CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4772 |
1.4718 |
-0.0054 |
-0.4% |
1.5000 |
| High |
1.4811 |
1.4908 |
0.0097 |
0.7% |
1.5062 |
| Low |
1.4624 |
1.4700 |
0.0076 |
0.5% |
1.4681 |
| Close |
1.4701 |
1.4895 |
0.0194 |
1.3% |
1.4726 |
| Range |
0.0187 |
0.0208 |
0.0021 |
11.2% |
0.0381 |
| ATR |
0.0141 |
0.0146 |
0.0005 |
3.4% |
0.0000 |
| Volume |
277,473 |
333,458 |
55,985 |
20.2% |
1,455,400 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5458 |
1.5385 |
1.5009 |
|
| R3 |
1.5250 |
1.5177 |
1.4952 |
|
| R2 |
1.5042 |
1.5042 |
1.4933 |
|
| R1 |
1.4969 |
1.4969 |
1.4914 |
1.5006 |
| PP |
1.4834 |
1.4834 |
1.4834 |
1.4853 |
| S1 |
1.4761 |
1.4761 |
1.4876 |
1.4798 |
| S2 |
1.4626 |
1.4626 |
1.4857 |
|
| S3 |
1.4418 |
1.4553 |
1.4838 |
|
| S4 |
1.4210 |
1.4345 |
1.4781 |
|
|
| 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 |
1.4908 |
1.4624 |
0.0284 |
1.9% |
0.0174 |
1.2% |
95% |
True |
False |
311,208 |
| 10 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0157 |
1.1% |
62% |
False |
False |
290,062 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0142 |
1.0% |
62% |
False |
False |
255,516 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
71% |
False |
False |
236,649 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0131 |
0.9% |
83% |
False |
False |
159,566 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0128 |
0.9% |
84% |
False |
False |
119,778 |
| 100 |
1.5062 |
1.3806 |
0.1256 |
8.4% |
0.0124 |
0.8% |
87% |
False |
False |
95,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5792 |
|
2.618 |
1.5453 |
|
1.618 |
1.5245 |
|
1.000 |
1.5116 |
|
0.618 |
1.5037 |
|
HIGH |
1.4908 |
|
0.618 |
1.4829 |
|
0.500 |
1.4804 |
|
0.382 |
1.4779 |
|
LOW |
1.4700 |
|
0.618 |
1.4571 |
|
1.000 |
1.4492 |
|
1.618 |
1.4363 |
|
2.618 |
1.4155 |
|
4.250 |
1.3816 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4865 |
1.4852 |
| PP |
1.4834 |
1.4809 |
| S1 |
1.4804 |
1.4766 |
|