CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3607 |
1.3694 |
0.0087 |
0.6% |
1.3715 |
| High |
1.3791 |
1.3694 |
-0.0097 |
-0.7% |
1.3791 |
| Low |
1.3607 |
1.3290 |
-0.0317 |
-2.3% |
1.3290 |
| Close |
1.3689 |
1.3484 |
-0.0205 |
-1.5% |
1.3484 |
| Range |
0.0184 |
0.0404 |
0.0220 |
119.6% |
0.0501 |
| ATR |
0.0217 |
0.0231 |
0.0013 |
6.1% |
0.0000 |
| Volume |
446 |
99 |
-347 |
-77.8% |
2,689 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4701 |
1.4497 |
1.3706 |
|
| R3 |
1.4297 |
1.4093 |
1.3595 |
|
| R2 |
1.3893 |
1.3893 |
1.3558 |
|
| R1 |
1.3689 |
1.3689 |
1.3521 |
1.3589 |
| PP |
1.3489 |
1.3489 |
1.3489 |
1.3440 |
| S1 |
1.3285 |
1.3285 |
1.3447 |
1.3185 |
| S2 |
1.3085 |
1.3085 |
1.3410 |
|
| S3 |
1.2681 |
1.2881 |
1.3373 |
|
| S4 |
1.2277 |
1.2477 |
1.3262 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5025 |
1.4755 |
1.3760 |
|
| R3 |
1.4524 |
1.4254 |
1.3622 |
|
| R2 |
1.4023 |
1.4023 |
1.3576 |
|
| R1 |
1.3753 |
1.3753 |
1.3530 |
1.3638 |
| PP |
1.3522 |
1.3522 |
1.3522 |
1.3464 |
| S1 |
1.3252 |
1.3252 |
1.3438 |
1.3137 |
| S2 |
1.3021 |
1.3021 |
1.3392 |
|
| S3 |
1.2520 |
1.2751 |
1.3346 |
|
| S4 |
1.2019 |
1.2250 |
1.3208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5411 |
|
2.618 |
1.4752 |
|
1.618 |
1.4348 |
|
1.000 |
1.4098 |
|
0.618 |
1.3944 |
|
HIGH |
1.3694 |
|
0.618 |
1.3540 |
|
0.500 |
1.3492 |
|
0.382 |
1.3444 |
|
LOW |
1.3290 |
|
0.618 |
1.3040 |
|
1.000 |
1.2886 |
|
1.618 |
1.2636 |
|
2.618 |
1.2232 |
|
4.250 |
1.1573 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3492 |
1.3541 |
| PP |
1.3489 |
1.3522 |
| S1 |
1.3487 |
1.3503 |
|