CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4842 |
1.4941 |
0.0099 |
0.7% |
1.4624 |
| High |
1.4935 |
1.4950 |
0.0015 |
0.1% |
1.4806 |
| Low |
1.4842 |
1.4835 |
-0.0007 |
0.0% |
1.4597 |
| Close |
1.4894 |
1.4916 |
0.0022 |
0.1% |
1.4699 |
| Range |
0.0093 |
0.0115 |
0.0022 |
23.7% |
0.0209 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.1% |
0.0000 |
| Volume |
219 |
364 |
145 |
66.2% |
1,195 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5196 |
1.4979 |
|
| R3 |
1.5130 |
1.5081 |
1.4948 |
|
| R2 |
1.5015 |
1.5015 |
1.4937 |
|
| R1 |
1.4966 |
1.4966 |
1.4927 |
1.4933 |
| PP |
1.4900 |
1.4900 |
1.4900 |
1.4884 |
| S1 |
1.4851 |
1.4851 |
1.4905 |
1.4818 |
| S2 |
1.4785 |
1.4785 |
1.4895 |
|
| S3 |
1.4670 |
1.4736 |
1.4884 |
|
| S4 |
1.4555 |
1.4621 |
1.4853 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5328 |
1.5222 |
1.4814 |
|
| R3 |
1.5119 |
1.5013 |
1.4756 |
|
| R2 |
1.4910 |
1.4910 |
1.4737 |
|
| R1 |
1.4804 |
1.4804 |
1.4718 |
1.4857 |
| PP |
1.4701 |
1.4701 |
1.4701 |
1.4727 |
| S1 |
1.4595 |
1.4595 |
1.4680 |
1.4648 |
| S2 |
1.4492 |
1.4492 |
1.4661 |
|
| S3 |
1.4283 |
1.4386 |
1.4642 |
|
| S4 |
1.4074 |
1.4177 |
1.4584 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5439 |
|
2.618 |
1.5251 |
|
1.618 |
1.5136 |
|
1.000 |
1.5065 |
|
0.618 |
1.5021 |
|
HIGH |
1.4950 |
|
0.618 |
1.4906 |
|
0.500 |
1.4893 |
|
0.382 |
1.4879 |
|
LOW |
1.4835 |
|
0.618 |
1.4764 |
|
1.000 |
1.4720 |
|
1.618 |
1.4649 |
|
2.618 |
1.4534 |
|
4.250 |
1.4346 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4908 |
1.4896 |
| PP |
1.4900 |
1.4875 |
| S1 |
1.4893 |
1.4855 |
|