CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4963 |
1.4935 |
-0.0028 |
-0.2% |
1.4718 |
| High |
1.4992 |
1.5045 |
0.0053 |
0.4% |
1.4965 |
| Low |
1.4880 |
1.4886 |
0.0006 |
0.0% |
1.4674 |
| Close |
1.4925 |
1.5034 |
0.0109 |
0.7% |
1.4897 |
| Range |
0.0112 |
0.0159 |
0.0047 |
42.0% |
0.0291 |
| ATR |
0.0125 |
0.0128 |
0.0002 |
1.9% |
0.0000 |
| Volume |
189,175 |
252,680 |
63,505 |
33.6% |
1,045,852 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5465 |
1.5409 |
1.5121 |
|
| R3 |
1.5306 |
1.5250 |
1.5078 |
|
| R2 |
1.5147 |
1.5147 |
1.5063 |
|
| R1 |
1.5091 |
1.5091 |
1.5049 |
1.5119 |
| PP |
1.4988 |
1.4988 |
1.4988 |
1.5003 |
| S1 |
1.4932 |
1.4932 |
1.5019 |
1.4960 |
| S2 |
1.4829 |
1.4829 |
1.5005 |
|
| S3 |
1.4670 |
1.4773 |
1.4990 |
|
| S4 |
1.4511 |
1.4614 |
1.4947 |
|
|
| 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 |
1.5045 |
1.4826 |
0.0219 |
1.5% |
0.0131 |
0.9% |
95% |
True |
False |
224,887 |
| 10 |
1.5045 |
1.4670 |
0.0375 |
2.5% |
0.0127 |
0.8% |
97% |
True |
False |
220,969 |
| 20 |
1.5045 |
1.4479 |
0.0566 |
3.8% |
0.0128 |
0.9% |
98% |
True |
False |
232,362 |
| 40 |
1.5045 |
1.4180 |
0.0865 |
5.8% |
0.0128 |
0.9% |
99% |
True |
False |
166,451 |
| 60 |
1.5045 |
1.4010 |
0.1035 |
6.9% |
0.0127 |
0.8% |
99% |
True |
False |
111,339 |
| 80 |
1.5045 |
1.3844 |
0.1201 |
8.0% |
0.0121 |
0.8% |
99% |
True |
False |
83,558 |
| 100 |
1.5045 |
1.3753 |
0.1292 |
8.6% |
0.0119 |
0.8% |
99% |
True |
False |
66,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5721 |
|
2.618 |
1.5461 |
|
1.618 |
1.5302 |
|
1.000 |
1.5204 |
|
0.618 |
1.5143 |
|
HIGH |
1.5045 |
|
0.618 |
1.4984 |
|
0.500 |
1.4966 |
|
0.382 |
1.4947 |
|
LOW |
1.4886 |
|
0.618 |
1.4788 |
|
1.000 |
1.4727 |
|
1.618 |
1.4629 |
|
2.618 |
1.4470 |
|
4.250 |
1.4210 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5011 |
1.5001 |
| PP |
1.4988 |
1.4968 |
| S1 |
1.4966 |
1.4936 |
|