CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4870 |
1.4807 |
-0.0063 |
-0.4% |
1.4897 |
| High |
1.4927 |
1.4839 |
-0.0088 |
-0.6% |
1.5059 |
| Low |
1.4767 |
1.4690 |
-0.0077 |
-0.5% |
1.4826 |
| Close |
1.4806 |
1.4718 |
-0.0088 |
-0.6% |
1.5000 |
| Range |
0.0160 |
0.0149 |
-0.0011 |
-6.9% |
0.0233 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
1.0% |
0.0000 |
| Volume |
261,140 |
330,482 |
69,342 |
26.6% |
1,182,381 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5196 |
1.5106 |
1.4800 |
|
| R3 |
1.5047 |
1.4957 |
1.4759 |
|
| R2 |
1.4898 |
1.4898 |
1.4745 |
|
| R1 |
1.4808 |
1.4808 |
1.4732 |
1.4779 |
| PP |
1.4749 |
1.4749 |
1.4749 |
1.4734 |
| S1 |
1.4659 |
1.4659 |
1.4704 |
1.4630 |
| S2 |
1.4600 |
1.4600 |
1.4691 |
|
| S3 |
1.4451 |
1.4510 |
1.4677 |
|
| S4 |
1.4302 |
1.4361 |
1.4636 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5661 |
1.5563 |
1.5128 |
|
| R3 |
1.5428 |
1.5330 |
1.5064 |
|
| R2 |
1.5195 |
1.5195 |
1.5043 |
|
| R1 |
1.5097 |
1.5097 |
1.5021 |
1.5146 |
| PP |
1.4962 |
1.4962 |
1.4962 |
1.4986 |
| S1 |
1.4864 |
1.4864 |
1.4979 |
1.4913 |
| S2 |
1.4729 |
1.4729 |
1.4957 |
|
| S3 |
1.4496 |
1.4631 |
1.4936 |
|
| S4 |
1.4263 |
1.4398 |
1.4872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5062 |
1.4690 |
0.0372 |
2.5% |
0.0140 |
1.0% |
8% |
False |
True |
268,916 |
| 10 |
1.5062 |
1.4690 |
0.0372 |
2.5% |
0.0135 |
0.9% |
8% |
False |
True |
246,902 |
| 20 |
1.5062 |
1.4479 |
0.0583 |
4.0% |
0.0130 |
0.9% |
41% |
False |
False |
238,683 |
| 40 |
1.5062 |
1.4192 |
0.0870 |
5.9% |
0.0127 |
0.9% |
60% |
False |
False |
199,762 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.9% |
0.0127 |
0.9% |
66% |
False |
False |
133,655 |
| 80 |
1.5062 |
1.3844 |
0.1218 |
8.3% |
0.0123 |
0.8% |
72% |
False |
False |
100,346 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.9% |
0.0121 |
0.8% |
74% |
False |
False |
80,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5472 |
|
2.618 |
1.5229 |
|
1.618 |
1.5080 |
|
1.000 |
1.4988 |
|
0.618 |
1.4931 |
|
HIGH |
1.4839 |
|
0.618 |
1.4782 |
|
0.500 |
1.4765 |
|
0.382 |
1.4747 |
|
LOW |
1.4690 |
|
0.618 |
1.4598 |
|
1.000 |
1.4541 |
|
1.618 |
1.4449 |
|
2.618 |
1.4300 |
|
4.250 |
1.4057 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4765 |
1.4876 |
| PP |
1.4749 |
1.4823 |
| S1 |
1.4734 |
1.4771 |
|