CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 09-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3540 |
1.3607 |
0.0067 |
0.5% |
1.4454 |
High |
1.3781 |
1.3791 |
0.0010 |
0.1% |
1.4516 |
Low |
1.3540 |
1.3607 |
0.0067 |
0.5% |
1.3691 |
Close |
1.3711 |
1.3689 |
-0.0022 |
-0.2% |
1.3808 |
Range |
0.0241 |
0.0184 |
-0.0057 |
-23.7% |
0.0825 |
ATR |
0.0220 |
0.0217 |
-0.0003 |
-1.2% |
0.0000 |
Volume |
472 |
446 |
-26 |
-5.5% |
16,541 |
|
Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4248 |
1.4152 |
1.3790 |
|
R3 |
1.4064 |
1.3968 |
1.3740 |
|
R2 |
1.3880 |
1.3880 |
1.3723 |
|
R1 |
1.3784 |
1.3784 |
1.3706 |
1.3832 |
PP |
1.3696 |
1.3696 |
1.3696 |
1.3720 |
S1 |
1.3600 |
1.3600 |
1.3672 |
1.3648 |
S2 |
1.3512 |
1.3512 |
1.3655 |
|
S3 |
1.3328 |
1.3416 |
1.3638 |
|
S4 |
1.3144 |
1.3232 |
1.3588 |
|
|
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 |
1.4573 |
2.618 |
1.4273 |
1.618 |
1.4089 |
1.000 |
1.3975 |
0.618 |
1.3905 |
HIGH |
1.3791 |
0.618 |
1.3721 |
0.500 |
1.3699 |
0.382 |
1.3677 |
LOW |
1.3607 |
0.618 |
1.3493 |
1.000 |
1.3423 |
1.618 |
1.3309 |
2.618 |
1.3125 |
4.250 |
1.2825 |
|
|
Fisher Pivots for day following 09-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.3699 |
1.3681 |
PP |
1.3696 |
1.3672 |
S1 |
1.3692 |
1.3664 |
|