CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4678 |
1.4781 |
0.0103 |
0.7% |
1.4624 |
| High |
1.4798 |
1.4864 |
0.0066 |
0.4% |
1.4806 |
| Low |
1.4678 |
1.4760 |
0.0082 |
0.6% |
1.4597 |
| Close |
1.4779 |
1.4811 |
0.0032 |
0.2% |
1.4699 |
| Range |
0.0120 |
0.0104 |
-0.0016 |
-13.3% |
0.0209 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.5% |
0.0000 |
| Volume |
351 |
231 |
-120 |
-34.2% |
1,195 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5124 |
1.5071 |
1.4868 |
|
| R3 |
1.5020 |
1.4967 |
1.4840 |
|
| R2 |
1.4916 |
1.4916 |
1.4830 |
|
| R1 |
1.4863 |
1.4863 |
1.4821 |
1.4890 |
| PP |
1.4812 |
1.4812 |
1.4812 |
1.4825 |
| S1 |
1.4759 |
1.4759 |
1.4801 |
1.4786 |
| S2 |
1.4708 |
1.4708 |
1.4792 |
|
| S3 |
1.4604 |
1.4655 |
1.4782 |
|
| S4 |
1.4500 |
1.4551 |
1.4754 |
|
|
| 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 |
1.5306 |
|
2.618 |
1.5136 |
|
1.618 |
1.5032 |
|
1.000 |
1.4968 |
|
0.618 |
1.4928 |
|
HIGH |
1.4864 |
|
0.618 |
1.4824 |
|
0.500 |
1.4812 |
|
0.382 |
1.4800 |
|
LOW |
1.4760 |
|
0.618 |
1.4696 |
|
1.000 |
1.4656 |
|
1.618 |
1.4592 |
|
2.618 |
1.4488 |
|
4.250 |
1.4318 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4812 |
1.4795 |
| PP |
1.4812 |
1.4779 |
| S1 |
1.4811 |
1.4764 |
|