CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 28-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.4862 |
1.4806 |
-0.0056 |
-0.4% |
1.4899 |
High |
1.4912 |
1.4828 |
-0.0084 |
-0.6% |
1.5050 |
Low |
1.4761 |
1.4695 |
-0.0066 |
-0.4% |
1.4826 |
Close |
1.4799 |
1.4712 |
-0.0087 |
-0.6% |
1.4992 |
Range |
0.0151 |
0.0133 |
-0.0018 |
-11.9% |
0.0224 |
ATR |
0.0110 |
0.0112 |
0.0002 |
1.5% |
0.0000 |
Volume |
300 |
245 |
-55 |
-18.3% |
980 |
|
Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5144 |
1.5061 |
1.4785 |
|
R3 |
1.5011 |
1.4928 |
1.4749 |
|
R2 |
1.4878 |
1.4878 |
1.4736 |
|
R1 |
1.4795 |
1.4795 |
1.4724 |
1.4770 |
PP |
1.4745 |
1.4745 |
1.4745 |
1.4733 |
S1 |
1.4662 |
1.4662 |
1.4700 |
1.4637 |
S2 |
1.4612 |
1.4612 |
1.4688 |
|
S3 |
1.4479 |
1.4529 |
1.4675 |
|
S4 |
1.4346 |
1.4396 |
1.4639 |
|
|
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 |
1.5393 |
2.618 |
1.5176 |
1.618 |
1.5043 |
1.000 |
1.4961 |
0.618 |
1.4910 |
HIGH |
1.4828 |
0.618 |
1.4777 |
0.500 |
1.4762 |
0.382 |
1.4746 |
LOW |
1.4695 |
0.618 |
1.4613 |
1.000 |
1.4562 |
1.618 |
1.4480 |
2.618 |
1.4347 |
4.250 |
1.4130 |
|
|
Fisher Pivots for day following 28-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4762 |
1.4867 |
PP |
1.4745 |
1.4815 |
S1 |
1.4729 |
1.4764 |
|