CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4950 |
1.4915 |
-0.0035 |
-0.2% |
1.4914 |
| High |
1.4950 |
1.4920 |
-0.0030 |
-0.2% |
1.5007 |
| Low |
1.4834 |
1.4788 |
-0.0046 |
-0.3% |
1.4788 |
| Close |
1.4907 |
1.4843 |
-0.0064 |
-0.4% |
1.4843 |
| Range |
0.0116 |
0.0132 |
0.0016 |
13.8% |
0.0219 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,137 |
1,704 |
567 |
49.9% |
6,130 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5246 |
1.5177 |
1.4916 |
|
| R3 |
1.5114 |
1.5045 |
1.4879 |
|
| R2 |
1.4982 |
1.4982 |
1.4867 |
|
| R1 |
1.4913 |
1.4913 |
1.4855 |
1.4882 |
| PP |
1.4850 |
1.4850 |
1.4850 |
1.4835 |
| S1 |
1.4781 |
1.4781 |
1.4831 |
1.4750 |
| S2 |
1.4718 |
1.4718 |
1.4819 |
|
| S3 |
1.4586 |
1.4649 |
1.4807 |
|
| S4 |
1.4454 |
1.4517 |
1.4770 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5536 |
1.5409 |
1.4963 |
|
| R3 |
1.5317 |
1.5190 |
1.4903 |
|
| R2 |
1.5098 |
1.5098 |
1.4883 |
|
| R1 |
1.4971 |
1.4971 |
1.4863 |
1.4925 |
| PP |
1.4879 |
1.4879 |
1.4879 |
1.4857 |
| S1 |
1.4752 |
1.4752 |
1.4823 |
1.4706 |
| S2 |
1.4660 |
1.4660 |
1.4803 |
|
| S3 |
1.4441 |
1.4533 |
1.4783 |
|
| S4 |
1.4222 |
1.4314 |
1.4723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5007 |
1.4788 |
0.0219 |
1.5% |
0.0135 |
0.9% |
25% |
False |
True |
1,226 |
| 10 |
1.5035 |
1.4788 |
0.0247 |
1.7% |
0.0127 |
0.9% |
22% |
False |
True |
914 |
| 20 |
1.5038 |
1.4625 |
0.0413 |
2.8% |
0.0135 |
0.9% |
53% |
False |
False |
648 |
| 40 |
1.5050 |
1.4480 |
0.0570 |
3.8% |
0.0116 |
0.8% |
64% |
False |
False |
423 |
| 60 |
1.5050 |
1.4200 |
0.0850 |
5.7% |
0.0098 |
0.7% |
76% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5481 |
|
2.618 |
1.5266 |
|
1.618 |
1.5134 |
|
1.000 |
1.5052 |
|
0.618 |
1.5002 |
|
HIGH |
1.4920 |
|
0.618 |
1.4870 |
|
0.500 |
1.4854 |
|
0.382 |
1.4838 |
|
LOW |
1.4788 |
|
0.618 |
1.4706 |
|
1.000 |
1.4656 |
|
1.618 |
1.4574 |
|
2.618 |
1.4442 |
|
4.250 |
1.4227 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4854 |
1.4885 |
| PP |
1.4850 |
1.4871 |
| S1 |
1.4847 |
1.4857 |
|