CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4825 |
1.4710 |
-0.0115 |
-0.8% |
1.5002 |
| High |
1.4836 |
1.4835 |
-0.0001 |
0.0% |
1.5038 |
| Low |
1.4698 |
1.4710 |
0.0012 |
0.1% |
1.4692 |
| Close |
1.4719 |
1.4745 |
0.0026 |
0.2% |
1.4719 |
| Range |
0.0138 |
0.0125 |
-0.0013 |
-9.4% |
0.0346 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.5% |
0.0000 |
| Volume |
226 |
574 |
348 |
154.0% |
1,164 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5138 |
1.5067 |
1.4814 |
|
| R3 |
1.5013 |
1.4942 |
1.4779 |
|
| R2 |
1.4888 |
1.4888 |
1.4768 |
|
| R1 |
1.4817 |
1.4817 |
1.4756 |
1.4853 |
| PP |
1.4763 |
1.4763 |
1.4763 |
1.4781 |
| S1 |
1.4692 |
1.4692 |
1.4734 |
1.4728 |
| S2 |
1.4638 |
1.4638 |
1.4722 |
|
| S3 |
1.4513 |
1.4567 |
1.4711 |
|
| S4 |
1.4388 |
1.4442 |
1.4676 |
|
|
| 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 |
1.5366 |
|
2.618 |
1.5162 |
|
1.618 |
1.5037 |
|
1.000 |
1.4960 |
|
0.618 |
1.4912 |
|
HIGH |
1.4835 |
|
0.618 |
1.4787 |
|
0.500 |
1.4773 |
|
0.382 |
1.4758 |
|
LOW |
1.4710 |
|
0.618 |
1.4633 |
|
1.000 |
1.4585 |
|
1.618 |
1.4508 |
|
2.618 |
1.4383 |
|
4.250 |
1.4179 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4773 |
1.4770 |
| PP |
1.4763 |
1.4762 |
| S1 |
1.4754 |
1.4753 |
|