CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4846 |
1.4921 |
0.0075 |
0.5% |
1.4874 |
| High |
1.4937 |
1.5015 |
0.0078 |
0.5% |
1.5048 |
| Low |
1.4823 |
1.4878 |
0.0055 |
0.4% |
1.4820 |
| Close |
1.4893 |
1.4983 |
0.0090 |
0.6% |
1.4893 |
| Range |
0.0114 |
0.0137 |
0.0023 |
20.2% |
0.0228 |
| ATR |
0.0138 |
0.0138 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
315,833 |
246,095 |
-69,738 |
-22.1% |
1,219,533 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5370 |
1.5313 |
1.5058 |
|
| R3 |
1.5233 |
1.5176 |
1.5021 |
|
| R2 |
1.5096 |
1.5096 |
1.5008 |
|
| R1 |
1.5039 |
1.5039 |
1.4996 |
1.5068 |
| PP |
1.4959 |
1.4959 |
1.4959 |
1.4973 |
| S1 |
1.4902 |
1.4902 |
1.4970 |
1.4931 |
| S2 |
1.4822 |
1.4822 |
1.4958 |
|
| S3 |
1.4685 |
1.4765 |
1.4945 |
|
| S4 |
1.4548 |
1.4628 |
1.4908 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5604 |
1.5477 |
1.5018 |
|
| R3 |
1.5376 |
1.5249 |
1.4956 |
|
| R2 |
1.5148 |
1.5148 |
1.4935 |
|
| R1 |
1.5021 |
1.5021 |
1.4914 |
1.5085 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4952 |
| S1 |
1.4793 |
1.4793 |
1.4872 |
1.4857 |
| S2 |
1.4692 |
1.4692 |
1.4851 |
|
| S3 |
1.4464 |
1.4565 |
1.4830 |
|
| S4 |
1.4236 |
1.4337 |
1.4768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5048 |
1.4820 |
0.0228 |
1.5% |
0.0125 |
0.8% |
71% |
False |
False |
241,028 |
| 10 |
1.5048 |
1.4624 |
0.0424 |
2.8% |
0.0140 |
0.9% |
85% |
False |
False |
257,387 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0142 |
0.9% |
82% |
False |
False |
265,271 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0135 |
0.9% |
86% |
False |
False |
246,734 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0131 |
0.9% |
91% |
False |
False |
192,121 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.0% |
0.0130 |
0.9% |
92% |
False |
False |
144,301 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.1% |
0.0125 |
0.8% |
94% |
False |
False |
115,489 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0121 |
0.8% |
94% |
False |
False |
96,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5597 |
|
2.618 |
1.5374 |
|
1.618 |
1.5237 |
|
1.000 |
1.5152 |
|
0.618 |
1.5100 |
|
HIGH |
1.5015 |
|
0.618 |
1.4963 |
|
0.500 |
1.4947 |
|
0.382 |
1.4930 |
|
LOW |
1.4878 |
|
0.618 |
1.4793 |
|
1.000 |
1.4741 |
|
1.618 |
1.4656 |
|
2.618 |
1.4519 |
|
4.250 |
1.4296 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4971 |
1.4961 |
| PP |
1.4959 |
1.4940 |
| S1 |
1.4947 |
1.4918 |
|