CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3611 |
1.3451 |
-0.0160 |
-1.2% |
1.3715 |
High |
1.3633 |
1.3497 |
-0.0136 |
-1.0% |
1.3791 |
Low |
1.3472 |
1.3356 |
-0.0116 |
-0.9% |
1.3290 |
Close |
1.3498 |
1.3410 |
-0.0088 |
-0.7% |
1.3484 |
Range |
0.0161 |
0.0141 |
-0.0020 |
-12.4% |
0.0501 |
ATR |
0.0224 |
0.0218 |
-0.0006 |
-2.6% |
0.0000 |
Volume |
365 |
3,174 |
2,809 |
769.6% |
2,689 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3844 |
1.3768 |
1.3488 |
|
R3 |
1.3703 |
1.3627 |
1.3449 |
|
R2 |
1.3562 |
1.3562 |
1.3436 |
|
R1 |
1.3486 |
1.3486 |
1.3423 |
1.3454 |
PP |
1.3421 |
1.3421 |
1.3421 |
1.3405 |
S1 |
1.3345 |
1.3345 |
1.3397 |
1.3313 |
S2 |
1.3280 |
1.3280 |
1.3384 |
|
S3 |
1.3139 |
1.3204 |
1.3371 |
|
S4 |
1.2998 |
1.3063 |
1.3332 |
|
|
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 |
1.4096 |
2.618 |
1.3866 |
1.618 |
1.3725 |
1.000 |
1.3638 |
0.618 |
1.3584 |
HIGH |
1.3497 |
0.618 |
1.3443 |
0.500 |
1.3427 |
0.382 |
1.3410 |
LOW |
1.3356 |
0.618 |
1.3269 |
1.000 |
1.3215 |
1.618 |
1.3128 |
2.618 |
1.2987 |
4.250 |
1.2757 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.3427 |
1.3564 |
PP |
1.3421 |
1.3513 |
S1 |
1.3416 |
1.3461 |
|