CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4587 |
1.4649 |
0.0062 |
0.4% |
1.4700 |
| High |
1.4668 |
1.4761 |
0.0093 |
0.6% |
1.4719 |
| Low |
1.4578 |
1.4644 |
0.0066 |
0.5% |
1.4479 |
| Close |
1.4660 |
1.4709 |
0.0049 |
0.3% |
1.4587 |
| Range |
0.0090 |
0.0117 |
0.0027 |
30.0% |
0.0240 |
| ATR |
0.0128 |
0.0127 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
297,781 |
157,196 |
-140,585 |
-47.2% |
1,262,105 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5056 |
1.4999 |
1.4773 |
|
| R3 |
1.4939 |
1.4882 |
1.4741 |
|
| R2 |
1.4822 |
1.4822 |
1.4730 |
|
| R1 |
1.4765 |
1.4765 |
1.4720 |
1.4794 |
| PP |
1.4705 |
1.4705 |
1.4705 |
1.4719 |
| S1 |
1.4648 |
1.4648 |
1.4698 |
1.4677 |
| S2 |
1.4588 |
1.4588 |
1.4688 |
|
| S3 |
1.4471 |
1.4531 |
1.4677 |
|
| S4 |
1.4354 |
1.4414 |
1.4645 |
|
|
| 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 |
1.4761 |
1.4479 |
0.0282 |
1.9% |
0.0125 |
0.9% |
82% |
True |
False |
251,451 |
| 10 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0131 |
0.9% |
63% |
False |
False |
241,181 |
| 20 |
1.4844 |
1.4467 |
0.0377 |
2.6% |
0.0122 |
0.8% |
64% |
False |
False |
209,995 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0125 |
0.9% |
83% |
False |
False |
106,411 |
| 60 |
1.4844 |
1.3916 |
0.0928 |
6.3% |
0.0123 |
0.8% |
85% |
False |
False |
71,077 |
| 80 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0120 |
0.8% |
88% |
False |
False |
53,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5258 |
|
2.618 |
1.5067 |
|
1.618 |
1.4950 |
|
1.000 |
1.4878 |
|
0.618 |
1.4833 |
|
HIGH |
1.4761 |
|
0.618 |
1.4716 |
|
0.500 |
1.4703 |
|
0.382 |
1.4689 |
|
LOW |
1.4644 |
|
0.618 |
1.4572 |
|
1.000 |
1.4527 |
|
1.618 |
1.4455 |
|
2.618 |
1.4338 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4707 |
1.4679 |
| PP |
1.4705 |
1.4650 |
| S1 |
1.4703 |
1.4620 |
|