CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5028 |
1.5000 |
-0.0028 |
-0.2% |
1.4897 |
| High |
1.5059 |
1.5062 |
0.0003 |
0.0% |
1.5059 |
| Low |
1.4983 |
1.4843 |
-0.0140 |
-0.9% |
1.4826 |
| Close |
1.5000 |
1.4857 |
-0.0143 |
-1.0% |
1.5000 |
| Range |
0.0076 |
0.0219 |
0.0143 |
188.2% |
0.0233 |
| ATR |
0.0122 |
0.0129 |
0.0007 |
5.7% |
0.0000 |
| Volume |
222,875 |
232,306 |
9,431 |
4.2% |
1,182,381 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5578 |
1.5436 |
1.4977 |
|
| R3 |
1.5359 |
1.5217 |
1.4917 |
|
| R2 |
1.5140 |
1.5140 |
1.4897 |
|
| R1 |
1.4998 |
1.4998 |
1.4877 |
1.4960 |
| PP |
1.4921 |
1.4921 |
1.4921 |
1.4901 |
| S1 |
1.4779 |
1.4779 |
1.4837 |
1.4741 |
| S2 |
1.4702 |
1.4702 |
1.4817 |
|
| S3 |
1.4483 |
1.4560 |
1.4797 |
|
| S4 |
1.4264 |
1.4341 |
1.4737 |
|
|
| 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 |
1.5062 |
1.4843 |
0.0219 |
1.5% |
0.0132 |
0.9% |
6% |
True |
True |
238,963 |
| 10 |
1.5062 |
1.4758 |
0.0304 |
2.0% |
0.0127 |
0.9% |
33% |
True |
False |
224,778 |
| 20 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0125 |
0.8% |
65% |
True |
False |
233,103 |
| 40 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0127 |
0.9% |
77% |
True |
False |
185,080 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0126 |
0.8% |
80% |
True |
False |
123,869 |
| 80 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0122 |
0.8% |
83% |
True |
False |
92,967 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0119 |
0.8% |
84% |
True |
False |
74,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5993 |
|
2.618 |
1.5635 |
|
1.618 |
1.5416 |
|
1.000 |
1.5281 |
|
0.618 |
1.5197 |
|
HIGH |
1.5062 |
|
0.618 |
1.4978 |
|
0.500 |
1.4953 |
|
0.382 |
1.4927 |
|
LOW |
1.4843 |
|
0.618 |
1.4708 |
|
1.000 |
1.4624 |
|
1.618 |
1.4489 |
|
2.618 |
1.4270 |
|
4.250 |
1.3912 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4953 |
1.4953 |
| PP |
1.4921 |
1.4921 |
| S1 |
1.4889 |
1.4889 |
|