CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 23-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.5015 |
1.5038 |
0.0023 |
0.2% |
1.4899 |
High |
1.5027 |
1.5050 |
0.0023 |
0.2% |
1.5050 |
Low |
1.4940 |
1.4982 |
0.0042 |
0.3% |
1.4826 |
Close |
1.5016 |
1.4992 |
-0.0024 |
-0.2% |
1.4992 |
Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0224 |
ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
133 |
305 |
172 |
129.3% |
980 |
|
Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5212 |
1.5170 |
1.5029 |
|
R3 |
1.5144 |
1.5102 |
1.5011 |
|
R2 |
1.5076 |
1.5076 |
1.5004 |
|
R1 |
1.5034 |
1.5034 |
1.4998 |
1.5021 |
PP |
1.5008 |
1.5008 |
1.5008 |
1.5002 |
S1 |
1.4966 |
1.4966 |
1.4986 |
1.4953 |
S2 |
1.4940 |
1.4940 |
1.4980 |
|
S3 |
1.4872 |
1.4898 |
1.4973 |
|
S4 |
1.4804 |
1.4830 |
1.4955 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5628 |
1.5534 |
1.5115 |
|
R3 |
1.5404 |
1.5310 |
1.5054 |
|
R2 |
1.5180 |
1.5180 |
1.5033 |
|
R1 |
1.5086 |
1.5086 |
1.5013 |
1.5133 |
PP |
1.4956 |
1.4956 |
1.4956 |
1.4980 |
S1 |
1.4862 |
1.4862 |
1.4971 |
1.4909 |
S2 |
1.4732 |
1.4732 |
1.4951 |
|
S3 |
1.4508 |
1.4638 |
1.4930 |
|
S4 |
1.4284 |
1.4414 |
1.4869 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5339 |
2.618 |
1.5228 |
1.618 |
1.5160 |
1.000 |
1.5118 |
0.618 |
1.5092 |
HIGH |
1.5050 |
0.618 |
1.5024 |
0.500 |
1.5016 |
0.382 |
1.5008 |
LOW |
1.4982 |
0.618 |
1.4940 |
1.000 |
1.4914 |
1.618 |
1.4872 |
2.618 |
1.4804 |
4.250 |
1.4693 |
|
|
Fisher Pivots for day following 23-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.5016 |
1.4988 |
PP |
1.5008 |
1.4984 |
S1 |
1.5000 |
1.4980 |
|