CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1.4130 |
1.4302 |
0.0172 |
1.2% |
1.4039 |
| High |
1.4317 |
1.4475 |
0.0158 |
1.1% |
1.4080 |
| Low |
1.4037 |
1.4211 |
0.0174 |
1.2% |
1.3765 |
| Close |
1.4311 |
1.4327 |
0.0016 |
0.1% |
1.4076 |
| Range |
0.0280 |
0.0264 |
-0.0016 |
-5.7% |
0.0315 |
| ATR |
0.0136 |
0.0145 |
0.0009 |
6.8% |
0.0000 |
| Volume |
393 |
491 |
98 |
24.9% |
116 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5130 |
1.4992 |
1.4472 |
|
| R3 |
1.4866 |
1.4728 |
1.4400 |
|
| R2 |
1.4602 |
1.4602 |
1.4375 |
|
| R1 |
1.4464 |
1.4464 |
1.4351 |
1.4533 |
| PP |
1.4338 |
1.4338 |
1.4338 |
1.4372 |
| S1 |
1.4200 |
1.4200 |
1.4303 |
1.4269 |
| S2 |
1.4074 |
1.4074 |
1.4279 |
|
| S3 |
1.3810 |
1.3936 |
1.4254 |
|
| S4 |
1.3546 |
1.3672 |
1.4182 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4919 |
1.4812 |
1.4249 |
|
| R3 |
1.4604 |
1.4497 |
1.4163 |
|
| R2 |
1.4289 |
1.4289 |
1.4134 |
|
| R1 |
1.4182 |
1.4182 |
1.4105 |
1.4236 |
| PP |
1.3974 |
1.3974 |
1.3974 |
1.4000 |
| S1 |
1.3867 |
1.3867 |
1.4047 |
1.3921 |
| S2 |
1.3659 |
1.3659 |
1.4018 |
|
| S3 |
1.3344 |
1.3552 |
1.3989 |
|
| S4 |
1.3029 |
1.3237 |
1.3903 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5597 |
|
2.618 |
1.5166 |
|
1.618 |
1.4902 |
|
1.000 |
1.4739 |
|
0.618 |
1.4638 |
|
HIGH |
1.4475 |
|
0.618 |
1.4374 |
|
0.500 |
1.4343 |
|
0.382 |
1.4312 |
|
LOW |
1.4211 |
|
0.618 |
1.4048 |
|
1.000 |
1.3947 |
|
1.618 |
1.3784 |
|
2.618 |
1.3520 |
|
4.250 |
1.3089 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.4343 |
1.4295 |
| PP |
1.4338 |
1.4263 |
| S1 |
1.4332 |
1.4231 |
|