CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4807 |
1.4719 |
-0.0088 |
-0.6% |
1.4897 |
| High |
1.4839 |
1.4858 |
0.0019 |
0.1% |
1.5059 |
| Low |
1.4690 |
1.4681 |
-0.0009 |
-0.1% |
1.4826 |
| Close |
1.4718 |
1.4844 |
0.0126 |
0.9% |
1.5000 |
| Range |
0.0149 |
0.0177 |
0.0028 |
18.8% |
0.0233 |
| ATR |
0.0132 |
0.0136 |
0.0003 |
2.4% |
0.0000 |
| Volume |
330,482 |
318,928 |
-11,554 |
-3.5% |
1,182,381 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5325 |
1.5262 |
1.4941 |
|
| R3 |
1.5148 |
1.5085 |
1.4893 |
|
| R2 |
1.4971 |
1.4971 |
1.4876 |
|
| R1 |
1.4908 |
1.4908 |
1.4860 |
1.4940 |
| PP |
1.4794 |
1.4794 |
1.4794 |
1.4810 |
| S1 |
1.4731 |
1.4731 |
1.4828 |
1.4763 |
| S2 |
1.4617 |
1.4617 |
1.4812 |
|
| S3 |
1.4440 |
1.4554 |
1.4795 |
|
| S4 |
1.4263 |
1.4377 |
1.4747 |
|
|
| 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 |
1.4681 |
0.0381 |
2.6% |
0.0156 |
1.1% |
43% |
False |
True |
273,146 |
| 10 |
1.5062 |
1.4681 |
0.0381 |
2.6% |
0.0141 |
0.9% |
43% |
False |
True |
256,961 |
| 20 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
63% |
False |
False |
239,905 |
| 40 |
1.5062 |
1.4192 |
0.0870 |
5.9% |
0.0129 |
0.9% |
75% |
False |
False |
207,591 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0128 |
0.9% |
78% |
False |
False |
138,969 |
| 80 |
1.5062 |
1.3893 |
0.1169 |
7.9% |
0.0124 |
0.8% |
81% |
False |
False |
104,324 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0121 |
0.8% |
83% |
False |
False |
83,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5610 |
|
2.618 |
1.5321 |
|
1.618 |
1.5144 |
|
1.000 |
1.5035 |
|
0.618 |
1.4967 |
|
HIGH |
1.4858 |
|
0.618 |
1.4790 |
|
0.500 |
1.4770 |
|
0.382 |
1.4749 |
|
LOW |
1.4681 |
|
0.618 |
1.4572 |
|
1.000 |
1.4504 |
|
1.618 |
1.4395 |
|
2.618 |
1.4218 |
|
4.250 |
1.3929 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4819 |
1.4831 |
| PP |
1.4794 |
1.4817 |
| S1 |
1.4770 |
1.4804 |
|