CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4913 |
1.4852 |
-0.0061 |
-0.4% |
1.4921 |
| High |
1.4934 |
1.4999 |
0.0065 |
0.4% |
1.5015 |
| Low |
1.4799 |
1.4848 |
0.0049 |
0.3% |
1.4799 |
| Close |
1.4855 |
1.4972 |
0.0117 |
0.8% |
1.4855 |
| Range |
0.0135 |
0.0151 |
0.0016 |
11.9% |
0.0216 |
| ATR |
0.0140 |
0.0141 |
0.0001 |
0.6% |
0.0000 |
| Volume |
285,426 |
269,615 |
-15,811 |
-5.5% |
1,350,989 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5393 |
1.5333 |
1.5055 |
|
| R3 |
1.5242 |
1.5182 |
1.5014 |
|
| R2 |
1.5091 |
1.5091 |
1.5000 |
|
| R1 |
1.5031 |
1.5031 |
1.4986 |
1.5061 |
| PP |
1.4940 |
1.4940 |
1.4940 |
1.4955 |
| S1 |
1.4880 |
1.4880 |
1.4958 |
1.4910 |
| S2 |
1.4789 |
1.4789 |
1.4944 |
|
| S3 |
1.4638 |
1.4729 |
1.4930 |
|
| S4 |
1.4487 |
1.4578 |
1.4889 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5538 |
1.5412 |
1.4974 |
|
| R3 |
1.5322 |
1.5196 |
1.4914 |
|
| R2 |
1.5106 |
1.5106 |
1.4895 |
|
| R1 |
1.4980 |
1.4980 |
1.4875 |
1.4935 |
| PP |
1.4890 |
1.4890 |
1.4890 |
1.4867 |
| S1 |
1.4764 |
1.4764 |
1.4835 |
1.4719 |
| S2 |
1.4674 |
1.4674 |
1.4815 |
|
| S3 |
1.4458 |
1.4548 |
1.4796 |
|
| S4 |
1.4242 |
1.4332 |
1.4736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4999 |
1.4799 |
0.0200 |
1.3% |
0.0145 |
1.0% |
87% |
True |
False |
274,901 |
| 10 |
1.5048 |
1.4799 |
0.0249 |
1.7% |
0.0135 |
0.9% |
69% |
False |
False |
257,965 |
| 20 |
1.5048 |
1.4624 |
0.0424 |
2.8% |
0.0145 |
1.0% |
82% |
False |
False |
274,256 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0135 |
0.9% |
85% |
False |
False |
253,679 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0133 |
0.9% |
90% |
False |
False |
214,805 |
| 80 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0131 |
0.9% |
91% |
False |
False |
161,466 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.1% |
0.0127 |
0.8% |
93% |
False |
False |
129,224 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0123 |
0.8% |
93% |
False |
False |
107,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5641 |
|
2.618 |
1.5394 |
|
1.618 |
1.5243 |
|
1.000 |
1.5150 |
|
0.618 |
1.5092 |
|
HIGH |
1.4999 |
|
0.618 |
1.4941 |
|
0.500 |
1.4924 |
|
0.382 |
1.4906 |
|
LOW |
1.4848 |
|
0.618 |
1.4755 |
|
1.000 |
1.4697 |
|
1.618 |
1.4604 |
|
2.618 |
1.4453 |
|
4.250 |
1.4206 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4956 |
1.4948 |
| PP |
1.4940 |
1.4923 |
| S1 |
1.4924 |
1.4899 |
|