CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4649 |
1.4722 |
0.0073 |
0.5% |
1.4700 |
| High |
1.4761 |
1.4736 |
-0.0025 |
-0.2% |
1.4719 |
| Low |
1.4644 |
1.4645 |
0.0001 |
0.0% |
1.4479 |
| Close |
1.4709 |
1.4668 |
-0.0041 |
-0.3% |
1.4587 |
| Range |
0.0117 |
0.0091 |
-0.0026 |
-22.2% |
0.0240 |
| ATR |
0.0127 |
0.0125 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
157,196 |
207,435 |
50,239 |
32.0% |
1,262,105 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4956 |
1.4903 |
1.4718 |
|
| R3 |
1.4865 |
1.4812 |
1.4693 |
|
| R2 |
1.4774 |
1.4774 |
1.4685 |
|
| R1 |
1.4721 |
1.4721 |
1.4676 |
1.4702 |
| PP |
1.4683 |
1.4683 |
1.4683 |
1.4674 |
| S1 |
1.4630 |
1.4630 |
1.4660 |
1.4611 |
| S2 |
1.4592 |
1.4592 |
1.4651 |
|
| S3 |
1.4501 |
1.4539 |
1.4643 |
|
| S4 |
1.4410 |
1.4448 |
1.4618 |
|
|
| 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% |
0.0124 |
0.8% |
67% |
False |
False |
243,878 |
| 10 |
1.4802 |
1.4479 |
0.0323 |
2.2% |
0.0129 |
0.9% |
59% |
False |
False |
243,756 |
| 20 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0120 |
0.8% |
52% |
False |
False |
217,783 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0126 |
0.9% |
78% |
False |
False |
111,592 |
| 60 |
1.4844 |
1.4010 |
0.0834 |
5.7% |
0.0123 |
0.8% |
79% |
False |
False |
74,532 |
| 80 |
1.4844 |
1.3806 |
0.1038 |
7.1% |
0.0119 |
0.8% |
83% |
False |
False |
55,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5123 |
|
2.618 |
1.4974 |
|
1.618 |
1.4883 |
|
1.000 |
1.4827 |
|
0.618 |
1.4792 |
|
HIGH |
1.4736 |
|
0.618 |
1.4701 |
|
0.500 |
1.4691 |
|
0.382 |
1.4680 |
|
LOW |
1.4645 |
|
0.618 |
1.4589 |
|
1.000 |
1.4554 |
|
1.618 |
1.4498 |
|
2.618 |
1.4407 |
|
4.250 |
1.4258 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4691 |
1.4670 |
| PP |
1.4683 |
1.4669 |
| S1 |
1.4676 |
1.4669 |
|