CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4941 |
1.4947 |
0.0006 |
0.0% |
1.4678 |
| High |
1.4950 |
1.4951 |
0.0001 |
0.0% |
1.4951 |
| Low |
1.4835 |
1.4852 |
0.0017 |
0.1% |
1.4678 |
| Close |
1.4916 |
1.4887 |
-0.0029 |
-0.2% |
1.4887 |
| Range |
0.0115 |
0.0099 |
-0.0016 |
-13.9% |
0.0273 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
364 |
288 |
-76 |
-20.9% |
1,453 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5194 |
1.5139 |
1.4941 |
|
| R3 |
1.5095 |
1.5040 |
1.4914 |
|
| R2 |
1.4996 |
1.4996 |
1.4905 |
|
| R1 |
1.4941 |
1.4941 |
1.4896 |
1.4919 |
| PP |
1.4897 |
1.4897 |
1.4897 |
1.4886 |
| S1 |
1.4842 |
1.4842 |
1.4878 |
1.4820 |
| S2 |
1.4798 |
1.4798 |
1.4869 |
|
| S3 |
1.4699 |
1.4743 |
1.4860 |
|
| S4 |
1.4600 |
1.4644 |
1.4833 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5658 |
1.5545 |
1.5037 |
|
| R3 |
1.5385 |
1.5272 |
1.4962 |
|
| R2 |
1.5112 |
1.5112 |
1.4937 |
|
| R1 |
1.4999 |
1.4999 |
1.4912 |
1.5056 |
| PP |
1.4839 |
1.4839 |
1.4839 |
1.4867 |
| S1 |
1.4726 |
1.4726 |
1.4862 |
1.4783 |
| S2 |
1.4566 |
1.4566 |
1.4837 |
|
| S3 |
1.4293 |
1.4453 |
1.4812 |
|
| S4 |
1.4020 |
1.4180 |
1.4737 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5372 |
|
2.618 |
1.5210 |
|
1.618 |
1.5111 |
|
1.000 |
1.5050 |
|
0.618 |
1.5012 |
|
HIGH |
1.4951 |
|
0.618 |
1.4913 |
|
0.500 |
1.4902 |
|
0.382 |
1.4890 |
|
LOW |
1.4852 |
|
0.618 |
1.4791 |
|
1.000 |
1.4753 |
|
1.618 |
1.4692 |
|
2.618 |
1.4593 |
|
4.250 |
1.4431 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4902 |
1.4893 |
| PP |
1.4897 |
1.4891 |
| S1 |
1.4892 |
1.4889 |
|