CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4930 |
1.4935 |
0.0005 |
0.0% |
1.4718 |
| High |
1.4964 |
1.4965 |
0.0001 |
0.0% |
1.4965 |
| Low |
1.4840 |
1.4846 |
0.0006 |
0.0% |
1.4674 |
| Close |
1.4926 |
1.4897 |
-0.0029 |
-0.2% |
1.4897 |
| Range |
0.0124 |
0.0119 |
-0.0005 |
-4.0% |
0.0291 |
| ATR |
0.0126 |
0.0125 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
218,334 |
244,378 |
26,044 |
11.9% |
1,045,852 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5260 |
1.5197 |
1.4962 |
|
| R3 |
1.5141 |
1.5078 |
1.4930 |
|
| R2 |
1.5022 |
1.5022 |
1.4919 |
|
| R1 |
1.4959 |
1.4959 |
1.4908 |
1.4931 |
| PP |
1.4903 |
1.4903 |
1.4903 |
1.4889 |
| S1 |
1.4840 |
1.4840 |
1.4886 |
1.4812 |
| S2 |
1.4784 |
1.4784 |
1.4875 |
|
| S3 |
1.4665 |
1.4721 |
1.4864 |
|
| S4 |
1.4546 |
1.4602 |
1.4832 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5718 |
1.5599 |
1.5057 |
|
| R3 |
1.5427 |
1.5308 |
1.4977 |
|
| R2 |
1.5136 |
1.5136 |
1.4950 |
|
| R1 |
1.5017 |
1.5017 |
1.4924 |
1.5077 |
| PP |
1.4845 |
1.4845 |
1.4845 |
1.4875 |
| S1 |
1.4726 |
1.4726 |
1.4870 |
1.4786 |
| S2 |
1.4554 |
1.4554 |
1.4844 |
|
| S3 |
1.4263 |
1.4435 |
1.4817 |
|
| S4 |
1.3972 |
1.4144 |
1.4737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4965 |
1.4674 |
0.0291 |
2.0% |
0.0121 |
0.8% |
77% |
True |
False |
209,170 |
| 10 |
1.4965 |
1.4578 |
0.0387 |
2.6% |
0.0116 |
0.8% |
82% |
True |
False |
221,038 |
| 20 |
1.4965 |
1.4479 |
0.0486 |
3.3% |
0.0126 |
0.8% |
86% |
True |
False |
226,055 |
| 40 |
1.4965 |
1.4180 |
0.0785 |
5.3% |
0.0127 |
0.8% |
91% |
True |
False |
150,081 |
| 60 |
1.4965 |
1.4010 |
0.0955 |
6.4% |
0.0126 |
0.8% |
93% |
True |
False |
100,318 |
| 80 |
1.4965 |
1.3844 |
0.1121 |
7.5% |
0.0119 |
0.8% |
94% |
True |
False |
75,299 |
| 100 |
1.4965 |
1.3753 |
0.1212 |
8.1% |
0.0116 |
0.8% |
94% |
True |
False |
60,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5471 |
|
2.618 |
1.5277 |
|
1.618 |
1.5158 |
|
1.000 |
1.5084 |
|
0.618 |
1.5039 |
|
HIGH |
1.4965 |
|
0.618 |
1.4920 |
|
0.500 |
1.4906 |
|
0.382 |
1.4891 |
|
LOW |
1.4846 |
|
0.618 |
1.4772 |
|
1.000 |
1.4727 |
|
1.618 |
1.4653 |
|
2.618 |
1.4534 |
|
4.250 |
1.4340 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4906 |
1.4901 |
| PP |
1.4903 |
1.4899 |
| S1 |
1.4900 |
1.4898 |
|