CME Euro FX (E) Future March 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1.2785 |
1.2530 |
-0.0255 |
-2.0% |
1.3365 |
| High |
1.2785 |
1.2564 |
-0.0221 |
-1.7% |
1.3460 |
| Low |
1.2505 |
1.2351 |
-0.0154 |
-1.2% |
1.2505 |
| Close |
1.2599 |
1.2523 |
-0.0076 |
-0.6% |
1.2599 |
| Range |
0.0280 |
0.0213 |
-0.0067 |
-23.9% |
0.0955 |
| ATR |
0.0229 |
0.0230 |
0.0001 |
0.6% |
0.0000 |
| Volume |
425 |
482 |
57 |
13.4% |
3,544 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3118 |
1.3034 |
1.2640 |
|
| R3 |
1.2905 |
1.2821 |
1.2582 |
|
| R2 |
1.2692 |
1.2692 |
1.2562 |
|
| R1 |
1.2608 |
1.2608 |
1.2543 |
1.2544 |
| PP |
1.2479 |
1.2479 |
1.2479 |
1.2447 |
| S1 |
1.2395 |
1.2395 |
1.2503 |
1.2331 |
| S2 |
1.2266 |
1.2266 |
1.2484 |
|
| S3 |
1.2053 |
1.2182 |
1.2464 |
|
| S4 |
1.1840 |
1.1969 |
1.2406 |
|
|
| 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 |
1.3469 |
|
2.618 |
1.3122 |
|
1.618 |
1.2909 |
|
1.000 |
1.2777 |
|
0.618 |
1.2696 |
|
HIGH |
1.2564 |
|
0.618 |
1.2483 |
|
0.500 |
1.2458 |
|
0.382 |
1.2432 |
|
LOW |
1.2351 |
|
0.618 |
1.2219 |
|
1.000 |
1.2138 |
|
1.618 |
1.2006 |
|
2.618 |
1.1793 |
|
4.250 |
1.1446 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.2501 |
1.2628 |
| PP |
1.2479 |
1.2593 |
| S1 |
1.2458 |
1.2558 |
|