CME Euro FX (E) Future March 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1.2985 |
1.2740 |
-0.0245 |
-1.9% |
1.3608 |
High |
1.2985 |
1.2905 |
-0.0080 |
-0.6% |
1.3772 |
Low |
1.2715 |
1.2722 |
0.0007 |
0.1% |
1.3355 |
Close |
1.2832 |
1.2821 |
-0.0011 |
-0.1% |
1.3390 |
Range |
0.0270 |
0.0183 |
-0.0087 |
-32.2% |
0.0417 |
ATR |
0.0225 |
0.0222 |
-0.0003 |
-1.3% |
0.0000 |
Volume |
164 |
346 |
182 |
111.0% |
4,535 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3365 |
1.3276 |
1.2922 |
|
R3 |
1.3182 |
1.3093 |
1.2871 |
|
R2 |
1.2999 |
1.2999 |
1.2855 |
|
R1 |
1.2910 |
1.2910 |
1.2838 |
1.2955 |
PP |
1.2816 |
1.2816 |
1.2816 |
1.2838 |
S1 |
1.2727 |
1.2727 |
1.2804 |
1.2772 |
S2 |
1.2633 |
1.2633 |
1.2787 |
|
S3 |
1.2450 |
1.2544 |
1.2771 |
|
S4 |
1.2267 |
1.2361 |
1.2720 |
|
|
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 |
1.3683 |
2.618 |
1.3384 |
1.618 |
1.3201 |
1.000 |
1.3088 |
0.618 |
1.3018 |
HIGH |
1.2905 |
0.618 |
1.2835 |
0.500 |
1.2814 |
0.382 |
1.2792 |
LOW |
1.2722 |
0.618 |
1.2609 |
1.000 |
1.2539 |
1.618 |
1.2426 |
2.618 |
1.2243 |
4.250 |
1.1944 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1.2819 |
1.3002 |
PP |
1.2816 |
1.2942 |
S1 |
1.2814 |
1.2881 |
|