CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4668 |
1.4697 |
0.0029 |
0.2% |
1.4611 |
| High |
1.4746 |
1.4727 |
-0.0019 |
-0.1% |
1.4660 |
| Low |
1.4665 |
1.4643 |
-0.0022 |
-0.2% |
1.4480 |
| Close |
1.4705 |
1.4662 |
-0.0043 |
-0.3% |
1.4583 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0180 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
63 |
114 |
51 |
81.0% |
329 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4880 |
1.4708 |
|
| R3 |
1.4845 |
1.4796 |
1.4685 |
|
| R2 |
1.4761 |
1.4761 |
1.4677 |
|
| R1 |
1.4712 |
1.4712 |
1.4670 |
1.4695 |
| PP |
1.4677 |
1.4677 |
1.4677 |
1.4669 |
| S1 |
1.4628 |
1.4628 |
1.4654 |
1.4611 |
| S2 |
1.4593 |
1.4593 |
1.4647 |
|
| S3 |
1.4509 |
1.4544 |
1.4639 |
|
| S4 |
1.4425 |
1.4460 |
1.4616 |
|
|
| 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 |
1.5084 |
|
2.618 |
1.4947 |
|
1.618 |
1.4863 |
|
1.000 |
1.4811 |
|
0.618 |
1.4779 |
|
HIGH |
1.4727 |
|
0.618 |
1.4695 |
|
0.500 |
1.4685 |
|
0.382 |
1.4675 |
|
LOW |
1.4643 |
|
0.618 |
1.4591 |
|
1.000 |
1.4559 |
|
1.618 |
1.4507 |
|
2.618 |
1.4423 |
|
4.250 |
1.4286 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4685 |
1.4672 |
| PP |
1.4677 |
1.4668 |
| S1 |
1.4670 |
1.4665 |
|