CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5077 |
1.5046 |
-0.0031 |
-0.2% |
1.4852 |
| High |
1.5110 |
1.5142 |
0.0032 |
0.2% |
1.5144 |
| Low |
1.5032 |
1.5045 |
0.0013 |
0.1% |
1.4827 |
| Close |
1.5035 |
1.5090 |
0.0055 |
0.4% |
1.4960 |
| Range |
0.0078 |
0.0097 |
0.0019 |
24.4% |
0.0317 |
| ATR |
0.0146 |
0.0143 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
268,011 |
226,483 |
-41,528 |
-15.5% |
987,216 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5383 |
1.5334 |
1.5143 |
|
| R3 |
1.5286 |
1.5237 |
1.5117 |
|
| R2 |
1.5189 |
1.5189 |
1.5108 |
|
| R1 |
1.5140 |
1.5140 |
1.5099 |
1.5165 |
| PP |
1.5092 |
1.5092 |
1.5092 |
1.5105 |
| S1 |
1.5043 |
1.5043 |
1.5081 |
1.5068 |
| S2 |
1.4995 |
1.4995 |
1.5072 |
|
| S3 |
1.4898 |
1.4946 |
1.5063 |
|
| S4 |
1.4801 |
1.4849 |
1.5037 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5761 |
1.5134 |
|
| R3 |
1.5611 |
1.5444 |
1.5047 |
|
| R2 |
1.5294 |
1.5294 |
1.5018 |
|
| R1 |
1.5127 |
1.5127 |
1.4989 |
1.5211 |
| PP |
1.4977 |
1.4977 |
1.4977 |
1.5019 |
| S1 |
1.4810 |
1.4810 |
1.4931 |
1.4894 |
| S2 |
1.4660 |
1.4660 |
1.4902 |
|
| S3 |
1.4343 |
1.4493 |
1.4873 |
|
| S4 |
1.4026 |
1.4176 |
1.4786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5142 |
1.4827 |
0.0315 |
2.1% |
0.0151 |
1.0% |
83% |
True |
False |
297,608 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0146 |
1.0% |
84% |
False |
False |
275,402 |
| 20 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0139 |
0.9% |
84% |
False |
False |
263,831 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.4% |
0.0141 |
0.9% |
90% |
False |
False |
259,673 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.4% |
0.0134 |
0.9% |
92% |
False |
False |
245,710 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.2% |
0.0133 |
0.9% |
95% |
False |
False |
185,633 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.5% |
0.0130 |
0.9% |
95% |
False |
False |
148,588 |
| 120 |
1.5144 |
1.3806 |
0.1338 |
8.9% |
0.0126 |
0.8% |
96% |
False |
False |
123,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5554 |
|
2.618 |
1.5396 |
|
1.618 |
1.5299 |
|
1.000 |
1.5239 |
|
0.618 |
1.5202 |
|
HIGH |
1.5142 |
|
0.618 |
1.5105 |
|
0.500 |
1.5094 |
|
0.382 |
1.5082 |
|
LOW |
1.5045 |
|
0.618 |
1.4985 |
|
1.000 |
1.4948 |
|
1.618 |
1.4888 |
|
2.618 |
1.4791 |
|
4.250 |
1.4633 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5094 |
1.5079 |
| PP |
1.5092 |
1.5067 |
| S1 |
1.5091 |
1.5056 |
|