CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4605 |
1.4658 |
0.0053 |
0.4% |
1.4625 |
| High |
1.4660 |
1.4658 |
-0.0002 |
0.0% |
1.4840 |
| Low |
1.4591 |
1.4515 |
-0.0076 |
-0.5% |
1.4619 |
| Close |
1.4642 |
1.4530 |
-0.0112 |
-0.8% |
1.4663 |
| Range |
0.0069 |
0.0143 |
0.0074 |
107.2% |
0.0221 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
5.0% |
0.0000 |
| Volume |
76 |
87 |
11 |
14.5% |
669 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4997 |
1.4906 |
1.4609 |
|
| R3 |
1.4854 |
1.4763 |
1.4569 |
|
| R2 |
1.4711 |
1.4711 |
1.4556 |
|
| R1 |
1.4620 |
1.4620 |
1.4543 |
1.4594 |
| PP |
1.4568 |
1.4568 |
1.4568 |
1.4555 |
| S1 |
1.4477 |
1.4477 |
1.4517 |
1.4451 |
| S2 |
1.4425 |
1.4425 |
1.4504 |
|
| S3 |
1.4282 |
1.4334 |
1.4491 |
|
| S4 |
1.4139 |
1.4191 |
1.4451 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5238 |
1.4785 |
|
| R3 |
1.5149 |
1.5017 |
1.4724 |
|
| R2 |
1.4928 |
1.4928 |
1.4704 |
|
| R1 |
1.4796 |
1.4796 |
1.4683 |
1.4862 |
| PP |
1.4707 |
1.4707 |
1.4707 |
1.4741 |
| S1 |
1.4575 |
1.4575 |
1.4643 |
1.4641 |
| S2 |
1.4486 |
1.4486 |
1.4622 |
|
| S3 |
1.4265 |
1.4354 |
1.4602 |
|
| S4 |
1.4044 |
1.4133 |
1.4541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5266 |
|
2.618 |
1.5032 |
|
1.618 |
1.4889 |
|
1.000 |
1.4801 |
|
0.618 |
1.4746 |
|
HIGH |
1.4658 |
|
0.618 |
1.4603 |
|
0.500 |
1.4587 |
|
0.382 |
1.4570 |
|
LOW |
1.4515 |
|
0.618 |
1.4427 |
|
1.000 |
1.4372 |
|
1.618 |
1.4284 |
|
2.618 |
1.4141 |
|
4.250 |
1.3907 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4587 |
1.4588 |
| PP |
1.4568 |
1.4568 |
| S1 |
1.4549 |
1.4549 |
|