CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4700 |
1.4611 |
-0.0089 |
-0.6% |
1.4695 |
| High |
1.4719 |
1.4646 |
-0.0073 |
-0.5% |
1.4844 |
| Low |
1.4562 |
1.4521 |
-0.0041 |
-0.3% |
1.4610 |
| Close |
1.4590 |
1.4568 |
-0.0022 |
-0.2% |
1.4664 |
| Range |
0.0157 |
0.0125 |
-0.0032 |
-20.4% |
0.0234 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
225,108 |
234,719 |
9,611 |
4.3% |
1,048,629 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4953 |
1.4886 |
1.4637 |
|
| R3 |
1.4828 |
1.4761 |
1.4602 |
|
| R2 |
1.4703 |
1.4703 |
1.4591 |
|
| R1 |
1.4636 |
1.4636 |
1.4579 |
1.4607 |
| PP |
1.4578 |
1.4578 |
1.4578 |
1.4564 |
| S1 |
1.4511 |
1.4511 |
1.4557 |
1.4482 |
| S2 |
1.4453 |
1.4453 |
1.4545 |
|
| S3 |
1.4328 |
1.4386 |
1.4534 |
|
| S4 |
1.4203 |
1.4261 |
1.4499 |
|
|
| 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 |
1.4521 |
0.0323 |
2.2% |
0.0137 |
0.9% |
15% |
False |
True |
230,912 |
| 10 |
1.4844 |
1.4521 |
0.0323 |
2.2% |
0.0122 |
0.8% |
15% |
False |
True |
219,442 |
| 20 |
1.4844 |
1.4180 |
0.0664 |
4.6% |
0.0129 |
0.9% |
58% |
False |
False |
148,688 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.5% |
0.0124 |
0.8% |
65% |
False |
False |
75,031 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.9% |
0.0121 |
0.8% |
72% |
False |
False |
50,164 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.5% |
0.0118 |
0.8% |
75% |
False |
False |
37,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5177 |
|
2.618 |
1.4973 |
|
1.618 |
1.4848 |
|
1.000 |
1.4771 |
|
0.618 |
1.4723 |
|
HIGH |
1.4646 |
|
0.618 |
1.4598 |
|
0.500 |
1.4584 |
|
0.382 |
1.4569 |
|
LOW |
1.4521 |
|
0.618 |
1.4444 |
|
1.000 |
1.4396 |
|
1.618 |
1.4319 |
|
2.618 |
1.4194 |
|
4.250 |
1.3990 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4584 |
1.4623 |
| PP |
1.4578 |
1.4605 |
| S1 |
1.4573 |
1.4586 |
|