CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4935 |
1.4897 |
-0.0038 |
-0.3% |
1.4718 |
| High |
1.4965 |
1.4965 |
0.0000 |
0.0% |
1.4965 |
| Low |
1.4846 |
1.4826 |
-0.0020 |
-0.1% |
1.4674 |
| Close |
1.4897 |
1.4942 |
0.0045 |
0.3% |
1.4897 |
| Range |
0.0119 |
0.0139 |
0.0020 |
16.8% |
0.0291 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.8% |
0.0000 |
| Volume |
244,378 |
219,870 |
-24,508 |
-10.0% |
1,045,852 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5328 |
1.5274 |
1.5018 |
|
| R3 |
1.5189 |
1.5135 |
1.4980 |
|
| R2 |
1.5050 |
1.5050 |
1.4967 |
|
| R1 |
1.4996 |
1.4996 |
1.4955 |
1.5023 |
| PP |
1.4911 |
1.4911 |
1.4911 |
1.4925 |
| S1 |
1.4857 |
1.4857 |
1.4929 |
1.4884 |
| S2 |
1.4772 |
1.4772 |
1.4917 |
|
| S3 |
1.4633 |
1.4718 |
1.4904 |
|
| S4 |
1.4494 |
1.4579 |
1.4866 |
|
|
| 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 |
1.4758 |
0.0207 |
1.4% |
0.0121 |
0.8% |
89% |
True |
False |
210,592 |
| 10 |
1.4965 |
1.4644 |
0.0321 |
2.1% |
0.0121 |
0.8% |
93% |
True |
False |
213,247 |
| 20 |
1.4965 |
1.4479 |
0.0486 |
3.3% |
0.0128 |
0.9% |
95% |
True |
False |
228,197 |
| 40 |
1.4965 |
1.4180 |
0.0785 |
5.3% |
0.0126 |
0.8% |
97% |
True |
False |
155,545 |
| 60 |
1.4965 |
1.4010 |
0.0955 |
6.4% |
0.0126 |
0.8% |
98% |
True |
False |
103,977 |
| 80 |
1.4965 |
1.3844 |
0.1121 |
7.5% |
0.0120 |
0.8% |
98% |
True |
False |
78,044 |
| 100 |
1.4965 |
1.3753 |
0.1212 |
8.1% |
0.0117 |
0.8% |
98% |
True |
False |
62,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5556 |
|
2.618 |
1.5329 |
|
1.618 |
1.5190 |
|
1.000 |
1.5104 |
|
0.618 |
1.5051 |
|
HIGH |
1.4965 |
|
0.618 |
1.4912 |
|
0.500 |
1.4896 |
|
0.382 |
1.4879 |
|
LOW |
1.4826 |
|
0.618 |
1.4740 |
|
1.000 |
1.4687 |
|
1.618 |
1.4601 |
|
2.618 |
1.4462 |
|
4.250 |
1.4235 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4927 |
1.4927 |
| PP |
1.4911 |
1.4911 |
| S1 |
1.4896 |
1.4896 |
|