CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.3365 |
1.3265 |
-0.0100 |
-0.7% |
1.3608 |
| High |
1.3460 |
1.3289 |
-0.0171 |
-1.3% |
1.3772 |
| Low |
1.3240 |
1.3007 |
-0.0233 |
-1.8% |
1.3355 |
| Close |
1.3273 |
1.3080 |
-0.0193 |
-1.5% |
1.3390 |
| Range |
0.0220 |
0.0282 |
0.0062 |
28.2% |
0.0417 |
| ATR |
0.0209 |
0.0214 |
0.0005 |
2.5% |
0.0000 |
| Volume |
828 |
1,781 |
953 |
115.1% |
4,535 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3971 |
1.3808 |
1.3235 |
|
| R3 |
1.3689 |
1.3526 |
1.3158 |
|
| R2 |
1.3407 |
1.3407 |
1.3132 |
|
| R1 |
1.3244 |
1.3244 |
1.3106 |
1.3185 |
| PP |
1.3125 |
1.3125 |
1.3125 |
1.3096 |
| S1 |
1.2962 |
1.2962 |
1.3054 |
1.2903 |
| S2 |
1.2843 |
1.2843 |
1.3028 |
|
| S3 |
1.2561 |
1.2680 |
1.3002 |
|
| S4 |
1.2279 |
1.2398 |
1.2925 |
|
|
| 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 |
1.4488 |
|
2.618 |
1.4027 |
|
1.618 |
1.3745 |
|
1.000 |
1.3571 |
|
0.618 |
1.3463 |
|
HIGH |
1.3289 |
|
0.618 |
1.3181 |
|
0.500 |
1.3148 |
|
0.382 |
1.3115 |
|
LOW |
1.3007 |
|
0.618 |
1.2833 |
|
1.000 |
1.2725 |
|
1.618 |
1.2551 |
|
2.618 |
1.2269 |
|
4.250 |
1.1809 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3234 |
| PP |
1.3125 |
1.3182 |
| S1 |
1.3103 |
1.3131 |
|