CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4806 |
1.4717 |
-0.0089 |
-0.6% |
1.4899 |
| High |
1.4828 |
1.4848 |
0.0020 |
0.1% |
1.5050 |
| Low |
1.4695 |
1.4692 |
-0.0003 |
0.0% |
1.4826 |
| Close |
1.4712 |
1.4837 |
0.0125 |
0.8% |
1.4992 |
| Range |
0.0133 |
0.0156 |
0.0023 |
17.3% |
0.0224 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.8% |
0.0000 |
| Volume |
245 |
231 |
-14 |
-5.7% |
980 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5260 |
1.5205 |
1.4923 |
|
| R3 |
1.5104 |
1.5049 |
1.4880 |
|
| R2 |
1.4948 |
1.4948 |
1.4866 |
|
| R1 |
1.4893 |
1.4893 |
1.4851 |
1.4921 |
| PP |
1.4792 |
1.4792 |
1.4792 |
1.4806 |
| S1 |
1.4737 |
1.4737 |
1.4823 |
1.4765 |
| S2 |
1.4636 |
1.4636 |
1.4808 |
|
| S3 |
1.4480 |
1.4581 |
1.4794 |
|
| S4 |
1.4324 |
1.4425 |
1.4751 |
|
|
| 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 |
1.5511 |
|
2.618 |
1.5256 |
|
1.618 |
1.5100 |
|
1.000 |
1.5004 |
|
0.618 |
1.4944 |
|
HIGH |
1.4848 |
|
0.618 |
1.4788 |
|
0.500 |
1.4770 |
|
0.382 |
1.4752 |
|
LOW |
1.4692 |
|
0.618 |
1.4596 |
|
1.000 |
1.4536 |
|
1.618 |
1.4440 |
|
2.618 |
1.4284 |
|
4.250 |
1.4029 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4815 |
1.4825 |
| PP |
1.4792 |
1.4814 |
| S1 |
1.4770 |
1.4802 |
|