CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4850 |
1.4953 |
0.0103 |
0.7% |
1.4914 |
| High |
1.4984 |
1.4978 |
-0.0006 |
0.0% |
1.5007 |
| Low |
1.4844 |
1.4880 |
0.0036 |
0.2% |
1.4788 |
| Close |
1.4961 |
1.4965 |
0.0004 |
0.0% |
1.4843 |
| Range |
0.0140 |
0.0098 |
-0.0042 |
-30.0% |
0.0219 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,269 |
1,133 |
-136 |
-10.7% |
6,130 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5235 |
1.5198 |
1.5019 |
|
| R3 |
1.5137 |
1.5100 |
1.4992 |
|
| R2 |
1.5039 |
1.5039 |
1.4983 |
|
| R1 |
1.5002 |
1.5002 |
1.4974 |
1.5021 |
| PP |
1.4941 |
1.4941 |
1.4941 |
1.4950 |
| S1 |
1.4904 |
1.4904 |
1.4956 |
1.4923 |
| S2 |
1.4843 |
1.4843 |
1.4947 |
|
| S3 |
1.4745 |
1.4806 |
1.4938 |
|
| S4 |
1.4647 |
1.4708 |
1.4911 |
|
|
| 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 |
1.4984 |
1.4788 |
0.0196 |
1.3% |
0.0121 |
0.8% |
90% |
False |
False |
1,276 |
| 10 |
1.5035 |
1.4788 |
0.0247 |
1.7% |
0.0129 |
0.9% |
72% |
False |
False |
1,025 |
| 20 |
1.5035 |
1.4625 |
0.0410 |
2.7% |
0.0129 |
0.9% |
83% |
False |
False |
745 |
| 40 |
1.5050 |
1.4480 |
0.0570 |
3.8% |
0.0119 |
0.8% |
85% |
False |
False |
480 |
| 60 |
1.5050 |
1.4200 |
0.0850 |
5.7% |
0.0102 |
0.7% |
90% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5395 |
|
2.618 |
1.5235 |
|
1.618 |
1.5137 |
|
1.000 |
1.5076 |
|
0.618 |
1.5039 |
|
HIGH |
1.4978 |
|
0.618 |
1.4941 |
|
0.500 |
1.4929 |
|
0.382 |
1.4917 |
|
LOW |
1.4880 |
|
0.618 |
1.4819 |
|
1.000 |
1.4782 |
|
1.618 |
1.4721 |
|
2.618 |
1.4623 |
|
4.250 |
1.4464 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4953 |
1.4939 |
| PP |
1.4941 |
1.4912 |
| S1 |
1.4929 |
1.4886 |
|