CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4897 |
1.4963 |
0.0066 |
0.4% |
1.4718 |
| High |
1.4965 |
1.4992 |
0.0027 |
0.2% |
1.4965 |
| Low |
1.4826 |
1.4880 |
0.0054 |
0.4% |
1.4674 |
| Close |
1.4942 |
1.4925 |
-0.0017 |
-0.1% |
1.4897 |
| Range |
0.0139 |
0.0112 |
-0.0027 |
-19.4% |
0.0291 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
219,870 |
189,175 |
-30,695 |
-14.0% |
1,045,852 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5268 |
1.5209 |
1.4987 |
|
| R3 |
1.5156 |
1.5097 |
1.4956 |
|
| R2 |
1.5044 |
1.5044 |
1.4946 |
|
| R1 |
1.4985 |
1.4985 |
1.4935 |
1.4959 |
| PP |
1.4932 |
1.4932 |
1.4932 |
1.4919 |
| S1 |
1.4873 |
1.4873 |
1.4915 |
1.4847 |
| S2 |
1.4820 |
1.4820 |
1.4904 |
|
| S3 |
1.4708 |
1.4761 |
1.4894 |
|
| S4 |
1.4596 |
1.4649 |
1.4863 |
|
|
| 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 |
1.4992 |
1.4826 |
0.0166 |
1.1% |
0.0120 |
0.8% |
60% |
True |
False |
223,936 |
| 10 |
1.4992 |
1.4645 |
0.0347 |
2.3% |
0.0121 |
0.8% |
81% |
True |
False |
216,444 |
| 20 |
1.4992 |
1.4479 |
0.0513 |
3.4% |
0.0126 |
0.8% |
87% |
True |
False |
228,813 |
| 40 |
1.4992 |
1.4180 |
0.0812 |
5.4% |
0.0127 |
0.9% |
92% |
True |
False |
160,196 |
| 60 |
1.4992 |
1.4010 |
0.0982 |
6.6% |
0.0126 |
0.8% |
93% |
True |
False |
107,129 |
| 80 |
1.4992 |
1.3844 |
0.1148 |
7.7% |
0.0120 |
0.8% |
94% |
True |
False |
80,401 |
| 100 |
1.4992 |
1.3753 |
0.1239 |
8.3% |
0.0118 |
0.8% |
95% |
True |
False |
64,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5468 |
|
2.618 |
1.5285 |
|
1.618 |
1.5173 |
|
1.000 |
1.5104 |
|
0.618 |
1.5061 |
|
HIGH |
1.4992 |
|
0.618 |
1.4949 |
|
0.500 |
1.4936 |
|
0.382 |
1.4923 |
|
LOW |
1.4880 |
|
0.618 |
1.4811 |
|
1.000 |
1.4768 |
|
1.618 |
1.4699 |
|
2.618 |
1.4587 |
|
4.250 |
1.4404 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4936 |
1.4920 |
| PP |
1.4932 |
1.4914 |
| S1 |
1.4929 |
1.4909 |
|