CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4658 |
1.4524 |
-0.0134 |
-0.9% |
1.4611 |
| High |
1.4658 |
1.4630 |
-0.0028 |
-0.2% |
1.4660 |
| Low |
1.4515 |
1.4480 |
-0.0035 |
-0.2% |
1.4480 |
| Close |
1.4530 |
1.4583 |
0.0053 |
0.4% |
1.4583 |
| Range |
0.0143 |
0.0150 |
0.0007 |
4.9% |
0.0180 |
| ATR |
0.0088 |
0.0093 |
0.0004 |
5.0% |
0.0000 |
| Volume |
87 |
73 |
-14 |
-16.1% |
329 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5014 |
1.4949 |
1.4666 |
|
| R3 |
1.4864 |
1.4799 |
1.4624 |
|
| R2 |
1.4714 |
1.4714 |
1.4611 |
|
| R1 |
1.4649 |
1.4649 |
1.4597 |
1.4682 |
| PP |
1.4564 |
1.4564 |
1.4564 |
1.4581 |
| S1 |
1.4499 |
1.4499 |
1.4569 |
1.4532 |
| S2 |
1.4414 |
1.4414 |
1.4556 |
|
| S3 |
1.4264 |
1.4349 |
1.4542 |
|
| S4 |
1.4114 |
1.4199 |
1.4501 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5114 |
1.5029 |
1.4682 |
|
| R3 |
1.4934 |
1.4849 |
1.4633 |
|
| R2 |
1.4754 |
1.4754 |
1.4616 |
|
| R1 |
1.4669 |
1.4669 |
1.4600 |
1.4622 |
| PP |
1.4574 |
1.4574 |
1.4574 |
1.4551 |
| S1 |
1.4489 |
1.4489 |
1.4567 |
1.4442 |
| S2 |
1.4394 |
1.4394 |
1.4550 |
|
| S3 |
1.4214 |
1.4309 |
1.4534 |
|
| S4 |
1.4034 |
1.4129 |
1.4484 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5268 |
|
2.618 |
1.5023 |
|
1.618 |
1.4873 |
|
1.000 |
1.4780 |
|
0.618 |
1.4723 |
|
HIGH |
1.4630 |
|
0.618 |
1.4573 |
|
0.500 |
1.4555 |
|
0.382 |
1.4537 |
|
LOW |
1.4480 |
|
0.618 |
1.4387 |
|
1.000 |
1.4330 |
|
1.618 |
1.4237 |
|
2.618 |
1.4087 |
|
4.250 |
1.3843 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4574 |
1.4579 |
| PP |
1.4564 |
1.4574 |
| S1 |
1.4555 |
1.4570 |
|