CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4539 |
1.4587 |
0.0048 |
0.3% |
1.4700 |
| High |
1.4647 |
1.4668 |
0.0021 |
0.1% |
1.4719 |
| Low |
1.4479 |
1.4578 |
0.0099 |
0.7% |
1.4479 |
| Close |
1.4587 |
1.4660 |
0.0073 |
0.5% |
1.4587 |
| Range |
0.0168 |
0.0090 |
-0.0078 |
-46.4% |
0.0240 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
262,497 |
297,781 |
35,284 |
13.4% |
1,262,105 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4905 |
1.4873 |
1.4710 |
|
| R3 |
1.4815 |
1.4783 |
1.4685 |
|
| R2 |
1.4725 |
1.4725 |
1.4677 |
|
| R1 |
1.4693 |
1.4693 |
1.4668 |
1.4709 |
| PP |
1.4635 |
1.4635 |
1.4635 |
1.4644 |
| S1 |
1.4603 |
1.4603 |
1.4652 |
1.4619 |
| S2 |
1.4545 |
1.4545 |
1.4644 |
|
| S3 |
1.4455 |
1.4513 |
1.4635 |
|
| S4 |
1.4365 |
1.4423 |
1.4611 |
|
|
| 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 |
1.4674 |
1.4479 |
0.0195 |
1.3% |
0.0127 |
0.9% |
93% |
False |
False |
266,955 |
| 10 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0134 |
0.9% |
50% |
False |
False |
243,148 |
| 20 |
1.4844 |
1.4303 |
0.0541 |
3.7% |
0.0128 |
0.9% |
66% |
False |
False |
202,626 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0125 |
0.9% |
77% |
False |
False |
102,498 |
| 60 |
1.4844 |
1.3904 |
0.0940 |
6.4% |
0.0123 |
0.8% |
80% |
False |
False |
68,459 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0119 |
0.8% |
83% |
False |
False |
51,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5051 |
|
2.618 |
1.4904 |
|
1.618 |
1.4814 |
|
1.000 |
1.4758 |
|
0.618 |
1.4724 |
|
HIGH |
1.4668 |
|
0.618 |
1.4634 |
|
0.500 |
1.4623 |
|
0.382 |
1.4612 |
|
LOW |
1.4578 |
|
0.618 |
1.4522 |
|
1.000 |
1.4488 |
|
1.618 |
1.4432 |
|
2.618 |
1.4342 |
|
4.250 |
1.4196 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4648 |
1.4631 |
| PP |
1.4635 |
1.4602 |
| S1 |
1.4623 |
1.4574 |
|