CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
1.4717 |
1.4825 |
0.0108 |
0.7% |
1.5002 |
High |
1.4848 |
1.4836 |
-0.0012 |
-0.1% |
1.5038 |
Low |
1.4692 |
1.4698 |
0.0006 |
0.0% |
1.4692 |
Close |
1.4837 |
1.4719 |
-0.0118 |
-0.8% |
1.4719 |
Range |
0.0156 |
0.0138 |
-0.0018 |
-11.5% |
0.0346 |
ATR |
0.0115 |
0.0116 |
0.0002 |
1.5% |
0.0000 |
Volume |
231 |
226 |
-5 |
-2.2% |
1,164 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5165 |
1.5080 |
1.4795 |
|
R3 |
1.5027 |
1.4942 |
1.4757 |
|
R2 |
1.4889 |
1.4889 |
1.4744 |
|
R1 |
1.4804 |
1.4804 |
1.4732 |
1.4778 |
PP |
1.4751 |
1.4751 |
1.4751 |
1.4738 |
S1 |
1.4666 |
1.4666 |
1.4706 |
1.4640 |
S2 |
1.4613 |
1.4613 |
1.4694 |
|
S3 |
1.4475 |
1.4528 |
1.4681 |
|
S4 |
1.4337 |
1.4390 |
1.4643 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5854 |
1.5633 |
1.4909 |
|
R3 |
1.5508 |
1.5287 |
1.4814 |
|
R2 |
1.5162 |
1.5162 |
1.4782 |
|
R1 |
1.4941 |
1.4941 |
1.4751 |
1.4879 |
PP |
1.4816 |
1.4816 |
1.4816 |
1.4785 |
S1 |
1.4595 |
1.4595 |
1.4687 |
1.4533 |
S2 |
1.4470 |
1.4470 |
1.4656 |
|
S3 |
1.4124 |
1.4249 |
1.4624 |
|
S4 |
1.3778 |
1.3903 |
1.4529 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5423 |
2.618 |
1.5197 |
1.618 |
1.5059 |
1.000 |
1.4974 |
0.618 |
1.4921 |
HIGH |
1.4836 |
0.618 |
1.4783 |
0.500 |
1.4767 |
0.382 |
1.4751 |
LOW |
1.4698 |
0.618 |
1.4613 |
1.000 |
1.4560 |
1.618 |
1.4475 |
2.618 |
1.4337 |
4.250 |
1.4112 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4767 |
1.4770 |
PP |
1.4751 |
1.4753 |
S1 |
1.4735 |
1.4736 |
|