CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4983 |
1.4982 |
-0.0001 |
0.0% |
1.4730 |
| High |
1.5048 |
1.5016 |
-0.0032 |
-0.2% |
1.4916 |
| Low |
1.4951 |
1.4820 |
-0.0131 |
-0.9% |
1.4624 |
| Close |
1.4962 |
1.4863 |
-0.0099 |
-0.7% |
1.4835 |
| Range |
0.0097 |
0.0196 |
0.0099 |
102.1% |
0.0292 |
| ATR |
0.0136 |
0.0140 |
0.0004 |
3.2% |
0.0000 |
| Volume |
220,304 |
228,090 |
7,786 |
3.5% |
1,421,889 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5488 |
1.5371 |
1.4971 |
|
| R3 |
1.5292 |
1.5175 |
1.4917 |
|
| R2 |
1.5096 |
1.5096 |
1.4899 |
|
| R1 |
1.4979 |
1.4979 |
1.4881 |
1.4940 |
| PP |
1.4900 |
1.4900 |
1.4900 |
1.4880 |
| S1 |
1.4783 |
1.4783 |
1.4845 |
1.4744 |
| S2 |
1.4704 |
1.4704 |
1.4827 |
|
| S3 |
1.4508 |
1.4587 |
1.4809 |
|
| S4 |
1.4312 |
1.4391 |
1.4755 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5668 |
1.5543 |
1.4996 |
|
| R3 |
1.5376 |
1.5251 |
1.4915 |
|
| R2 |
1.5084 |
1.5084 |
1.4889 |
|
| R1 |
1.4959 |
1.4959 |
1.4862 |
1.5022 |
| PP |
1.4792 |
1.4792 |
1.4792 |
1.4823 |
| S1 |
1.4667 |
1.4667 |
1.4808 |
1.4730 |
| S2 |
1.4500 |
1.4500 |
1.4781 |
|
| S3 |
1.4208 |
1.4375 |
1.4755 |
|
| S4 |
1.3916 |
1.4083 |
1.4674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5048 |
1.4812 |
0.0236 |
1.6% |
0.0129 |
0.9% |
22% |
False |
False |
222,159 |
| 10 |
1.5048 |
1.4624 |
0.0424 |
2.9% |
0.0144 |
1.0% |
56% |
False |
False |
263,813 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0143 |
1.0% |
55% |
False |
False |
260,387 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0134 |
0.9% |
66% |
False |
False |
242,384 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0131 |
0.9% |
77% |
False |
False |
182,822 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0130 |
0.9% |
81% |
False |
False |
137,281 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0124 |
0.8% |
84% |
False |
False |
109,874 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0120 |
0.8% |
85% |
False |
False |
91,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5849 |
|
2.618 |
1.5529 |
|
1.618 |
1.5333 |
|
1.000 |
1.5212 |
|
0.618 |
1.5137 |
|
HIGH |
1.5016 |
|
0.618 |
1.4941 |
|
0.500 |
1.4918 |
|
0.382 |
1.4895 |
|
LOW |
1.4820 |
|
0.618 |
1.4699 |
|
1.000 |
1.4624 |
|
1.618 |
1.4503 |
|
2.618 |
1.4307 |
|
4.250 |
1.3987 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4918 |
1.4934 |
| PP |
1.4900 |
1.4910 |
| S1 |
1.4881 |
1.4887 |
|