CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4718 |
1.4874 |
0.0156 |
1.1% |
1.5000 |
| High |
1.4908 |
1.4916 |
0.0008 |
0.1% |
1.5062 |
| Low |
1.4700 |
1.4810 |
0.0110 |
0.7% |
1.4681 |
| Close |
1.4895 |
1.4867 |
-0.0028 |
-0.2% |
1.4726 |
| Range |
0.0208 |
0.0106 |
-0.0102 |
-49.0% |
0.0381 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
333,458 |
290,221 |
-43,237 |
-13.0% |
1,455,400 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5182 |
1.5131 |
1.4925 |
|
| R3 |
1.5076 |
1.5025 |
1.4896 |
|
| R2 |
1.4970 |
1.4970 |
1.4886 |
|
| R1 |
1.4919 |
1.4919 |
1.4877 |
1.4892 |
| PP |
1.4864 |
1.4864 |
1.4864 |
1.4851 |
| S1 |
1.4813 |
1.4813 |
1.4857 |
1.4786 |
| S2 |
1.4758 |
1.4758 |
1.4848 |
|
| S3 |
1.4652 |
1.4707 |
1.4838 |
|
| S4 |
1.4546 |
1.4601 |
1.4809 |
|
|
| 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 |
1.4916 |
1.4624 |
0.0292 |
2.0% |
0.0160 |
1.1% |
83% |
True |
False |
305,467 |
| 10 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0158 |
1.1% |
55% |
False |
False |
289,306 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0141 |
0.9% |
55% |
False |
False |
258,973 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
67% |
False |
False |
241,720 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0131 |
0.9% |
81% |
False |
False |
164,399 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0128 |
0.9% |
81% |
False |
False |
123,401 |
| 100 |
1.5062 |
1.3822 |
0.1240 |
8.3% |
0.0123 |
0.8% |
84% |
False |
False |
98,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5367 |
|
2.618 |
1.5194 |
|
1.618 |
1.5088 |
|
1.000 |
1.5022 |
|
0.618 |
1.4982 |
|
HIGH |
1.4916 |
|
0.618 |
1.4876 |
|
0.500 |
1.4863 |
|
0.382 |
1.4850 |
|
LOW |
1.4810 |
|
0.618 |
1.4744 |
|
1.000 |
1.4704 |
|
1.618 |
1.4638 |
|
2.618 |
1.4532 |
|
4.250 |
1.4360 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4866 |
1.4835 |
| PP |
1.4864 |
1.4802 |
| S1 |
1.4863 |
1.4770 |
|