CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 01-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.4388 |
1.4155 |
-0.0233 |
-1.6% |
1.4425 |
High |
1.4427 |
1.4180 |
-0.0247 |
-1.7% |
1.4786 |
Low |
1.4057 |
1.3988 |
-0.0069 |
-0.5% |
1.4393 |
Close |
1.4126 |
1.4073 |
-0.0053 |
-0.4% |
1.4596 |
Range |
0.0370 |
0.0192 |
-0.0178 |
-48.1% |
0.0393 |
ATR |
0.0192 |
0.0192 |
0.0000 |
0.0% |
0.0000 |
Volume |
1,214 |
1,322 |
108 |
8.9% |
15,750 |
|
Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4656 |
1.4557 |
1.4179 |
|
R3 |
1.4464 |
1.4365 |
1.4126 |
|
R2 |
1.4272 |
1.4272 |
1.4108 |
|
R1 |
1.4173 |
1.4173 |
1.4091 |
1.4127 |
PP |
1.4080 |
1.4080 |
1.4080 |
1.4057 |
S1 |
1.3981 |
1.3981 |
1.4055 |
1.3935 |
S2 |
1.3888 |
1.3888 |
1.4038 |
|
S3 |
1.3696 |
1.3789 |
1.4020 |
|
S4 |
1.3504 |
1.3597 |
1.3967 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5771 |
1.5576 |
1.4812 |
|
R3 |
1.5378 |
1.5183 |
1.4704 |
|
R2 |
1.4985 |
1.4985 |
1.4668 |
|
R1 |
1.4790 |
1.4790 |
1.4632 |
1.4888 |
PP |
1.4592 |
1.4592 |
1.4592 |
1.4640 |
S1 |
1.4397 |
1.4397 |
1.4560 |
1.4495 |
S2 |
1.4199 |
1.4199 |
1.4524 |
|
S3 |
1.3806 |
1.4004 |
1.4488 |
|
S4 |
1.3413 |
1.3611 |
1.4380 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4996 |
2.618 |
1.4683 |
1.618 |
1.4491 |
1.000 |
1.4372 |
0.618 |
1.4299 |
HIGH |
1.4180 |
0.618 |
1.4107 |
0.500 |
1.4084 |
0.382 |
1.4061 |
LOW |
1.3988 |
0.618 |
1.3869 |
1.000 |
1.3796 |
1.618 |
1.3677 |
2.618 |
1.3485 |
4.250 |
1.3172 |
|
|
Fisher Pivots for day following 01-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.4084 |
1.4252 |
PP |
1.4080 |
1.4192 |
S1 |
1.4077 |
1.4133 |
|