CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4735 |
1.4750 |
0.0015 |
0.1% |
1.4624 |
| High |
1.4806 |
1.4766 |
-0.0040 |
-0.3% |
1.4806 |
| Low |
1.4713 |
1.4663 |
-0.0050 |
-0.3% |
1.4597 |
| Close |
1.4767 |
1.4699 |
-0.0068 |
-0.5% |
1.4699 |
| Range |
0.0093 |
0.0103 |
0.0010 |
10.8% |
0.0209 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.7% |
0.0000 |
| Volume |
348 |
483 |
135 |
38.8% |
1,195 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5018 |
1.4962 |
1.4756 |
|
| R3 |
1.4915 |
1.4859 |
1.4727 |
|
| R2 |
1.4812 |
1.4812 |
1.4718 |
|
| R1 |
1.4756 |
1.4756 |
1.4708 |
1.4733 |
| PP |
1.4709 |
1.4709 |
1.4709 |
1.4698 |
| S1 |
1.4653 |
1.4653 |
1.4690 |
1.4630 |
| S2 |
1.4606 |
1.4606 |
1.4680 |
|
| S3 |
1.4503 |
1.4550 |
1.4671 |
|
| S4 |
1.4400 |
1.4447 |
1.4642 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5328 |
1.5222 |
1.4814 |
|
| R3 |
1.5119 |
1.5013 |
1.4756 |
|
| R2 |
1.4910 |
1.4910 |
1.4737 |
|
| R1 |
1.4804 |
1.4804 |
1.4718 |
1.4857 |
| PP |
1.4701 |
1.4701 |
1.4701 |
1.4727 |
| S1 |
1.4595 |
1.4595 |
1.4680 |
1.4648 |
| S2 |
1.4492 |
1.4492 |
1.4661 |
|
| S3 |
1.4283 |
1.4386 |
1.4642 |
|
| S4 |
1.4074 |
1.4177 |
1.4584 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5204 |
|
2.618 |
1.5036 |
|
1.618 |
1.4933 |
|
1.000 |
1.4869 |
|
0.618 |
1.4830 |
|
HIGH |
1.4766 |
|
0.618 |
1.4727 |
|
0.500 |
1.4715 |
|
0.382 |
1.4702 |
|
LOW |
1.4663 |
|
0.618 |
1.4599 |
|
1.000 |
1.4560 |
|
1.618 |
1.4496 |
|
2.618 |
1.4393 |
|
4.250 |
1.4225 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4715 |
1.4725 |
| PP |
1.4709 |
1.4716 |
| S1 |
1.4704 |
1.4708 |
|