CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2785 |
0.0045 |
0.4% |
1.3365 |
| High |
1.2905 |
1.2785 |
-0.0120 |
-0.9% |
1.3460 |
| Low |
1.2722 |
1.2505 |
-0.0217 |
-1.7% |
1.2505 |
| Close |
1.2821 |
1.2599 |
-0.0222 |
-1.7% |
1.2599 |
| Range |
0.0183 |
0.0280 |
0.0097 |
53.0% |
0.0955 |
| ATR |
0.0222 |
0.0229 |
0.0007 |
3.0% |
0.0000 |
| Volume |
346 |
425 |
79 |
22.8% |
3,544 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3314 |
1.2753 |
|
| R3 |
1.3190 |
1.3034 |
1.2676 |
|
| R2 |
1.2910 |
1.2910 |
1.2650 |
|
| R1 |
1.2754 |
1.2754 |
1.2625 |
1.2692 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2599 |
| S1 |
1.2474 |
1.2474 |
1.2573 |
1.2412 |
| S2 |
1.2350 |
1.2350 |
1.2548 |
|
| S3 |
1.2070 |
1.2194 |
1.2522 |
|
| S4 |
1.1790 |
1.1914 |
1.2445 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5720 |
1.5114 |
1.3124 |
|
| R3 |
1.4765 |
1.4159 |
1.2862 |
|
| R2 |
1.3810 |
1.3810 |
1.2774 |
|
| R1 |
1.3204 |
1.3204 |
1.2687 |
1.3030 |
| PP |
1.2855 |
1.2855 |
1.2855 |
1.2767 |
| S1 |
1.2249 |
1.2249 |
1.2511 |
1.2075 |
| S2 |
1.1900 |
1.1900 |
1.2424 |
|
| S3 |
1.0945 |
1.1294 |
1.2336 |
|
| S4 |
0.9990 |
1.0339 |
1.2074 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3518 |
|
1.618 |
1.3238 |
|
1.000 |
1.3065 |
|
0.618 |
1.2958 |
|
HIGH |
1.2785 |
|
0.618 |
1.2678 |
|
0.500 |
1.2645 |
|
0.382 |
1.2612 |
|
LOW |
1.2505 |
|
0.618 |
1.2332 |
|
1.000 |
1.2225 |
|
1.618 |
1.2052 |
|
2.618 |
1.1772 |
|
4.250 |
1.1315 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2745 |
| PP |
1.2630 |
1.2696 |
| S1 |
1.2614 |
1.2648 |
|