CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4028 |
1.3905 |
-0.0123 |
-0.9% |
1.4477 |
| High |
1.4037 |
1.3905 |
-0.0132 |
-0.9% |
1.4477 |
| Low |
1.3866 |
1.3765 |
-0.0101 |
-0.7% |
1.4076 |
| Close |
1.3894 |
1.3811 |
-0.0083 |
-0.6% |
1.4102 |
| Range |
0.0171 |
0.0140 |
-0.0031 |
-18.1% |
0.0401 |
| ATR |
0.0092 |
0.0096 |
0.0003 |
3.7% |
0.0000 |
| Volume |
15 |
30 |
15 |
100.0% |
35 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4247 |
1.4169 |
1.3888 |
|
| R3 |
1.4107 |
1.4029 |
1.3850 |
|
| R2 |
1.3967 |
1.3967 |
1.3837 |
|
| R1 |
1.3889 |
1.3889 |
1.3824 |
1.3858 |
| PP |
1.3827 |
1.3827 |
1.3827 |
1.3812 |
| S1 |
1.3749 |
1.3749 |
1.3798 |
1.3718 |
| S2 |
1.3687 |
1.3687 |
1.3785 |
|
| S3 |
1.3547 |
1.3609 |
1.3773 |
|
| S4 |
1.3407 |
1.3469 |
1.3734 |
|
|
| 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 |
1.4500 |
|
2.618 |
1.4272 |
|
1.618 |
1.4132 |
|
1.000 |
1.4045 |
|
0.618 |
1.3992 |
|
HIGH |
1.3905 |
|
0.618 |
1.3852 |
|
0.500 |
1.3835 |
|
0.382 |
1.3818 |
|
LOW |
1.3765 |
|
0.618 |
1.3678 |
|
1.000 |
1.3625 |
|
1.618 |
1.3538 |
|
2.618 |
1.3398 |
|
4.250 |
1.3170 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3835 |
1.3901 |
| PP |
1.3827 |
1.3871 |
| S1 |
1.3819 |
1.3841 |
|