CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.3265 |
1.2985 |
-0.0280 |
-2.1% |
1.3608 |
High |
1.3289 |
1.2985 |
-0.0304 |
-2.3% |
1.3772 |
Low |
1.3007 |
1.2715 |
-0.0292 |
-2.2% |
1.3355 |
Close |
1.3080 |
1.2832 |
-0.0248 |
-1.9% |
1.3390 |
Range |
0.0282 |
0.0270 |
-0.0012 |
-4.3% |
0.0417 |
ATR |
0.0214 |
0.0225 |
0.0011 |
5.0% |
0.0000 |
Volume |
1,781 |
164 |
-1,617 |
-90.8% |
4,535 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3654 |
1.3513 |
1.2981 |
|
R3 |
1.3384 |
1.3243 |
1.2906 |
|
R2 |
1.3114 |
1.3114 |
1.2882 |
|
R1 |
1.2973 |
1.2973 |
1.2857 |
1.2909 |
PP |
1.2844 |
1.2844 |
1.2844 |
1.2812 |
S1 |
1.2703 |
1.2703 |
1.2807 |
1.2639 |
S2 |
1.2574 |
1.2574 |
1.2783 |
|
S3 |
1.2304 |
1.2433 |
1.2758 |
|
S4 |
1.2034 |
1.2163 |
1.2684 |
|
|
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 |
1.4133 |
2.618 |
1.3692 |
1.618 |
1.3422 |
1.000 |
1.3255 |
0.618 |
1.3152 |
HIGH |
1.2985 |
0.618 |
1.2882 |
0.500 |
1.2850 |
0.382 |
1.2818 |
LOW |
1.2715 |
0.618 |
1.2548 |
1.000 |
1.2445 |
1.618 |
1.2278 |
2.618 |
1.2008 |
4.250 |
1.1568 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2850 |
1.3088 |
PP |
1.2844 |
1.3002 |
S1 |
1.2838 |
1.2917 |
|