CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4718 |
1.4773 |
0.0055 |
0.4% |
1.4587 |
| High |
1.4811 |
1.4874 |
0.0063 |
0.4% |
1.4816 |
| Low |
1.4674 |
1.4758 |
0.0084 |
0.6% |
1.4578 |
| Close |
1.4787 |
1.4820 |
0.0033 |
0.2% |
1.4718 |
| Range |
0.0137 |
0.0116 |
-0.0021 |
-15.3% |
0.0238 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
212,759 |
122,454 |
-90,305 |
-42.4% |
1,164,529 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5109 |
1.4884 |
|
| R3 |
1.5049 |
1.4993 |
1.4852 |
|
| R2 |
1.4933 |
1.4933 |
1.4841 |
|
| R1 |
1.4877 |
1.4877 |
1.4831 |
1.4905 |
| PP |
1.4817 |
1.4817 |
1.4817 |
1.4832 |
| S1 |
1.4761 |
1.4761 |
1.4809 |
1.4789 |
| S2 |
1.4701 |
1.4701 |
1.4799 |
|
| S3 |
1.4585 |
1.4645 |
1.4788 |
|
| S4 |
1.4469 |
1.4529 |
1.4756 |
|
|
| 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 |
1.4874 |
1.4645 |
0.0229 |
1.5% |
0.0121 |
0.8% |
76% |
True |
False |
208,953 |
| 10 |
1.4874 |
1.4479 |
0.0395 |
2.7% |
0.0123 |
0.8% |
86% |
True |
False |
230,202 |
| 20 |
1.4874 |
1.4479 |
0.0395 |
2.7% |
0.0122 |
0.8% |
86% |
True |
False |
224,822 |
| 40 |
1.4874 |
1.4072 |
0.0802 |
5.4% |
0.0126 |
0.8% |
93% |
True |
False |
132,447 |
| 60 |
1.4874 |
1.4010 |
0.0864 |
5.8% |
0.0125 |
0.8% |
94% |
True |
False |
88,478 |
| 80 |
1.4874 |
1.3844 |
0.1030 |
7.0% |
0.0121 |
0.8% |
95% |
True |
False |
66,422 |
| 100 |
1.4874 |
1.3753 |
0.1121 |
7.6% |
0.0116 |
0.8% |
95% |
True |
False |
53,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5367 |
|
2.618 |
1.5178 |
|
1.618 |
1.5062 |
|
1.000 |
1.4990 |
|
0.618 |
1.4946 |
|
HIGH |
1.4874 |
|
0.618 |
1.4830 |
|
0.500 |
1.4816 |
|
0.382 |
1.4802 |
|
LOW |
1.4758 |
|
0.618 |
1.4686 |
|
1.000 |
1.4642 |
|
1.618 |
1.4570 |
|
2.618 |
1.4454 |
|
4.250 |
1.4265 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4819 |
1.4804 |
| PP |
1.4817 |
1.4788 |
| S1 |
1.4816 |
1.4772 |
|