |
-0.0083 |
-41.3% |
0.0401 |
| ATR |
0.0087 |
0.0090 |
0.0002 |
2.5% |
0.0000 |
| Volume |
3 |
27 |
24 |
800.0% |
35 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4478 |
1.4408 |
1.4167 |
|
| R3 |
1.4360 |
1.4290 |
1.4134 |
|
| R2 |
1.4242 |
1.4242 |
1.4124 |
|
| R1 |
1.4172 |
1.4172 |
1.4113 |
1.4148 |
| PP |
1.4124 |
1.4124 |
1.4124 |
1.4112 |
| S1 |
1.4054 |
1.4054 |
1.4091 |
1.4030 |
| S2 |
1.4006 |
1.4006 |
1.4080 |
|
| S3 |
1.3888 |
1.3936 |
1.4070 |
|
| S4 |
1.3770 |
1.3818 |
1.4037 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5421 |
1.5163 |
1.4323 |
|
| R3 |
1.5020 |
1.4762 |
1.4212 |
|
| R2 |
1.4619 |
1.4619 |
1.4176 |
|
| R1 |
1.4361 |
1.4361 |
1.4139 |
1.4290 |
| PP |
1.4218 |
1.4218 |
1.4218 |
1.4183 |
| S1 |
1.3960 |
1.3960 |
1.4065 |
1.3889 |
| S2 |
1.3817 |
1.3817 |
1.4028 |
|
| S3 |
1.3416 |
1.3559 |
1.3992 |
|
| S4 |
1.3015 |
1.3158 |
1.3881 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4696 |
|
2.618 |
1.4503 |
|
1.618 |
1.4385 |
|
1.000 |
1.4312 |
|
0.618 |
1.4267 |
|
HIGH |
1.4194 |
|
0.618 |
1.4149 |
|
0.500 |
1.4135 |
|
0.382 |
1.4121 |
|
LOW |
1.4076 |
|
0.618 |
1.4003 |
|
1.000 |
1.3958 |
|
1.618 |
1.3885 |
|
2.618 |
1.3767 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4224 |
| PP |
1.4124 |
1.4183 |
| S1 |
1.4113 |
1.4143 |
|