CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4921 |
1.4965 |
0.0044 |
0.3% |
1.4874 |
| High |
1.5015 |
1.4998 |
-0.0017 |
-0.1% |
1.5048 |
| Low |
1.4878 |
1.4806 |
-0.0072 |
-0.5% |
1.4820 |
| Close |
1.4983 |
1.4853 |
-0.0130 |
-0.9% |
1.4893 |
| Range |
0.0137 |
0.0192 |
0.0055 |
40.1% |
0.0228 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.8% |
0.0000 |
| Volume |
246,095 |
279,006 |
32,911 |
13.4% |
1,219,533 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5462 |
1.5349 |
1.4959 |
|
| R3 |
1.5270 |
1.5157 |
1.4906 |
|
| R2 |
1.5078 |
1.5078 |
1.4888 |
|
| R1 |
1.4965 |
1.4965 |
1.4871 |
1.4926 |
| PP |
1.4886 |
1.4886 |
1.4886 |
1.4866 |
| S1 |
1.4773 |
1.4773 |
1.4835 |
1.4734 |
| S2 |
1.4694 |
1.4694 |
1.4818 |
|
| S3 |
1.4502 |
1.4581 |
1.4800 |
|
| S4 |
1.4310 |
1.4389 |
1.4747 |
|
|
| 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 |
1.4806 |
0.0242 |
1.6% |
0.0147 |
1.0% |
19% |
False |
True |
257,865 |
| 10 |
1.5048 |
1.4700 |
0.0348 |
2.3% |
0.0140 |
0.9% |
44% |
False |
False |
257,541 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0146 |
1.0% |
52% |
False |
False |
269,762 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0136 |
0.9% |
64% |
False |
False |
249,288 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0133 |
0.9% |
76% |
False |
False |
196,718 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0131 |
0.9% |
80% |
False |
False |
147,787 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0126 |
0.8% |
83% |
False |
False |
118,273 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0123 |
0.8% |
84% |
False |
False |
98,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5814 |
|
2.618 |
1.5501 |
|
1.618 |
1.5309 |
|
1.000 |
1.5190 |
|
0.618 |
1.5117 |
|
HIGH |
1.4998 |
|
0.618 |
1.4925 |
|
0.500 |
1.4902 |
|
0.382 |
1.4879 |
|
LOW |
1.4806 |
|
0.618 |
1.4687 |
|
1.000 |
1.4614 |
|
1.618 |
1.4495 |
|
2.618 |
1.4303 |
|
4.250 |
1.3990 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4902 |
1.4911 |
| PP |
1.4886 |
1.4891 |
| S1 |
1.4869 |
1.4872 |
|