CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4860 |
1.4865 |
0.0005 |
0.0% |
1.4710 |
| High |
1.4901 |
1.5007 |
0.0106 |
0.7% |
1.4905 |
| Low |
1.4810 |
1.4863 |
0.0053 |
0.4% |
1.4625 |
| Close |
1.4829 |
1.4990 |
0.0161 |
1.1% |
1.4829 |
| Range |
0.0091 |
0.0144 |
0.0053 |
58.2% |
0.0280 |
| ATR |
0.0122 |
0.0126 |
0.0004 |
3.3% |
0.0000 |
| Volume |
410 |
719 |
309 |
75.4% |
2,660 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5385 |
1.5332 |
1.5069 |
|
| R3 |
1.5241 |
1.5188 |
1.5030 |
|
| R2 |
1.5097 |
1.5097 |
1.5016 |
|
| R1 |
1.5044 |
1.5044 |
1.5003 |
1.5071 |
| PP |
1.4953 |
1.4953 |
1.4953 |
1.4967 |
| S1 |
1.4900 |
1.4900 |
1.4977 |
1.4927 |
| S2 |
1.4809 |
1.4809 |
1.4964 |
|
| S3 |
1.4665 |
1.4756 |
1.4950 |
|
| S4 |
1.4521 |
1.4612 |
1.4911 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5626 |
1.5508 |
1.4983 |
|
| R3 |
1.5346 |
1.5228 |
1.4906 |
|
| R2 |
1.5066 |
1.5066 |
1.4880 |
|
| R1 |
1.4948 |
1.4948 |
1.4855 |
1.5007 |
| PP |
1.4786 |
1.4786 |
1.4786 |
1.4816 |
| S1 |
1.4668 |
1.4668 |
1.4803 |
1.4727 |
| S2 |
1.4506 |
1.4506 |
1.4778 |
|
| S3 |
1.4226 |
1.4388 |
1.4752 |
|
| S4 |
1.3946 |
1.4108 |
1.4675 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5619 |
|
2.618 |
1.5384 |
|
1.618 |
1.5240 |
|
1.000 |
1.5151 |
|
0.618 |
1.5096 |
|
HIGH |
1.5007 |
|
0.618 |
1.4952 |
|
0.500 |
1.4935 |
|
0.382 |
1.4918 |
|
LOW |
1.4863 |
|
0.618 |
1.4774 |
|
1.000 |
1.4719 |
|
1.618 |
1.4630 |
|
2.618 |
1.4486 |
|
4.250 |
1.4251 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4972 |
1.4962 |
| PP |
1.4953 |
1.4935 |
| S1 |
1.4935 |
1.4907 |
|