CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4793 |
1.4718 |
-0.0075 |
-0.5% |
1.4587 |
| High |
1.4793 |
1.4811 |
0.0018 |
0.1% |
1.4816 |
| Low |
1.4670 |
1.4674 |
0.0004 |
0.0% |
1.4578 |
| Close |
1.4718 |
1.4787 |
0.0069 |
0.5% |
1.4718 |
| Range |
0.0123 |
0.0137 |
0.0014 |
11.4% |
0.0238 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
281,045 |
212,759 |
-68,286 |
-24.3% |
1,164,529 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5168 |
1.5115 |
1.4862 |
|
| R3 |
1.5031 |
1.4978 |
1.4825 |
|
| R2 |
1.4894 |
1.4894 |
1.4812 |
|
| R1 |
1.4841 |
1.4841 |
1.4800 |
1.4868 |
| PP |
1.4757 |
1.4757 |
1.4757 |
1.4771 |
| S1 |
1.4704 |
1.4704 |
1.4774 |
1.4731 |
| S2 |
1.4620 |
1.4620 |
1.4762 |
|
| S3 |
1.4483 |
1.4567 |
1.4749 |
|
| S4 |
1.4346 |
1.4430 |
1.4712 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5418 |
1.5306 |
1.4849 |
|
| R3 |
1.5180 |
1.5068 |
1.4783 |
|
| R2 |
1.4942 |
1.4942 |
1.4762 |
|
| R1 |
1.4830 |
1.4830 |
1.4740 |
1.4886 |
| PP |
1.4704 |
1.4704 |
1.4704 |
1.4732 |
| S1 |
1.4592 |
1.4592 |
1.4696 |
1.4648 |
| S2 |
1.4466 |
1.4466 |
1.4674 |
|
| S3 |
1.4228 |
1.4354 |
1.4653 |
|
| S4 |
1.3990 |
1.4116 |
1.4587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4816 |
1.4644 |
0.0172 |
1.2% |
0.0121 |
0.8% |
83% |
False |
False |
215,901 |
| 10 |
1.4816 |
1.4479 |
0.0337 |
2.3% |
0.0124 |
0.8% |
91% |
False |
False |
241,428 |
| 20 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0123 |
0.8% |
84% |
False |
False |
229,434 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0126 |
0.8% |
93% |
False |
False |
129,418 |
| 60 |
1.4844 |
1.4010 |
0.0834 |
5.6% |
0.0125 |
0.8% |
93% |
False |
False |
86,438 |
| 80 |
1.4844 |
1.3822 |
0.1022 |
6.9% |
0.0120 |
0.8% |
94% |
False |
False |
64,891 |
| 100 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0115 |
0.8% |
95% |
False |
False |
51,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5393 |
|
2.618 |
1.5170 |
|
1.618 |
1.5033 |
|
1.000 |
1.4948 |
|
0.618 |
1.4896 |
|
HIGH |
1.4811 |
|
0.618 |
1.4759 |
|
0.500 |
1.4743 |
|
0.382 |
1.4726 |
|
LOW |
1.4674 |
|
0.618 |
1.4589 |
|
1.000 |
1.4537 |
|
1.618 |
1.4452 |
|
2.618 |
1.4315 |
|
4.250 |
1.4092 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4772 |
1.4772 |
| PP |
1.4757 |
1.4758 |
| S1 |
1.4743 |
1.4743 |
|