CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4947 |
1.4899 |
-0.0048 |
-0.3% |
1.4678 |
| High |
1.4951 |
1.4950 |
-0.0001 |
0.0% |
1.4951 |
| Low |
1.4852 |
1.4826 |
-0.0026 |
-0.2% |
1.4678 |
| Close |
1.4887 |
1.4933 |
0.0046 |
0.3% |
1.4887 |
| Range |
0.0099 |
0.0124 |
0.0025 |
25.3% |
0.0273 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.7% |
0.0000 |
| Volume |
288 |
181 |
-107 |
-37.2% |
1,453 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5275 |
1.5228 |
1.5001 |
|
| R3 |
1.5151 |
1.5104 |
1.4967 |
|
| R2 |
1.5027 |
1.5027 |
1.4956 |
|
| R1 |
1.4980 |
1.4980 |
1.4944 |
1.5004 |
| PP |
1.4903 |
1.4903 |
1.4903 |
1.4915 |
| S1 |
1.4856 |
1.4856 |
1.4922 |
1.4880 |
| S2 |
1.4779 |
1.4779 |
1.4910 |
|
| S3 |
1.4655 |
1.4732 |
1.4899 |
|
| S4 |
1.4531 |
1.4608 |
1.4865 |
|
|
| 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 |
1.5477 |
|
2.618 |
1.5275 |
|
1.618 |
1.5151 |
|
1.000 |
1.5074 |
|
0.618 |
1.5027 |
|
HIGH |
1.4950 |
|
0.618 |
1.4903 |
|
0.500 |
1.4888 |
|
0.382 |
1.4873 |
|
LOW |
1.4826 |
|
0.618 |
1.4749 |
|
1.000 |
1.4702 |
|
1.618 |
1.4625 |
|
2.618 |
1.4501 |
|
4.250 |
1.4299 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4918 |
1.4918 |
| PP |
1.4903 |
1.4903 |
| S1 |
1.4888 |
1.4889 |
|