CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4697 |
1.4735 |
0.0038 |
0.3% |
1.4611 |
| High |
1.4727 |
1.4806 |
0.0079 |
0.5% |
1.4660 |
| Low |
1.4643 |
1.4713 |
0.0070 |
0.5% |
1.4480 |
| Close |
1.4662 |
1.4767 |
0.0105 |
0.7% |
1.4583 |
| Range |
0.0084 |
0.0093 |
0.0009 |
10.7% |
0.0180 |
| ATR |
0.0090 |
0.0094 |
0.0004 |
4.2% |
0.0000 |
| Volume |
114 |
348 |
234 |
205.3% |
329 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5041 |
1.4997 |
1.4818 |
|
| R3 |
1.4948 |
1.4904 |
1.4793 |
|
| R2 |
1.4855 |
1.4855 |
1.4784 |
|
| R1 |
1.4811 |
1.4811 |
1.4776 |
1.4833 |
| PP |
1.4762 |
1.4762 |
1.4762 |
1.4773 |
| S1 |
1.4718 |
1.4718 |
1.4758 |
1.4740 |
| S2 |
1.4669 |
1.4669 |
1.4750 |
|
| S3 |
1.4576 |
1.4625 |
1.4741 |
|
| S4 |
1.4483 |
1.4532 |
1.4716 |
|
|
| 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 |
1.5201 |
|
2.618 |
1.5049 |
|
1.618 |
1.4956 |
|
1.000 |
1.4899 |
|
0.618 |
1.4863 |
|
HIGH |
1.4806 |
|
0.618 |
1.4770 |
|
0.500 |
1.4760 |
|
0.382 |
1.4749 |
|
LOW |
1.4713 |
|
0.618 |
1.4656 |
|
1.000 |
1.4620 |
|
1.618 |
1.4563 |
|
2.618 |
1.4470 |
|
4.250 |
1.4318 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4765 |
1.4753 |
| PP |
1.4762 |
1.4739 |
| S1 |
1.4760 |
1.4725 |
|