CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4730 |
1.4772 |
0.0042 |
0.3% |
1.5000 |
| High |
1.4843 |
1.4811 |
-0.0032 |
-0.2% |
1.5062 |
| Low |
1.4700 |
1.4624 |
-0.0076 |
-0.5% |
1.4681 |
| Close |
1.4751 |
1.4701 |
-0.0050 |
-0.3% |
1.4726 |
| Range |
0.0143 |
0.0187 |
0.0044 |
30.8% |
0.0381 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
2.6% |
0.0000 |
| Volume |
313,640 |
277,473 |
-36,167 |
-11.5% |
1,455,400 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5273 |
1.5174 |
1.4804 |
|
| R3 |
1.5086 |
1.4987 |
1.4752 |
|
| R2 |
1.4899 |
1.4899 |
1.4735 |
|
| R1 |
1.4800 |
1.4800 |
1.4718 |
1.4756 |
| PP |
1.4712 |
1.4712 |
1.4712 |
1.4690 |
| S1 |
1.4613 |
1.4613 |
1.4684 |
1.4569 |
| S2 |
1.4525 |
1.4525 |
1.4667 |
|
| S3 |
1.4338 |
1.4426 |
1.4650 |
|
| S4 |
1.4151 |
1.4239 |
1.4598 |
|
|
| 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 |
1.4858 |
1.4624 |
0.0234 |
1.6% |
0.0162 |
1.1% |
33% |
False |
True |
310,613 |
| 10 |
1.5062 |
1.4624 |
0.0438 |
3.0% |
0.0152 |
1.0% |
18% |
False |
True |
281,984 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
3.0% |
0.0136 |
0.9% |
18% |
False |
True |
249,214 |
| 40 |
1.5062 |
1.4467 |
0.0595 |
4.0% |
0.0129 |
0.9% |
39% |
False |
False |
229,604 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.9% |
0.0129 |
0.9% |
64% |
False |
False |
154,012 |
| 80 |
1.5062 |
1.3916 |
0.1146 |
7.8% |
0.0126 |
0.9% |
68% |
False |
False |
115,611 |
| 100 |
1.5062 |
1.3753 |
0.1309 |
8.9% |
0.0123 |
0.8% |
72% |
False |
False |
92,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5606 |
|
2.618 |
1.5301 |
|
1.618 |
1.5114 |
|
1.000 |
1.4998 |
|
0.618 |
1.4927 |
|
HIGH |
1.4811 |
|
0.618 |
1.4740 |
|
0.500 |
1.4718 |
|
0.382 |
1.4695 |
|
LOW |
1.4624 |
|
0.618 |
1.4508 |
|
1.000 |
1.4437 |
|
1.618 |
1.4321 |
|
2.618 |
1.4134 |
|
4.250 |
1.3829 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4718 |
1.4741 |
| PP |
1.4712 |
1.4727 |
| S1 |
1.4707 |
1.4714 |
|