CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3715 |
1.3600 |
-0.0115 |
-0.8% |
1.4454 |
High |
1.3715 |
1.3724 |
0.0009 |
0.1% |
1.4516 |
Low |
1.3442 |
1.3536 |
0.0094 |
0.7% |
1.3691 |
Close |
1.3442 |
1.3635 |
0.0193 |
1.4% |
1.3808 |
Range |
0.0273 |
0.0188 |
-0.0085 |
-31.1% |
0.0825 |
ATR |
0.0213 |
0.0218 |
0.0005 |
2.3% |
0.0000 |
Volume |
1,350 |
322 |
-1,028 |
-76.1% |
16,541 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4196 |
1.4103 |
1.3738 |
|
R3 |
1.4008 |
1.3915 |
1.3687 |
|
R2 |
1.3820 |
1.3820 |
1.3669 |
|
R1 |
1.3727 |
1.3727 |
1.3652 |
1.3774 |
PP |
1.3632 |
1.3632 |
1.3632 |
1.3655 |
S1 |
1.3539 |
1.3539 |
1.3618 |
1.3586 |
S2 |
1.3444 |
1.3444 |
1.3601 |
|
S3 |
1.3256 |
1.3351 |
1.3583 |
|
S4 |
1.3068 |
1.3163 |
1.3532 |
|
|
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 |
1.4523 |
2.618 |
1.4216 |
1.618 |
1.4028 |
1.000 |
1.3912 |
0.618 |
1.3840 |
HIGH |
1.3724 |
0.618 |
1.3652 |
0.500 |
1.3630 |
0.382 |
1.3608 |
LOW |
1.3536 |
0.618 |
1.3420 |
1.000 |
1.3348 |
1.618 |
1.3232 |
2.618 |
1.3044 |
4.250 |
1.2737 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.3633 |
1.3671 |
PP |
1.3632 |
1.3659 |
S1 |
1.3630 |
1.3647 |
|