CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4624 |
1.4668 |
0.0044 |
0.3% |
1.4611 |
| High |
1.4650 |
1.4746 |
0.0096 |
0.7% |
1.4660 |
| Low |
1.4597 |
1.4665 |
0.0068 |
0.5% |
1.4480 |
| Close |
1.4656 |
1.4705 |
0.0049 |
0.3% |
1.4583 |
| Range |
0.0053 |
0.0081 |
0.0028 |
52.8% |
0.0180 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
187 |
63 |
-124 |
-66.3% |
329 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4948 |
1.4908 |
1.4750 |
|
| R3 |
1.4867 |
1.4827 |
1.4727 |
|
| R2 |
1.4786 |
1.4786 |
1.4720 |
|
| R1 |
1.4746 |
1.4746 |
1.4712 |
1.4766 |
| PP |
1.4705 |
1.4705 |
1.4705 |
1.4716 |
| S1 |
1.4665 |
1.4665 |
1.4698 |
1.4685 |
| S2 |
1.4624 |
1.4624 |
1.4690 |
|
| S3 |
1.4543 |
1.4584 |
1.4683 |
|
| S4 |
1.4462 |
1.4503 |
1.4660 |
|
|
| 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 |
1.5090 |
|
2.618 |
1.4958 |
|
1.618 |
1.4877 |
|
1.000 |
1.4827 |
|
0.618 |
1.4796 |
|
HIGH |
1.4746 |
|
0.618 |
1.4715 |
|
0.500 |
1.4706 |
|
0.382 |
1.4696 |
|
LOW |
1.4665 |
|
0.618 |
1.4615 |
|
1.000 |
1.4584 |
|
1.618 |
1.4534 |
|
2.618 |
1.4453 |
|
4.250 |
1.4321 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4706 |
1.4674 |
| PP |
1.4705 |
1.4644 |
| S1 |
1.4705 |
1.4613 |
|