CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4969 |
1.4875 |
-0.0094 |
-0.6% |
1.4865 |
| High |
1.4975 |
1.4981 |
0.0006 |
0.0% |
1.5035 |
| Low |
1.4800 |
1.4860 |
0.0060 |
0.4% |
1.4815 |
| Close |
1.4845 |
1.4929 |
0.0084 |
0.6% |
1.4887 |
| Range |
0.0175 |
0.0121 |
-0.0054 |
-30.9% |
0.0220 |
| ATR |
0.0127 |
0.0127 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,858 |
1,140 |
-718 |
-38.6% |
3,017 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5286 |
1.5229 |
1.4996 |
|
| R3 |
1.5165 |
1.5108 |
1.4962 |
|
| R2 |
1.5044 |
1.5044 |
1.4951 |
|
| R1 |
1.4987 |
1.4987 |
1.4940 |
1.5016 |
| PP |
1.4923 |
1.4923 |
1.4923 |
1.4938 |
| S1 |
1.4866 |
1.4866 |
1.4918 |
1.4895 |
| S2 |
1.4802 |
1.4802 |
1.4907 |
|
| S3 |
1.4681 |
1.4745 |
1.4896 |
|
| S4 |
1.4560 |
1.4624 |
1.4862 |
|
|
| 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 |
1.5495 |
|
2.618 |
1.5298 |
|
1.618 |
1.5177 |
|
1.000 |
1.5102 |
|
0.618 |
1.5056 |
|
HIGH |
1.4981 |
|
0.618 |
1.4935 |
|
0.500 |
1.4921 |
|
0.382 |
1.4906 |
|
LOW |
1.4860 |
|
0.618 |
1.4785 |
|
1.000 |
1.4739 |
|
1.618 |
1.4664 |
|
2.618 |
1.4543 |
|
4.250 |
1.4346 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4926 |
1.4921 |
| PP |
1.4923 |
1.4912 |
| S1 |
1.4921 |
1.4904 |
|