CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 03-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3990 |
1.3860 |
-0.0130 |
-0.9% |
1.4454 |
High |
1.4000 |
1.3900 |
-0.0100 |
-0.7% |
1.4516 |
Low |
1.3755 |
1.3691 |
-0.0064 |
-0.5% |
1.3691 |
Close |
1.3824 |
1.3808 |
-0.0016 |
-0.1% |
1.3808 |
Range |
0.0245 |
0.0209 |
-0.0036 |
-14.7% |
0.0825 |
ATR |
0.0201 |
0.0202 |
0.0001 |
0.3% |
0.0000 |
Volume |
1,511 |
3,035 |
1,524 |
100.9% |
16,541 |
|
Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4427 |
1.4326 |
1.3923 |
|
R3 |
1.4218 |
1.4117 |
1.3865 |
|
R2 |
1.4009 |
1.4009 |
1.3846 |
|
R1 |
1.3908 |
1.3908 |
1.3827 |
1.3854 |
PP |
1.3800 |
1.3800 |
1.3800 |
1.3773 |
S1 |
1.3699 |
1.3699 |
1.3789 |
1.3645 |
S2 |
1.3591 |
1.3591 |
1.3770 |
|
S3 |
1.3382 |
1.3490 |
1.3751 |
|
S4 |
1.3173 |
1.3281 |
1.3693 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6480 |
1.5969 |
1.4262 |
|
R3 |
1.5655 |
1.5144 |
1.4035 |
|
R2 |
1.4830 |
1.4830 |
1.3959 |
|
R1 |
1.4319 |
1.4319 |
1.3884 |
1.4162 |
PP |
1.4005 |
1.4005 |
1.4005 |
1.3927 |
S1 |
1.3494 |
1.3494 |
1.3732 |
1.3337 |
S2 |
1.3180 |
1.3180 |
1.3657 |
|
S3 |
1.2355 |
1.2669 |
1.3581 |
|
S4 |
1.1530 |
1.1844 |
1.3354 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4788 |
2.618 |
1.4447 |
1.618 |
1.4238 |
1.000 |
1.4109 |
0.618 |
1.4029 |
HIGH |
1.3900 |
0.618 |
1.3820 |
0.500 |
1.3796 |
0.382 |
1.3771 |
LOW |
1.3691 |
0.618 |
1.3562 |
1.000 |
1.3482 |
1.618 |
1.3353 |
2.618 |
1.3144 |
4.250 |
1.2803 |
|
|
Fisher Pivots for day following 03-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.3804 |
1.3936 |
PP |
1.3800 |
1.3893 |
S1 |
1.3796 |
1.3851 |
|