CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4996 |
1.4983 |
-0.0013 |
-0.1% |
1.4730 |
| High |
1.5019 |
1.5048 |
0.0029 |
0.2% |
1.4916 |
| Low |
1.4936 |
1.4951 |
0.0015 |
0.1% |
1.4624 |
| Close |
1.4979 |
1.4962 |
-0.0017 |
-0.1% |
1.4835 |
| Range |
0.0083 |
0.0097 |
0.0014 |
16.9% |
0.0292 |
| ATR |
0.0139 |
0.0136 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
194,821 |
220,304 |
25,483 |
13.1% |
1,421,889 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5278 |
1.5217 |
1.5015 |
|
| R3 |
1.5181 |
1.5120 |
1.4989 |
|
| R2 |
1.5084 |
1.5084 |
1.4980 |
|
| R1 |
1.5023 |
1.5023 |
1.4971 |
1.5005 |
| PP |
1.4987 |
1.4987 |
1.4987 |
1.4978 |
| S1 |
1.4926 |
1.4926 |
1.4953 |
1.4908 |
| S2 |
1.4890 |
1.4890 |
1.4944 |
|
| S3 |
1.4793 |
1.4829 |
1.4935 |
|
| S4 |
1.4696 |
1.4732 |
1.4909 |
|
|
| 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 |
1.4810 |
0.0238 |
1.6% |
0.0111 |
0.7% |
64% |
True |
False |
234,585 |
| 10 |
1.5048 |
1.4624 |
0.0424 |
2.8% |
0.0143 |
1.0% |
80% |
True |
False |
272,897 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0139 |
0.9% |
77% |
False |
False |
259,899 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
83% |
False |
False |
242,712 |
| 60 |
1.5062 |
1.4091 |
0.0971 |
6.5% |
0.0131 |
0.9% |
90% |
False |
False |
179,054 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.0% |
0.0129 |
0.9% |
90% |
False |
False |
134,431 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.1% |
0.0124 |
0.8% |
92% |
False |
False |
107,597 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0119 |
0.8% |
92% |
False |
False |
89,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5460 |
|
2.618 |
1.5302 |
|
1.618 |
1.5205 |
|
1.000 |
1.5145 |
|
0.618 |
1.5108 |
|
HIGH |
1.5048 |
|
0.618 |
1.5011 |
|
0.500 |
1.5000 |
|
0.382 |
1.4988 |
|
LOW |
1.4951 |
|
0.618 |
1.4891 |
|
1.000 |
1.4854 |
|
1.618 |
1.4794 |
|
2.618 |
1.4697 |
|
4.250 |
1.4539 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5000 |
1.4958 |
| PP |
1.4987 |
1.4954 |
| S1 |
1.4975 |
1.4950 |
|