CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5004 |
1.5028 |
0.0024 |
0.2% |
1.4897 |
| High |
1.5038 |
1.5059 |
0.0021 |
0.1% |
1.5059 |
| Low |
1.4942 |
1.4983 |
0.0041 |
0.3% |
1.4826 |
| Close |
1.5024 |
1.5000 |
-0.0024 |
-0.2% |
1.5000 |
| Range |
0.0096 |
0.0076 |
-0.0020 |
-20.8% |
0.0233 |
| ATR |
0.0125 |
0.0122 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
297,781 |
222,875 |
-74,906 |
-25.2% |
1,182,381 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5242 |
1.5197 |
1.5042 |
|
| R3 |
1.5166 |
1.5121 |
1.5021 |
|
| R2 |
1.5090 |
1.5090 |
1.5014 |
|
| R1 |
1.5045 |
1.5045 |
1.5007 |
1.5030 |
| PP |
1.5014 |
1.5014 |
1.5014 |
1.5006 |
| S1 |
1.4969 |
1.4969 |
1.4993 |
1.4954 |
| S2 |
1.4938 |
1.4938 |
1.4986 |
|
| S3 |
1.4862 |
1.4893 |
1.4979 |
|
| S4 |
1.4786 |
1.4817 |
1.4958 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5661 |
1.5563 |
1.5128 |
|
| R3 |
1.5428 |
1.5330 |
1.5064 |
|
| R2 |
1.5195 |
1.5195 |
1.5043 |
|
| R1 |
1.5097 |
1.5097 |
1.5021 |
1.5146 |
| PP |
1.4962 |
1.4962 |
1.4962 |
1.4986 |
| S1 |
1.4864 |
1.4864 |
1.4979 |
1.4913 |
| S2 |
1.4729 |
1.4729 |
1.4957 |
|
| S3 |
1.4496 |
1.4631 |
1.4936 |
|
| S4 |
1.4263 |
1.4398 |
1.4872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5059 |
1.4826 |
0.0233 |
1.6% |
0.0116 |
0.8% |
75% |
True |
False |
236,476 |
| 10 |
1.5059 |
1.4674 |
0.0385 |
2.6% |
0.0119 |
0.8% |
85% |
True |
False |
222,823 |
| 20 |
1.5059 |
1.4479 |
0.0580 |
3.9% |
0.0122 |
0.8% |
90% |
True |
False |
232,743 |
| 40 |
1.5059 |
1.4180 |
0.0879 |
5.9% |
0.0124 |
0.8% |
93% |
True |
False |
179,332 |
| 60 |
1.5059 |
1.4050 |
0.1009 |
6.7% |
0.0125 |
0.8% |
94% |
True |
False |
120,008 |
| 80 |
1.5059 |
1.3844 |
0.1215 |
8.1% |
0.0120 |
0.8% |
95% |
True |
False |
90,065 |
| 100 |
1.5059 |
1.3753 |
0.1306 |
8.7% |
0.0119 |
0.8% |
95% |
True |
False |
72,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5382 |
|
2.618 |
1.5258 |
|
1.618 |
1.5182 |
|
1.000 |
1.5135 |
|
0.618 |
1.5106 |
|
HIGH |
1.5059 |
|
0.618 |
1.5030 |
|
0.500 |
1.5021 |
|
0.382 |
1.5012 |
|
LOW |
1.4983 |
|
0.618 |
1.4936 |
|
1.000 |
1.4907 |
|
1.618 |
1.4860 |
|
2.618 |
1.4784 |
|
4.250 |
1.4660 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5021 |
1.4991 |
| PP |
1.5014 |
1.4982 |
| S1 |
1.5007 |
1.4973 |
|