CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4851 |
1.4930 |
0.0079 |
0.5% |
1.4587 |
| High |
1.4944 |
1.4964 |
0.0020 |
0.1% |
1.4816 |
| Low |
1.4836 |
1.4840 |
0.0004 |
0.0% |
1.4578 |
| Close |
1.4903 |
1.4926 |
0.0023 |
0.2% |
1.4718 |
| Range |
0.0108 |
0.0124 |
0.0016 |
14.8% |
0.0238 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
247,927 |
218,334 |
-29,593 |
-11.9% |
1,164,529 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5282 |
1.5228 |
1.4994 |
|
| R3 |
1.5158 |
1.5104 |
1.4960 |
|
| R2 |
1.5034 |
1.5034 |
1.4949 |
|
| R1 |
1.4980 |
1.4980 |
1.4937 |
1.4945 |
| PP |
1.4910 |
1.4910 |
1.4910 |
1.4893 |
| S1 |
1.4856 |
1.4856 |
1.4915 |
1.4821 |
| S2 |
1.4786 |
1.4786 |
1.4903 |
|
| S3 |
1.4662 |
1.4732 |
1.4892 |
|
| S4 |
1.4538 |
1.4608 |
1.4858 |
|
|
| 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 |
1.4964 |
1.4670 |
0.0294 |
2.0% |
0.0122 |
0.8% |
87% |
True |
False |
216,503 |
| 10 |
1.4964 |
1.4479 |
0.0485 |
3.2% |
0.0121 |
0.8% |
92% |
True |
False |
222,850 |
| 20 |
1.4964 |
1.4479 |
0.0485 |
3.2% |
0.0125 |
0.8% |
92% |
True |
False |
224,381 |
| 40 |
1.4964 |
1.4180 |
0.0784 |
5.3% |
0.0125 |
0.8% |
95% |
True |
False |
144,039 |
| 60 |
1.4964 |
1.4010 |
0.0954 |
6.4% |
0.0126 |
0.8% |
96% |
True |
False |
96,246 |
| 80 |
1.4964 |
1.3844 |
0.1120 |
7.5% |
0.0119 |
0.8% |
97% |
True |
False |
72,245 |
| 100 |
1.4964 |
1.3753 |
0.1211 |
8.1% |
0.0115 |
0.8% |
97% |
True |
False |
57,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5491 |
|
2.618 |
1.5289 |
|
1.618 |
1.5165 |
|
1.000 |
1.5088 |
|
0.618 |
1.5041 |
|
HIGH |
1.4964 |
|
0.618 |
1.4917 |
|
0.500 |
1.4902 |
|
0.382 |
1.4887 |
|
LOW |
1.4840 |
|
0.618 |
1.4763 |
|
1.000 |
1.4716 |
|
1.618 |
1.4639 |
|
2.618 |
1.4515 |
|
4.250 |
1.4313 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4918 |
1.4904 |
| PP |
1.4910 |
1.4883 |
| S1 |
1.4902 |
1.4861 |
|