CME Euro FX (E) Future December 2009
| 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 |
1.4935 |
1.5004 |
0.0069 |
0.5% |
1.4718 |
| High |
1.5045 |
1.5038 |
-0.0007 |
0.0% |
1.4965 |
| Low |
1.4886 |
1.4942 |
0.0056 |
0.4% |
1.4674 |
| Close |
1.5034 |
1.5024 |
-0.0010 |
-0.1% |
1.4897 |
| Range |
0.0159 |
0.0096 |
-0.0063 |
-39.6% |
0.0291 |
| ATR |
0.0128 |
0.0125 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
252,680 |
297,781 |
45,101 |
17.8% |
1,045,852 |
|
| Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5289 |
1.5253 |
1.5077 |
|
| R3 |
1.5193 |
1.5157 |
1.5050 |
|
| R2 |
1.5097 |
1.5097 |
1.5042 |
|
| R1 |
1.5061 |
1.5061 |
1.5033 |
1.5079 |
| PP |
1.5001 |
1.5001 |
1.5001 |
1.5011 |
| S1 |
1.4965 |
1.4965 |
1.5015 |
1.4983 |
| S2 |
1.4905 |
1.4905 |
1.5006 |
|
| S3 |
1.4809 |
1.4869 |
1.4998 |
|
| S4 |
1.4713 |
1.4773 |
1.4971 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5718 |
1.5599 |
1.5057 |
|
| R3 |
1.5427 |
1.5308 |
1.4977 |
|
| R2 |
1.5136 |
1.5136 |
1.4950 |
|
| R1 |
1.5017 |
1.5017 |
1.4924 |
1.5077 |
| PP |
1.4845 |
1.4845 |
1.4845 |
1.4875 |
| S1 |
1.4726 |
1.4726 |
1.4870 |
1.4786 |
| S2 |
1.4554 |
1.4554 |
1.4844 |
|
| S3 |
1.4263 |
1.4435 |
1.4817 |
|
| S4 |
1.3972 |
1.4144 |
1.4737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5045 |
1.4826 |
0.0219 |
1.5% |
0.0125 |
0.8% |
90% |
False |
False |
240,776 |
| 10 |
1.5045 |
1.4670 |
0.0375 |
2.5% |
0.0123 |
0.8% |
94% |
False |
False |
228,640 |
| 20 |
1.5045 |
1.4479 |
0.0566 |
3.8% |
0.0124 |
0.8% |
96% |
False |
False |
235,781 |
| 40 |
1.5045 |
1.4180 |
0.0865 |
5.8% |
0.0127 |
0.8% |
98% |
False |
False |
173,803 |
| 60 |
1.5045 |
1.4020 |
0.1025 |
6.8% |
0.0125 |
0.8% |
98% |
False |
False |
116,301 |
| 80 |
1.5045 |
1.3844 |
0.1201 |
8.0% |
0.0121 |
0.8% |
98% |
False |
False |
87,280 |
| 100 |
1.5045 |
1.3753 |
0.1292 |
8.6% |
0.0119 |
0.8% |
98% |
False |
False |
69,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5446 |
|
2.618 |
1.5289 |
|
1.618 |
1.5193 |
|
1.000 |
1.5134 |
|
0.618 |
1.5097 |
|
HIGH |
1.5038 |
|
0.618 |
1.5001 |
|
0.500 |
1.4990 |
|
0.382 |
1.4979 |
|
LOW |
1.4942 |
|
0.618 |
1.4883 |
|
1.000 |
1.4846 |
|
1.618 |
1.4787 |
|
2.618 |
1.4691 |
|
4.250 |
1.4534 |
|
|
| Fisher Pivots for day following 22-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5013 |
1.5004 |
| PP |
1.5001 |
1.4983 |
| S1 |
1.4990 |
1.4963 |
|