CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.5002 |
1.4862 |
-0.0140 |
-0.9% |
1.4899 |
High |
1.5038 |
1.4912 |
-0.0126 |
-0.8% |
1.5050 |
Low |
1.4843 |
1.4761 |
-0.0082 |
-0.6% |
1.4826 |
Close |
1.4850 |
1.4799 |
-0.0051 |
-0.3% |
1.4992 |
Range |
0.0195 |
0.0151 |
-0.0044 |
-22.6% |
0.0224 |
ATR |
0.0107 |
0.0110 |
0.0003 |
3.0% |
0.0000 |
Volume |
162 |
300 |
138 |
85.2% |
980 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5277 |
1.5189 |
1.4882 |
|
R3 |
1.5126 |
1.5038 |
1.4841 |
|
R2 |
1.4975 |
1.4975 |
1.4827 |
|
R1 |
1.4887 |
1.4887 |
1.4813 |
1.4856 |
PP |
1.4824 |
1.4824 |
1.4824 |
1.4808 |
S1 |
1.4736 |
1.4736 |
1.4785 |
1.4705 |
S2 |
1.4673 |
1.4673 |
1.4771 |
|
S3 |
1.4522 |
1.4585 |
1.4757 |
|
S4 |
1.4371 |
1.4434 |
1.4716 |
|
|
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 |
1.5554 |
2.618 |
1.5307 |
1.618 |
1.5156 |
1.000 |
1.5063 |
0.618 |
1.5005 |
HIGH |
1.4912 |
0.618 |
1.4854 |
0.500 |
1.4837 |
0.382 |
1.4819 |
LOW |
1.4761 |
0.618 |
1.4668 |
1.000 |
1.4610 |
1.618 |
1.4517 |
2.618 |
1.4366 |
4.250 |
1.4119 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4837 |
1.4906 |
PP |
1.4824 |
1.4870 |
S1 |
1.4812 |
1.4835 |
|