CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4611 |
1.4585 |
-0.0026 |
-0.2% |
1.4695 |
| High |
1.4646 |
1.4674 |
0.0028 |
0.2% |
1.4844 |
| Low |
1.4521 |
1.4574 |
0.0053 |
0.4% |
1.4610 |
| Close |
1.4568 |
1.4645 |
0.0077 |
0.5% |
1.4664 |
| Range |
0.0125 |
0.0100 |
-0.0025 |
-20.0% |
0.0234 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
234,719 |
245,299 |
10,580 |
4.5% |
1,048,629 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4931 |
1.4888 |
1.4700 |
|
| R3 |
1.4831 |
1.4788 |
1.4673 |
|
| R2 |
1.4731 |
1.4731 |
1.4663 |
|
| R1 |
1.4688 |
1.4688 |
1.4654 |
1.4710 |
| PP |
1.4631 |
1.4631 |
1.4631 |
1.4642 |
| S1 |
1.4588 |
1.4588 |
1.4636 |
1.4610 |
| S2 |
1.4531 |
1.4531 |
1.4627 |
|
| S3 |
1.4431 |
1.4488 |
1.4618 |
|
| S4 |
1.4331 |
1.4388 |
1.4590 |
|
|
| 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 |
1.4802 |
1.4521 |
0.0281 |
1.9% |
0.0134 |
0.9% |
44% |
False |
False |
243,634 |
| 10 |
1.4844 |
1.4521 |
0.0323 |
2.2% |
0.0122 |
0.8% |
38% |
False |
False |
220,586 |
| 20 |
1.4844 |
1.4192 |
0.0652 |
4.5% |
0.0125 |
0.9% |
69% |
False |
False |
160,841 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0125 |
0.9% |
75% |
False |
False |
81,141 |
| 60 |
1.4844 |
1.3844 |
0.1000 |
6.8% |
0.0121 |
0.8% |
80% |
False |
False |
54,234 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0119 |
0.8% |
82% |
False |
False |
40,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5099 |
|
2.618 |
1.4936 |
|
1.618 |
1.4836 |
|
1.000 |
1.4774 |
|
0.618 |
1.4736 |
|
HIGH |
1.4674 |
|
0.618 |
1.4636 |
|
0.500 |
1.4624 |
|
0.382 |
1.4612 |
|
LOW |
1.4574 |
|
0.618 |
1.4512 |
|
1.000 |
1.4474 |
|
1.618 |
1.4412 |
|
2.618 |
1.4312 |
|
4.250 |
1.4149 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4638 |
1.4637 |
| PP |
1.4631 |
1.4628 |
| S1 |
1.4624 |
1.4620 |
|