CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4875 |
1.4950 |
0.0075 |
0.5% |
1.4865 |
| High |
1.4981 |
1.4950 |
-0.0031 |
-0.2% |
1.5035 |
| Low |
1.4860 |
1.4834 |
-0.0026 |
-0.2% |
1.4815 |
| Close |
1.4929 |
1.4907 |
-0.0022 |
-0.1% |
1.4887 |
| Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0220 |
| ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
1,140 |
1,137 |
-3 |
-0.3% |
3,017 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5192 |
1.4971 |
|
| R3 |
1.5129 |
1.5076 |
1.4939 |
|
| R2 |
1.5013 |
1.5013 |
1.4928 |
|
| R1 |
1.4960 |
1.4960 |
1.4918 |
1.4929 |
| PP |
1.4897 |
1.4897 |
1.4897 |
1.4881 |
| S1 |
1.4844 |
1.4844 |
1.4896 |
1.4813 |
| S2 |
1.4781 |
1.4781 |
1.4886 |
|
| S3 |
1.4665 |
1.4728 |
1.4875 |
|
| S4 |
1.4549 |
1.4612 |
1.4843 |
|
|
| 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 |
1.5443 |
|
2.618 |
1.5254 |
|
1.618 |
1.5138 |
|
1.000 |
1.5066 |
|
0.618 |
1.5022 |
|
HIGH |
1.4950 |
|
0.618 |
1.4906 |
|
0.500 |
1.4892 |
|
0.382 |
1.4878 |
|
LOW |
1.4834 |
|
0.618 |
1.4762 |
|
1.000 |
1.4718 |
|
1.618 |
1.4646 |
|
2.618 |
1.4530 |
|
4.250 |
1.4341 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4902 |
1.4902 |
| PP |
1.4897 |
1.4896 |
| S1 |
1.4892 |
1.4891 |
|