CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5038 |
1.5002 |
-0.0036 |
-0.2% |
1.4899 |
| High |
1.5050 |
1.5038 |
-0.0012 |
-0.1% |
1.5050 |
| Low |
1.4982 |
1.4843 |
-0.0139 |
-0.9% |
1.4826 |
| Close |
1.4992 |
1.4850 |
-0.0142 |
-0.9% |
1.4992 |
| Range |
0.0068 |
0.0195 |
0.0127 |
186.8% |
0.0224 |
| ATR |
0.0100 |
0.0107 |
0.0007 |
6.8% |
0.0000 |
| Volume |
305 |
162 |
-143 |
-46.9% |
980 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5495 |
1.5368 |
1.4957 |
|
| R3 |
1.5300 |
1.5173 |
1.4904 |
|
| R2 |
1.5105 |
1.5105 |
1.4886 |
|
| R1 |
1.4978 |
1.4978 |
1.4868 |
1.4944 |
| PP |
1.4910 |
1.4910 |
1.4910 |
1.4894 |
| S1 |
1.4783 |
1.4783 |
1.4832 |
1.4749 |
| S2 |
1.4715 |
1.4715 |
1.4814 |
|
| S3 |
1.4520 |
1.4588 |
1.4796 |
|
| S4 |
1.4325 |
1.4393 |
1.4743 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5628 |
1.5534 |
1.5115 |
|
| R3 |
1.5404 |
1.5310 |
1.5054 |
|
| R2 |
1.5180 |
1.5180 |
1.5033 |
|
| R1 |
1.5086 |
1.5086 |
1.5013 |
1.5133 |
| PP |
1.4956 |
1.4956 |
1.4956 |
1.4980 |
| S1 |
1.4862 |
1.4862 |
1.4971 |
1.4909 |
| S2 |
1.4732 |
1.4732 |
1.4951 |
|
| S3 |
1.4508 |
1.4638 |
1.4930 |
|
| S4 |
1.4284 |
1.4414 |
1.4869 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5867 |
|
2.618 |
1.5549 |
|
1.618 |
1.5354 |
|
1.000 |
1.5233 |
|
0.618 |
1.5159 |
|
HIGH |
1.5038 |
|
0.618 |
1.4964 |
|
0.500 |
1.4941 |
|
0.382 |
1.4917 |
|
LOW |
1.4843 |
|
0.618 |
1.4722 |
|
1.000 |
1.4648 |
|
1.618 |
1.4527 |
|
2.618 |
1.4332 |
|
4.250 |
1.4014 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4941 |
1.4947 |
| PP |
1.4910 |
1.4914 |
| S1 |
1.4880 |
1.4882 |
|