CME Euro FX (E) Future December 2009
| 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 |
1.4833 |
1.4730 |
-0.0103 |
-0.7% |
1.5000 |
| High |
1.4857 |
1.4843 |
-0.0014 |
-0.1% |
1.5062 |
| Low |
1.4702 |
1.4700 |
-0.0002 |
0.0% |
1.4681 |
| Close |
1.4726 |
1.4751 |
0.0025 |
0.2% |
1.4726 |
| Range |
0.0155 |
0.0143 |
-0.0012 |
-7.7% |
0.0381 |
| ATR |
0.0137 |
0.0137 |
0.0000 |
0.3% |
0.0000 |
| Volume |
312,544 |
313,640 |
1,096 |
0.4% |
1,455,400 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5194 |
1.5115 |
1.4830 |
|
| R3 |
1.5051 |
1.4972 |
1.4790 |
|
| R2 |
1.4908 |
1.4908 |
1.4777 |
|
| R1 |
1.4829 |
1.4829 |
1.4764 |
1.4869 |
| PP |
1.4765 |
1.4765 |
1.4765 |
1.4784 |
| S1 |
1.4686 |
1.4686 |
1.4738 |
1.4726 |
| S2 |
1.4622 |
1.4622 |
1.4725 |
|
| S3 |
1.4479 |
1.4543 |
1.4712 |
|
| S4 |
1.4336 |
1.4400 |
1.4672 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5966 |
1.5727 |
1.4936 |
|
| R3 |
1.5585 |
1.5346 |
1.4831 |
|
| R2 |
1.5204 |
1.5204 |
1.4796 |
|
| R1 |
1.4965 |
1.4965 |
1.4761 |
1.4894 |
| PP |
1.4823 |
1.4823 |
1.4823 |
1.4788 |
| S1 |
1.4584 |
1.4584 |
1.4691 |
1.4513 |
| S2 |
1.4442 |
1.4442 |
1.4656 |
|
| S3 |
1.4061 |
1.4203 |
1.4621 |
|
| S4 |
1.3680 |
1.3822 |
1.4516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4927 |
1.4681 |
0.0246 |
1.7% |
0.0157 |
1.1% |
28% |
False |
False |
307,346 |
| 10 |
1.5062 |
1.4681 |
0.0381 |
2.6% |
0.0145 |
1.0% |
18% |
False |
False |
273,155 |
| 20 |
1.5062 |
1.4644 |
0.0418 |
2.8% |
0.0133 |
0.9% |
26% |
False |
False |
243,201 |
| 40 |
1.5062 |
1.4303 |
0.0759 |
5.1% |
0.0130 |
0.9% |
59% |
False |
False |
222,913 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.9% |
0.0128 |
0.9% |
69% |
False |
False |
149,399 |
| 80 |
1.5062 |
1.3904 |
0.1158 |
7.9% |
0.0125 |
0.8% |
73% |
False |
False |
112,145 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.9% |
0.0122 |
0.8% |
76% |
False |
False |
89,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5451 |
|
2.618 |
1.5217 |
|
1.618 |
1.5074 |
|
1.000 |
1.4986 |
|
0.618 |
1.4931 |
|
HIGH |
1.4843 |
|
0.618 |
1.4788 |
|
0.500 |
1.4772 |
|
0.382 |
1.4755 |
|
LOW |
1.4700 |
|
0.618 |
1.4612 |
|
1.000 |
1.4557 |
|
1.618 |
1.4469 |
|
2.618 |
1.4326 |
|
4.250 |
1.4092 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4772 |
1.4770 |
| PP |
1.4765 |
1.4763 |
| S1 |
1.4758 |
1.4757 |
|