CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 22-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4922 |
1.5015 |
0.0093 |
0.6% |
1.4678 |
| High |
1.5035 |
1.5027 |
-0.0008 |
-0.1% |
1.4951 |
| Low |
1.4910 |
1.4940 |
0.0030 |
0.2% |
1.4678 |
| Close |
1.5025 |
1.5016 |
-0.0009 |
-0.1% |
1.4887 |
| Range |
0.0125 |
0.0087 |
-0.0038 |
-30.4% |
0.0273 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
288 |
133 |
-155 |
-53.8% |
1,453 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5255 |
1.5223 |
1.5064 |
|
| R3 |
1.5168 |
1.5136 |
1.5040 |
|
| R2 |
1.5081 |
1.5081 |
1.5032 |
|
| R1 |
1.5049 |
1.5049 |
1.5024 |
1.5065 |
| PP |
1.4994 |
1.4994 |
1.4994 |
1.5003 |
| S1 |
1.4962 |
1.4962 |
1.5008 |
1.4978 |
| S2 |
1.4907 |
1.4907 |
1.5000 |
|
| S3 |
1.4820 |
1.4875 |
1.4992 |
|
| S4 |
1.4733 |
1.4788 |
1.4968 |
|
|
| 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 |
1.5397 |
|
2.618 |
1.5255 |
|
1.618 |
1.5168 |
|
1.000 |
1.5114 |
|
0.618 |
1.5081 |
|
HIGH |
1.5027 |
|
0.618 |
1.4994 |
|
0.500 |
1.4984 |
|
0.382 |
1.4973 |
|
LOW |
1.4940 |
|
0.618 |
1.4886 |
|
1.000 |
1.4853 |
|
1.618 |
1.4799 |
|
2.618 |
1.4712 |
|
4.250 |
1.4570 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5005 |
1.4996 |
| PP |
1.4994 |
1.4976 |
| S1 |
1.4984 |
1.4956 |
|