CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4719 |
1.4833 |
0.0114 |
0.8% |
1.5000 |
| High |
1.4858 |
1.4857 |
-0.0001 |
0.0% |
1.5062 |
| Low |
1.4681 |
1.4702 |
0.0021 |
0.1% |
1.4681 |
| Close |
1.4844 |
1.4726 |
-0.0118 |
-0.8% |
1.4726 |
| Range |
0.0177 |
0.0155 |
-0.0022 |
-12.4% |
0.0381 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
1.0% |
0.0000 |
| Volume |
318,928 |
312,544 |
-6,384 |
-2.0% |
1,455,400 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.5131 |
1.4811 |
|
| R3 |
1.5072 |
1.4976 |
1.4769 |
|
| R2 |
1.4917 |
1.4917 |
1.4754 |
|
| R1 |
1.4821 |
1.4821 |
1.4740 |
1.4792 |
| PP |
1.4762 |
1.4762 |
1.4762 |
1.4747 |
| S1 |
1.4666 |
1.4666 |
1.4712 |
1.4637 |
| S2 |
1.4607 |
1.4607 |
1.4698 |
|
| S3 |
1.4452 |
1.4511 |
1.4683 |
|
| S4 |
1.4297 |
1.4356 |
1.4641 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5727 |
1.4936 |
|
| R3 |
1.5585 |
1.5346 |
1.4831 |
|
| R2 |
1.5204 |
1.5204 |
1.4796 |
|
| R1 |
1.4965 |
1.4965 |
1.4761 |
1.4894 |
| PP |
1.4823 |
1.4823 |
1.4823 |
1.4788 |
| S1 |
1.4584 |
1.4584 |
1.4691 |
1.4513 |
| S2 |
1.4442 |
1.4442 |
1.4656 |
|
| S3 |
1.4061 |
1.4203 |
1.4621 |
|
| S4 |
1.3680 |
1.3822 |
1.4516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5062 |
1.4681 |
0.0381 |
2.6% |
0.0172 |
1.2% |
12% |
False |
False |
291,080 |
| 10 |
1.5062 |
1.4681 |
0.0381 |
2.6% |
0.0144 |
1.0% |
12% |
False |
False |
263,778 |
| 20 |
1.5062 |
1.4578 |
0.0484 |
3.3% |
0.0130 |
0.9% |
31% |
False |
False |
242,408 |
| 40 |
1.5062 |
1.4192 |
0.0870 |
5.9% |
0.0130 |
0.9% |
61% |
False |
False |
215,263 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.9% |
0.0129 |
0.9% |
67% |
False |
False |
144,175 |
| 80 |
1.5062 |
1.3893 |
0.1169 |
7.9% |
0.0124 |
0.8% |
71% |
False |
False |
108,227 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.9% |
0.0121 |
0.8% |
74% |
False |
False |
86,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5516 |
|
2.618 |
1.5263 |
|
1.618 |
1.5108 |
|
1.000 |
1.5012 |
|
0.618 |
1.4953 |
|
HIGH |
1.4857 |
|
0.618 |
1.4798 |
|
0.500 |
1.4780 |
|
0.382 |
1.4761 |
|
LOW |
1.4702 |
|
0.618 |
1.4606 |
|
1.000 |
1.4547 |
|
1.618 |
1.4451 |
|
2.618 |
1.4296 |
|
4.250 |
1.4043 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4780 |
1.4770 |
| PP |
1.4762 |
1.4755 |
| S1 |
1.4744 |
1.4741 |
|