CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4972 |
1.4844 |
-0.0128 |
-0.9% |
1.4865 |
| High |
1.5005 |
1.4922 |
-0.0083 |
-0.6% |
1.5035 |
| Low |
1.4815 |
1.4821 |
0.0006 |
0.0% |
1.4815 |
| Close |
1.4857 |
1.4887 |
0.0030 |
0.2% |
1.4887 |
| Range |
0.0190 |
0.0101 |
-0.0089 |
-46.8% |
0.0220 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
501 |
891 |
390 |
77.8% |
3,017 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5180 |
1.5134 |
1.4943 |
|
| R3 |
1.5079 |
1.5033 |
1.4915 |
|
| R2 |
1.4978 |
1.4978 |
1.4906 |
|
| R1 |
1.4932 |
1.4932 |
1.4896 |
1.4955 |
| PP |
1.4877 |
1.4877 |
1.4877 |
1.4888 |
| S1 |
1.4831 |
1.4831 |
1.4878 |
1.4854 |
| S2 |
1.4776 |
1.4776 |
1.4868 |
|
| S3 |
1.4675 |
1.4730 |
1.4859 |
|
| S4 |
1.4574 |
1.4629 |
1.4831 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5572 |
1.5450 |
1.5008 |
|
| R3 |
1.5352 |
1.5230 |
1.4948 |
|
| R2 |
1.5132 |
1.5132 |
1.4927 |
|
| R1 |
1.5010 |
1.5010 |
1.4907 |
1.5071 |
| PP |
1.4912 |
1.4912 |
1.4912 |
1.4943 |
| S1 |
1.4790 |
1.4790 |
1.4867 |
1.4851 |
| S2 |
1.4692 |
1.4692 |
1.4847 |
|
| S3 |
1.4472 |
1.4570 |
1.4827 |
|
| S4 |
1.4252 |
1.4350 |
1.4766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5351 |
|
2.618 |
1.5186 |
|
1.618 |
1.5085 |
|
1.000 |
1.5023 |
|
0.618 |
1.4984 |
|
HIGH |
1.4922 |
|
0.618 |
1.4883 |
|
0.500 |
1.4872 |
|
0.382 |
1.4860 |
|
LOW |
1.4821 |
|
0.618 |
1.4759 |
|
1.000 |
1.4720 |
|
1.618 |
1.4658 |
|
2.618 |
1.4557 |
|
4.250 |
1.4392 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4882 |
1.4925 |
| PP |
1.4877 |
1.4912 |
| S1 |
1.4872 |
1.4900 |
|