CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3608 |
1.3619 |
0.0011 |
0.1% |
1.3715 |
| High |
1.3651 |
1.3772 |
0.0121 |
0.9% |
1.3791 |
| Low |
1.3507 |
1.3619 |
0.0112 |
0.8% |
1.3290 |
| Close |
1.3523 |
1.3647 |
0.0124 |
0.9% |
1.3484 |
| Range |
0.0144 |
0.0153 |
0.0009 |
6.3% |
0.0501 |
| ATR |
0.0226 |
0.0228 |
0.0002 |
0.7% |
0.0000 |
| Volume |
158 |
71 |
-87 |
-55.1% |
2,689 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4138 |
1.4046 |
1.3731 |
|
| R3 |
1.3985 |
1.3893 |
1.3689 |
|
| R2 |
1.3832 |
1.3832 |
1.3675 |
|
| R1 |
1.3740 |
1.3740 |
1.3661 |
1.3786 |
| PP |
1.3679 |
1.3679 |
1.3679 |
1.3703 |
| S1 |
1.3587 |
1.3587 |
1.3633 |
1.3633 |
| S2 |
1.3526 |
1.3526 |
1.3619 |
|
| S3 |
1.3373 |
1.3434 |
1.3605 |
|
| S4 |
1.3220 |
1.3281 |
1.3563 |
|
|
| 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 |
1.4422 |
|
2.618 |
1.4173 |
|
1.618 |
1.4020 |
|
1.000 |
1.3925 |
|
0.618 |
1.3867 |
|
HIGH |
1.3772 |
|
0.618 |
1.3714 |
|
0.500 |
1.3696 |
|
0.382 |
1.3677 |
|
LOW |
1.3619 |
|
0.618 |
1.3524 |
|
1.000 |
1.3466 |
|
1.618 |
1.3371 |
|
2.618 |
1.3218 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3608 |
| PP |
1.3679 |
1.3570 |
| S1 |
1.3663 |
1.3531 |
|