CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4585 |
1.4639 |
0.0054 |
0.4% |
1.4695 |
| High |
1.4674 |
1.4667 |
-0.0007 |
0.0% |
1.4844 |
| Low |
1.4574 |
1.4515 |
-0.0059 |
-0.4% |
1.4610 |
| Close |
1.4645 |
1.4534 |
-0.0111 |
-0.8% |
1.4664 |
| Range |
0.0100 |
0.0152 |
0.0052 |
52.0% |
0.0234 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.5% |
0.0000 |
| Volume |
245,299 |
294,482 |
49,183 |
20.1% |
1,048,629 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5028 |
1.4933 |
1.4618 |
|
| R3 |
1.4876 |
1.4781 |
1.4576 |
|
| R2 |
1.4724 |
1.4724 |
1.4562 |
|
| R1 |
1.4629 |
1.4629 |
1.4548 |
1.4601 |
| PP |
1.4572 |
1.4572 |
1.4572 |
1.4558 |
| S1 |
1.4477 |
1.4477 |
1.4520 |
1.4449 |
| S2 |
1.4420 |
1.4420 |
1.4506 |
|
| S3 |
1.4268 |
1.4325 |
1.4492 |
|
| S4 |
1.4116 |
1.4173 |
1.4450 |
|
|
| 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 |
1.4725 |
1.4515 |
0.0210 |
1.4% |
0.0129 |
0.9% |
9% |
False |
True |
256,650 |
| 10 |
1.4844 |
1.4515 |
0.0329 |
2.3% |
0.0129 |
0.9% |
6% |
False |
True |
225,912 |
| 20 |
1.4844 |
1.4192 |
0.0652 |
4.5% |
0.0127 |
0.9% |
52% |
False |
False |
175,277 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.5% |
0.0127 |
0.9% |
61% |
False |
False |
88,501 |
| 60 |
1.4844 |
1.3893 |
0.0951 |
6.5% |
0.0122 |
0.8% |
67% |
False |
False |
59,130 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.5% |
0.0118 |
0.8% |
72% |
False |
False |
44,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5313 |
|
2.618 |
1.5065 |
|
1.618 |
1.4913 |
|
1.000 |
1.4819 |
|
0.618 |
1.4761 |
|
HIGH |
1.4667 |
|
0.618 |
1.4609 |
|
0.500 |
1.4591 |
|
0.382 |
1.4573 |
|
LOW |
1.4515 |
|
0.618 |
1.4421 |
|
1.000 |
1.4363 |
|
1.618 |
1.4269 |
|
2.618 |
1.4117 |
|
4.250 |
1.3869 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4591 |
1.4595 |
| PP |
1.4572 |
1.4574 |
| S1 |
1.4553 |
1.4554 |
|