CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4722 |
1.4685 |
-0.0037 |
-0.3% |
1.4700 |
| High |
1.4736 |
1.4816 |
0.0080 |
0.5% |
1.4719 |
| Low |
1.4645 |
1.4680 |
0.0035 |
0.2% |
1.4479 |
| Close |
1.4668 |
1.4775 |
0.0107 |
0.7% |
1.4587 |
| Range |
0.0091 |
0.0136 |
0.0045 |
49.5% |
0.0240 |
| ATR |
0.0125 |
0.0126 |
0.0002 |
1.3% |
0.0000 |
| Volume |
207,435 |
221,072 |
13,637 |
6.6% |
1,262,105 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5106 |
1.4850 |
|
| R3 |
1.5029 |
1.4970 |
1.4812 |
|
| R2 |
1.4893 |
1.4893 |
1.4800 |
|
| R1 |
1.4834 |
1.4834 |
1.4787 |
1.4864 |
| PP |
1.4757 |
1.4757 |
1.4757 |
1.4772 |
| S1 |
1.4698 |
1.4698 |
1.4763 |
1.4728 |
| S2 |
1.4621 |
1.4621 |
1.4750 |
|
| S3 |
1.4485 |
1.4562 |
1.4738 |
|
| S4 |
1.4349 |
1.4426 |
1.4700 |
|
|
| 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 |
1.4816 |
1.4479 |
0.0337 |
2.3% |
0.0120 |
0.8% |
88% |
True |
False |
229,196 |
| 10 |
1.4816 |
1.4479 |
0.0337 |
2.3% |
0.0125 |
0.8% |
88% |
True |
False |
242,923 |
| 20 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0121 |
0.8% |
81% |
False |
False |
224,468 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0126 |
0.9% |
91% |
False |
False |
117,112 |
| 60 |
1.4844 |
1.4010 |
0.0834 |
5.6% |
0.0124 |
0.8% |
92% |
False |
False |
78,210 |
| 80 |
1.4844 |
1.3822 |
0.1022 |
6.9% |
0.0119 |
0.8% |
93% |
False |
False |
58,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5394 |
|
2.618 |
1.5172 |
|
1.618 |
1.5036 |
|
1.000 |
1.4952 |
|
0.618 |
1.4900 |
|
HIGH |
1.4816 |
|
0.618 |
1.4764 |
|
0.500 |
1.4748 |
|
0.382 |
1.4732 |
|
LOW |
1.4680 |
|
0.618 |
1.4596 |
|
1.000 |
1.4544 |
|
1.618 |
1.4460 |
|
2.618 |
1.4324 |
|
4.250 |
1.4102 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4766 |
1.4760 |
| PP |
1.4757 |
1.4745 |
| S1 |
1.4748 |
1.4730 |
|