CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3365 |
-0.0045 |
-0.3% |
1.3608 |
| High |
1.3434 |
1.3460 |
0.0026 |
0.2% |
1.3772 |
| Low |
1.3355 |
1.3240 |
-0.0115 |
-0.9% |
1.3355 |
| Close |
1.3390 |
1.3273 |
-0.0117 |
-0.9% |
1.3390 |
| Range |
0.0079 |
0.0220 |
0.0141 |
178.5% |
0.0417 |
| ATR |
0.0208 |
0.0209 |
0.0001 |
0.4% |
0.0000 |
| Volume |
767 |
828 |
61 |
8.0% |
4,535 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3984 |
1.3849 |
1.3394 |
|
| R3 |
1.3764 |
1.3629 |
1.3334 |
|
| R2 |
1.3544 |
1.3544 |
1.3313 |
|
| R1 |
1.3409 |
1.3409 |
1.3293 |
1.3367 |
| PP |
1.3324 |
1.3324 |
1.3324 |
1.3303 |
| S1 |
1.3189 |
1.3189 |
1.3253 |
1.3147 |
| S2 |
1.3104 |
1.3104 |
1.3233 |
|
| S3 |
1.2884 |
1.2969 |
1.3213 |
|
| S4 |
1.2664 |
1.2749 |
1.3152 |
|
|
| 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 |
1.4395 |
|
2.618 |
1.4036 |
|
1.618 |
1.3816 |
|
1.000 |
1.3680 |
|
0.618 |
1.3596 |
|
HIGH |
1.3460 |
|
0.618 |
1.3376 |
|
0.500 |
1.3350 |
|
0.382 |
1.3324 |
|
LOW |
1.3240 |
|
0.618 |
1.3104 |
|
1.000 |
1.3020 |
|
1.618 |
1.2884 |
|
2.618 |
1.2664 |
|
4.250 |
1.2305 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3350 |
1.3369 |
| PP |
1.3324 |
1.3337 |
| S1 |
1.3299 |
1.3305 |
|