CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4039 |
1.3940 |
-0.0099 |
-0.7% |
1.4477 |
| High |
1.4080 |
1.3984 |
-0.0096 |
-0.7% |
1.4477 |
| Low |
1.4011 |
1.3940 |
-0.0071 |
-0.5% |
1.4076 |
| Close |
1.3966 |
1.4028 |
0.0062 |
0.4% |
1.4102 |
| Range |
0.0069 |
0.0044 |
-0.0025 |
-36.2% |
0.0401 |
| ATR |
0.0090 |
0.0086 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
24 |
13 |
-11 |
-45.8% |
35 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4116 |
1.4116 |
1.4052 |
|
| R3 |
1.4072 |
1.4072 |
1.4040 |
|
| R2 |
1.4028 |
1.4028 |
1.4036 |
|
| R1 |
1.4028 |
1.4028 |
1.4032 |
1.4028 |
| PP |
1.3984 |
1.3984 |
1.3984 |
1.3984 |
| S1 |
1.3984 |
1.3984 |
1.4024 |
1.3984 |
| S2 |
1.3940 |
1.3940 |
1.4020 |
|
| S3 |
1.3896 |
1.3940 |
1.4016 |
|
| S4 |
1.3852 |
1.3896 |
1.4004 |
|
|
| 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 |
1.4171 |
|
2.618 |
1.4099 |
|
1.618 |
1.4055 |
|
1.000 |
1.4028 |
|
0.618 |
1.4011 |
|
HIGH |
1.3984 |
|
0.618 |
1.3967 |
|
0.500 |
1.3962 |
|
0.382 |
1.3957 |
|
LOW |
1.3940 |
|
0.618 |
1.3913 |
|
1.000 |
1.3896 |
|
1.618 |
1.3869 |
|
2.618 |
1.3825 |
|
4.250 |
1.3753 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4006 |
1.4067 |
| PP |
1.3984 |
1.4054 |
| S1 |
1.3962 |
1.4041 |
|