CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4781 |
1.4842 |
0.0061 |
0.4% |
1.4624 |
| High |
1.4864 |
1.4935 |
0.0071 |
0.5% |
1.4806 |
| Low |
1.4760 |
1.4842 |
0.0082 |
0.6% |
1.4597 |
| Close |
1.4811 |
1.4894 |
0.0083 |
0.6% |
1.4699 |
| Range |
0.0104 |
0.0093 |
-0.0011 |
-10.6% |
0.0209 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.0% |
0.0000 |
| Volume |
231 |
219 |
-12 |
-5.2% |
1,195 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5169 |
1.5125 |
1.4945 |
|
| R3 |
1.5076 |
1.5032 |
1.4920 |
|
| R2 |
1.4983 |
1.4983 |
1.4911 |
|
| R1 |
1.4939 |
1.4939 |
1.4903 |
1.4961 |
| PP |
1.4890 |
1.4890 |
1.4890 |
1.4902 |
| S1 |
1.4846 |
1.4846 |
1.4885 |
1.4868 |
| S2 |
1.4797 |
1.4797 |
1.4877 |
|
| S3 |
1.4704 |
1.4753 |
1.4868 |
|
| S4 |
1.4611 |
1.4660 |
1.4843 |
|
|
| 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 |
1.5330 |
|
2.618 |
1.5178 |
|
1.618 |
1.5085 |
|
1.000 |
1.5028 |
|
0.618 |
1.4992 |
|
HIGH |
1.4935 |
|
0.618 |
1.4899 |
|
0.500 |
1.4889 |
|
0.382 |
1.4878 |
|
LOW |
1.4842 |
|
0.618 |
1.4785 |
|
1.000 |
1.4749 |
|
1.618 |
1.4692 |
|
2.618 |
1.4599 |
|
4.250 |
1.4447 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4892 |
1.4865 |
| PP |
1.4890 |
1.4836 |
| S1 |
1.4889 |
1.4807 |
|