CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4639 |
1.4539 |
-0.0100 |
-0.7% |
1.4700 |
| High |
1.4667 |
1.4647 |
-0.0020 |
-0.1% |
1.4719 |
| Low |
1.4515 |
1.4479 |
-0.0036 |
-0.2% |
1.4479 |
| Close |
1.4534 |
1.4587 |
0.0053 |
0.4% |
1.4587 |
| Range |
0.0152 |
0.0168 |
0.0016 |
10.5% |
0.0240 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.2% |
0.0000 |
| Volume |
294,482 |
262,497 |
-31,985 |
-10.9% |
1,262,105 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5075 |
1.4999 |
1.4679 |
|
| R3 |
1.4907 |
1.4831 |
1.4633 |
|
| R2 |
1.4739 |
1.4739 |
1.4618 |
|
| R1 |
1.4663 |
1.4663 |
1.4602 |
1.4701 |
| PP |
1.4571 |
1.4571 |
1.4571 |
1.4590 |
| S1 |
1.4495 |
1.4495 |
1.4572 |
1.4533 |
| S2 |
1.4403 |
1.4403 |
1.4556 |
|
| S3 |
1.4235 |
1.4327 |
1.4541 |
|
| S4 |
1.4067 |
1.4159 |
1.4495 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5315 |
1.5191 |
1.4719 |
|
| R3 |
1.5075 |
1.4951 |
1.4653 |
|
| R2 |
1.4835 |
1.4835 |
1.4631 |
|
| R1 |
1.4711 |
1.4711 |
1.4609 |
1.4653 |
| PP |
1.4595 |
1.4595 |
1.4595 |
1.4566 |
| S1 |
1.4471 |
1.4471 |
1.4565 |
1.4413 |
| S2 |
1.4355 |
1.4355 |
1.4543 |
|
| S3 |
1.4115 |
1.4231 |
1.4521 |
|
| S4 |
1.3875 |
1.3991 |
1.4455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4719 |
1.4479 |
0.0240 |
1.6% |
0.0140 |
1.0% |
45% |
False |
True |
252,421 |
| 10 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0136 |
0.9% |
30% |
False |
True |
231,073 |
| 20 |
1.4844 |
1.4192 |
0.0652 |
4.5% |
0.0130 |
0.9% |
61% |
False |
False |
188,119 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0129 |
0.9% |
68% |
False |
False |
95,058 |
| 60 |
1.4844 |
1.3893 |
0.0951 |
6.5% |
0.0122 |
0.8% |
73% |
False |
False |
63,500 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.5% |
0.0119 |
0.8% |
76% |
False |
False |
47,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5361 |
|
2.618 |
1.5087 |
|
1.618 |
1.4919 |
|
1.000 |
1.4815 |
|
0.618 |
1.4751 |
|
HIGH |
1.4647 |
|
0.618 |
1.4583 |
|
0.500 |
1.4563 |
|
0.382 |
1.4543 |
|
LOW |
1.4479 |
|
0.618 |
1.4375 |
|
1.000 |
1.4311 |
|
1.618 |
1.4207 |
|
2.618 |
1.4039 |
|
4.250 |
1.3765 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4579 |
1.4584 |
| PP |
1.4571 |
1.4580 |
| S1 |
1.4563 |
1.4577 |
|