CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4750 |
1.4678 |
-0.0072 |
-0.5% |
1.4624 |
| High |
1.4766 |
1.4798 |
0.0032 |
0.2% |
1.4806 |
| Low |
1.4663 |
1.4678 |
0.0015 |
0.1% |
1.4597 |
| Close |
1.4699 |
1.4779 |
0.0080 |
0.5% |
1.4699 |
| Range |
0.0103 |
0.0120 |
0.0017 |
16.5% |
0.0209 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
1.9% |
0.0000 |
| Volume |
483 |
351 |
-132 |
-27.3% |
1,195 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5112 |
1.5065 |
1.4845 |
|
| R3 |
1.4992 |
1.4945 |
1.4812 |
|
| R2 |
1.4872 |
1.4872 |
1.4801 |
|
| R1 |
1.4825 |
1.4825 |
1.4790 |
1.4849 |
| PP |
1.4752 |
1.4752 |
1.4752 |
1.4763 |
| S1 |
1.4705 |
1.4705 |
1.4768 |
1.4729 |
| S2 |
1.4632 |
1.4632 |
1.4757 |
|
| S3 |
1.4512 |
1.4585 |
1.4746 |
|
| S4 |
1.4392 |
1.4465 |
1.4713 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5328 |
1.5222 |
1.4814 |
|
| R3 |
1.5119 |
1.5013 |
1.4756 |
|
| R2 |
1.4910 |
1.4910 |
1.4737 |
|
| R1 |
1.4804 |
1.4804 |
1.4718 |
1.4857 |
| PP |
1.4701 |
1.4701 |
1.4701 |
1.4727 |
| S1 |
1.4595 |
1.4595 |
1.4680 |
1.4648 |
| S2 |
1.4492 |
1.4492 |
1.4661 |
|
| S3 |
1.4283 |
1.4386 |
1.4642 |
|
| S4 |
1.4074 |
1.4177 |
1.4584 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5308 |
|
2.618 |
1.5112 |
|
1.618 |
1.4992 |
|
1.000 |
1.4918 |
|
0.618 |
1.4872 |
|
HIGH |
1.4798 |
|
0.618 |
1.4752 |
|
0.500 |
1.4738 |
|
0.382 |
1.4724 |
|
LOW |
1.4678 |
|
0.618 |
1.4604 |
|
1.000 |
1.4558 |
|
1.618 |
1.4484 |
|
2.618 |
1.4364 |
|
4.250 |
1.4168 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4765 |
1.4764 |
| PP |
1.4752 |
1.4749 |
| S1 |
1.4738 |
1.4735 |
|