CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4524 |
1.4624 |
0.0100 |
0.7% |
1.4611 |
| High |
1.4630 |
1.4650 |
0.0020 |
0.1% |
1.4660 |
| Low |
1.4480 |
1.4597 |
0.0117 |
0.8% |
1.4480 |
| Close |
1.4583 |
1.4656 |
0.0073 |
0.5% |
1.4583 |
| Range |
0.0150 |
0.0053 |
-0.0097 |
-64.7% |
0.0180 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
73 |
187 |
114 |
156.2% |
329 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4793 |
1.4778 |
1.4685 |
|
| R3 |
1.4740 |
1.4725 |
1.4671 |
|
| R2 |
1.4687 |
1.4687 |
1.4666 |
|
| R1 |
1.4672 |
1.4672 |
1.4661 |
1.4680 |
| PP |
1.4634 |
1.4634 |
1.4634 |
1.4638 |
| S1 |
1.4619 |
1.4619 |
1.4651 |
1.4627 |
| S2 |
1.4581 |
1.4581 |
1.4646 |
|
| S3 |
1.4528 |
1.4566 |
1.4641 |
|
| S4 |
1.4475 |
1.4513 |
1.4627 |
|
|
| 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 |
1.4875 |
|
2.618 |
1.4789 |
|
1.618 |
1.4736 |
|
1.000 |
1.4703 |
|
0.618 |
1.4683 |
|
HIGH |
1.4650 |
|
0.618 |
1.4630 |
|
0.500 |
1.4624 |
|
0.382 |
1.4617 |
|
LOW |
1.4597 |
|
0.618 |
1.4564 |
|
1.000 |
1.4544 |
|
1.618 |
1.4511 |
|
2.618 |
1.4458 |
|
4.250 |
1.4372 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4627 |
| PP |
1.4634 |
1.4598 |
| S1 |
1.4624 |
1.4569 |
|