CME Euro FX (E) Future December 2009
| 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 |
1.4685 |
1.4793 |
0.0108 |
0.7% |
1.4587 |
| High |
1.4816 |
1.4793 |
-0.0023 |
-0.2% |
1.4816 |
| Low |
1.4680 |
1.4670 |
-0.0010 |
-0.1% |
1.4578 |
| Close |
1.4775 |
1.4718 |
-0.0057 |
-0.4% |
1.4718 |
| Range |
0.0136 |
0.0123 |
-0.0013 |
-9.6% |
0.0238 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
221,072 |
281,045 |
59,973 |
27.1% |
1,164,529 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5096 |
1.5030 |
1.4786 |
|
| R3 |
1.4973 |
1.4907 |
1.4752 |
|
| R2 |
1.4850 |
1.4850 |
1.4741 |
|
| R1 |
1.4784 |
1.4784 |
1.4729 |
1.4756 |
| PP |
1.4727 |
1.4727 |
1.4727 |
1.4713 |
| S1 |
1.4661 |
1.4661 |
1.4707 |
1.4633 |
| S2 |
1.4604 |
1.4604 |
1.4695 |
|
| S3 |
1.4481 |
1.4538 |
1.4684 |
|
| S4 |
1.4358 |
1.4415 |
1.4650 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5418 |
1.5306 |
1.4849 |
|
| R3 |
1.5180 |
1.5068 |
1.4783 |
|
| R2 |
1.4942 |
1.4942 |
1.4762 |
|
| R1 |
1.4830 |
1.4830 |
1.4740 |
1.4886 |
| PP |
1.4704 |
1.4704 |
1.4704 |
1.4732 |
| S1 |
1.4592 |
1.4592 |
1.4696 |
1.4648 |
| S2 |
1.4466 |
1.4466 |
1.4674 |
|
| S3 |
1.4228 |
1.4354 |
1.4653 |
|
| S4 |
1.3990 |
1.4116 |
1.4587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4816 |
1.4578 |
0.0238 |
1.6% |
0.0111 |
0.8% |
59% |
False |
False |
232,905 |
| 10 |
1.4816 |
1.4479 |
0.0337 |
2.3% |
0.0126 |
0.9% |
71% |
False |
False |
242,663 |
| 20 |
1.4844 |
1.4479 |
0.0365 |
2.5% |
0.0123 |
0.8% |
65% |
False |
False |
228,966 |
| 40 |
1.4844 |
1.4050 |
0.0794 |
5.4% |
0.0126 |
0.9% |
84% |
False |
False |
124,128 |
| 60 |
1.4844 |
1.4010 |
0.0834 |
5.7% |
0.0124 |
0.8% |
85% |
False |
False |
82,893 |
| 80 |
1.4844 |
1.3822 |
0.1022 |
6.9% |
0.0119 |
0.8% |
88% |
False |
False |
62,233 |
| 100 |
1.4844 |
1.3753 |
0.1091 |
7.4% |
0.0113 |
0.8% |
88% |
False |
False |
49,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5316 |
|
2.618 |
1.5115 |
|
1.618 |
1.4992 |
|
1.000 |
1.4916 |
|
0.618 |
1.4869 |
|
HIGH |
1.4793 |
|
0.618 |
1.4746 |
|
0.500 |
1.4732 |
|
0.382 |
1.4717 |
|
LOW |
1.4670 |
|
0.618 |
1.4594 |
|
1.000 |
1.4547 |
|
1.618 |
1.4471 |
|
2.618 |
1.4348 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4732 |
1.4731 |
| PP |
1.4727 |
1.4726 |
| S1 |
1.4723 |
1.4722 |
|