CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4899 |
1.4980 |
0.0081 |
0.5% |
1.4678 |
| High |
1.4950 |
1.4980 |
0.0030 |
0.2% |
1.4951 |
| Low |
1.4826 |
1.4877 |
0.0051 |
0.3% |
1.4678 |
| Close |
1.4933 |
1.4916 |
-0.0017 |
-0.1% |
1.4887 |
| Range |
0.0124 |
0.0103 |
-0.0021 |
-16.9% |
0.0273 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.1% |
0.0000 |
| Volume |
181 |
73 |
-108 |
-59.7% |
1,453 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5233 |
1.5178 |
1.4973 |
|
| R3 |
1.5130 |
1.5075 |
1.4944 |
|
| R2 |
1.5027 |
1.5027 |
1.4935 |
|
| R1 |
1.4972 |
1.4972 |
1.4925 |
1.4948 |
| PP |
1.4924 |
1.4924 |
1.4924 |
1.4913 |
| S1 |
1.4869 |
1.4869 |
1.4907 |
1.4845 |
| S2 |
1.4821 |
1.4821 |
1.4897 |
|
| S3 |
1.4718 |
1.4766 |
1.4888 |
|
| S4 |
1.4615 |
1.4663 |
1.4859 |
|
|
| 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 |
1.5418 |
|
2.618 |
1.5250 |
|
1.618 |
1.5147 |
|
1.000 |
1.5083 |
|
0.618 |
1.5044 |
|
HIGH |
1.4980 |
|
0.618 |
1.4941 |
|
0.500 |
1.4929 |
|
0.382 |
1.4916 |
|
LOW |
1.4877 |
|
0.618 |
1.4813 |
|
1.000 |
1.4774 |
|
1.618 |
1.4710 |
|
2.618 |
1.4607 |
|
4.250 |
1.4439 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4929 |
1.4912 |
| PP |
1.4924 |
1.4907 |
| S1 |
1.4920 |
1.4903 |
|