CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4980 |
1.4922 |
-0.0058 |
-0.4% |
1.4678 |
| High |
1.4980 |
1.5035 |
0.0055 |
0.4% |
1.4951 |
| Low |
1.4877 |
1.4910 |
0.0033 |
0.2% |
1.4678 |
| Close |
1.4916 |
1.5025 |
0.0109 |
0.7% |
1.4887 |
| Range |
0.0103 |
0.0125 |
0.0022 |
21.4% |
0.0273 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.6% |
0.0000 |
| Volume |
73 |
288 |
215 |
294.5% |
1,453 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5365 |
1.5320 |
1.5094 |
|
| R3 |
1.5240 |
1.5195 |
1.5059 |
|
| R2 |
1.5115 |
1.5115 |
1.5048 |
|
| R1 |
1.5070 |
1.5070 |
1.5036 |
1.5093 |
| PP |
1.4990 |
1.4990 |
1.4990 |
1.5001 |
| S1 |
1.4945 |
1.4945 |
1.5014 |
1.4968 |
| S2 |
1.4865 |
1.4865 |
1.5002 |
|
| S3 |
1.4740 |
1.4820 |
1.4991 |
|
| S4 |
1.4615 |
1.4695 |
1.4956 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5658 |
1.5545 |
1.5037 |
|
| R3 |
1.5385 |
1.5272 |
1.4962 |
|
| R2 |
1.5112 |
1.5112 |
1.4937 |
|
| R1 |
1.4999 |
1.4999 |
1.4912 |
1.5056 |
| PP |
1.4839 |
1.4839 |
1.4839 |
1.4867 |
| S1 |
1.4726 |
1.4726 |
1.4862 |
1.4783 |
| S2 |
1.4566 |
1.4566 |
1.4837 |
|
| S3 |
1.4293 |
1.4453 |
1.4812 |
|
| S4 |
1.4020 |
1.4180 |
1.4737 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5566 |
|
2.618 |
1.5362 |
|
1.618 |
1.5237 |
|
1.000 |
1.5160 |
|
0.618 |
1.5112 |
|
HIGH |
1.5035 |
|
0.618 |
1.4987 |
|
0.500 |
1.4973 |
|
0.382 |
1.4958 |
|
LOW |
1.4910 |
|
0.618 |
1.4833 |
|
1.000 |
1.4785 |
|
1.618 |
1.4708 |
|
2.618 |
1.4583 |
|
4.250 |
1.4379 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5008 |
1.4994 |
| PP |
1.4990 |
1.4962 |
| S1 |
1.4973 |
1.4931 |
|