CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3451 |
1.3410 |
-0.0041 |
-0.3% |
1.3608 |
High |
1.3497 |
1.3434 |
-0.0063 |
-0.5% |
1.3772 |
Low |
1.3356 |
1.3355 |
-0.0001 |
0.0% |
1.3355 |
Close |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3390 |
Range |
0.0141 |
0.0079 |
-0.0062 |
-44.0% |
0.0417 |
ATR |
0.0218 |
0.0208 |
-0.0010 |
-4.6% |
0.0000 |
Volume |
3,174 |
767 |
-2,407 |
-75.8% |
4,535 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3630 |
1.3589 |
1.3433 |
|
R3 |
1.3551 |
1.3510 |
1.3412 |
|
R2 |
1.3472 |
1.3472 |
1.3404 |
|
R1 |
1.3431 |
1.3431 |
1.3397 |
1.3412 |
PP |
1.3393 |
1.3393 |
1.3393 |
1.3384 |
S1 |
1.3352 |
1.3352 |
1.3383 |
1.3333 |
S2 |
1.3314 |
1.3314 |
1.3376 |
|
S3 |
1.3235 |
1.3273 |
1.3368 |
|
S4 |
1.3156 |
1.3194 |
1.3347 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4757 |
1.4490 |
1.3619 |
|
R3 |
1.4340 |
1.4073 |
1.3505 |
|
R2 |
1.3923 |
1.3923 |
1.3466 |
|
R1 |
1.3656 |
1.3656 |
1.3428 |
1.3581 |
PP |
1.3506 |
1.3506 |
1.3506 |
1.3468 |
S1 |
1.3239 |
1.3239 |
1.3352 |
1.3164 |
S2 |
1.3089 |
1.3089 |
1.3314 |
|
S3 |
1.2672 |
1.2822 |
1.3275 |
|
S4 |
1.2255 |
1.2405 |
1.3161 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3770 |
2.618 |
1.3641 |
1.618 |
1.3562 |
1.000 |
1.3513 |
0.618 |
1.3483 |
HIGH |
1.3434 |
0.618 |
1.3404 |
0.500 |
1.3395 |
0.382 |
1.3385 |
LOW |
1.3355 |
0.618 |
1.3306 |
1.000 |
1.3276 |
1.618 |
1.3227 |
2.618 |
1.3148 |
4.250 |
1.3019 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.3395 |
1.3494 |
PP |
1.3393 |
1.3459 |
S1 |
1.3392 |
1.3425 |
|