CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4664 |
1.4700 |
0.0036 |
0.2% |
1.4695 |
| High |
1.4725 |
1.4719 |
-0.0006 |
0.0% |
1.4844 |
| Low |
1.4614 |
1.4562 |
-0.0052 |
-0.4% |
1.4610 |
| Close |
1.4664 |
1.4590 |
-0.0074 |
-0.5% |
1.4664 |
| Range |
0.0111 |
0.0157 |
0.0046 |
41.4% |
0.0234 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.8% |
0.0000 |
| Volume |
283,645 |
225,108 |
-58,537 |
-20.6% |
1,048,629 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5095 |
1.4999 |
1.4676 |
|
| R3 |
1.4938 |
1.4842 |
1.4633 |
|
| R2 |
1.4781 |
1.4781 |
1.4619 |
|
| R1 |
1.4685 |
1.4685 |
1.4604 |
1.4655 |
| PP |
1.4624 |
1.4624 |
1.4624 |
1.4608 |
| S1 |
1.4528 |
1.4528 |
1.4576 |
1.4498 |
| S2 |
1.4467 |
1.4467 |
1.4561 |
|
| S3 |
1.4310 |
1.4371 |
1.4547 |
|
| S4 |
1.4153 |
1.4214 |
1.4504 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5408 |
1.5270 |
1.4793 |
|
| R3 |
1.5174 |
1.5036 |
1.4728 |
|
| R2 |
1.4940 |
1.4940 |
1.4707 |
|
| R1 |
1.4802 |
1.4802 |
1.4685 |
1.4754 |
| PP |
1.4706 |
1.4706 |
1.4706 |
1.4682 |
| S1 |
1.4568 |
1.4568 |
1.4643 |
1.4520 |
| S2 |
1.4472 |
1.4472 |
1.4621 |
|
| S3 |
1.4238 |
1.4334 |
1.4600 |
|
| S4 |
1.4004 |
1.4100 |
1.4535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4844 |
1.4562 |
0.0282 |
1.9% |
0.0142 |
1.0% |
10% |
False |
True |
219,340 |
| 10 |
1.4844 |
1.4558 |
0.0286 |
2.0% |
0.0122 |
0.8% |
11% |
False |
False |
217,440 |
| 20 |
1.4844 |
1.4180 |
0.0664 |
4.6% |
0.0129 |
0.9% |
62% |
False |
False |
137,056 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0126 |
0.9% |
68% |
False |
False |
69,253 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.9% |
0.0121 |
0.8% |
75% |
False |
False |
46,255 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.5% |
0.0118 |
0.8% |
77% |
False |
False |
34,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5386 |
|
2.618 |
1.5130 |
|
1.618 |
1.4973 |
|
1.000 |
1.4876 |
|
0.618 |
1.4816 |
|
HIGH |
1.4719 |
|
0.618 |
1.4659 |
|
0.500 |
1.4641 |
|
0.382 |
1.4622 |
|
LOW |
1.4562 |
|
0.618 |
1.4465 |
|
1.000 |
1.4405 |
|
1.618 |
1.4308 |
|
2.618 |
1.4151 |
|
4.250 |
1.3895 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4641 |
1.4682 |
| PP |
1.4624 |
1.4651 |
| S1 |
1.4607 |
1.4621 |
|