CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5000 |
1.4870 |
-0.0130 |
-0.9% |
1.4897 |
| High |
1.5062 |
1.4927 |
-0.0135 |
-0.9% |
1.5059 |
| Low |
1.4843 |
1.4767 |
-0.0076 |
-0.5% |
1.4826 |
| Close |
1.4857 |
1.4806 |
-0.0051 |
-0.3% |
1.5000 |
| Range |
0.0219 |
0.0160 |
-0.0059 |
-26.9% |
0.0233 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.7% |
0.0000 |
| Volume |
232,306 |
261,140 |
28,834 |
12.4% |
1,182,381 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5313 |
1.5220 |
1.4894 |
|
| R3 |
1.5153 |
1.5060 |
1.4850 |
|
| R2 |
1.4993 |
1.4993 |
1.4835 |
|
| R1 |
1.4900 |
1.4900 |
1.4821 |
1.4867 |
| PP |
1.4833 |
1.4833 |
1.4833 |
1.4817 |
| S1 |
1.4740 |
1.4740 |
1.4791 |
1.4707 |
| S2 |
1.4673 |
1.4673 |
1.4777 |
|
| S3 |
1.4513 |
1.4580 |
1.4762 |
|
| S4 |
1.4353 |
1.4420 |
1.4718 |
|
|
| 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 |
1.4767 |
0.0295 |
2.0% |
0.0142 |
1.0% |
13% |
False |
True |
253,356 |
| 10 |
1.5062 |
1.4767 |
0.0295 |
2.0% |
0.0131 |
0.9% |
13% |
False |
True |
238,646 |
| 20 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0127 |
0.9% |
56% |
False |
False |
234,424 |
| 40 |
1.5062 |
1.4180 |
0.0882 |
6.0% |
0.0128 |
0.9% |
71% |
False |
False |
191,556 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0125 |
0.8% |
75% |
False |
False |
128,162 |
| 80 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0123 |
0.8% |
79% |
False |
False |
96,229 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0120 |
0.8% |
80% |
False |
False |
77,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5607 |
|
2.618 |
1.5346 |
|
1.618 |
1.5186 |
|
1.000 |
1.5087 |
|
0.618 |
1.5026 |
|
HIGH |
1.4927 |
|
0.618 |
1.4866 |
|
0.500 |
1.4847 |
|
0.382 |
1.4828 |
|
LOW |
1.4767 |
|
0.618 |
1.4668 |
|
1.000 |
1.4607 |
|
1.618 |
1.4508 |
|
2.618 |
1.4348 |
|
4.250 |
1.4087 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4847 |
1.4915 |
| PP |
1.4833 |
1.4878 |
| S1 |
1.4820 |
1.4842 |
|