CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4953 |
1.4956 |
0.0003 |
0.0% |
1.4914 |
| High |
1.4978 |
1.5135 |
0.0157 |
1.0% |
1.5007 |
| Low |
1.4880 |
1.4952 |
0.0072 |
0.5% |
1.4788 |
| Close |
1.4965 |
1.5128 |
0.0163 |
1.1% |
1.4843 |
| Range |
0.0098 |
0.0183 |
0.0085 |
86.7% |
0.0219 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
3.2% |
0.0000 |
| Volume |
1,133 |
2,162 |
1,029 |
90.8% |
6,130 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5621 |
1.5557 |
1.5229 |
|
| R3 |
1.5438 |
1.5374 |
1.5178 |
|
| R2 |
1.5255 |
1.5255 |
1.5162 |
|
| R1 |
1.5191 |
1.5191 |
1.5145 |
1.5223 |
| PP |
1.5072 |
1.5072 |
1.5072 |
1.5088 |
| S1 |
1.5008 |
1.5008 |
1.5111 |
1.5040 |
| S2 |
1.4889 |
1.4889 |
1.5094 |
|
| S3 |
1.4706 |
1.4825 |
1.5078 |
|
| S4 |
1.4523 |
1.4642 |
1.5027 |
|
|
| 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 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0134 |
0.9% |
98% |
True |
False |
1,481 |
| 10 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0139 |
0.9% |
98% |
True |
False |
1,208 |
| 20 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0132 |
0.9% |
99% |
True |
False |
841 |
| 40 |
1.5135 |
1.4480 |
0.0655 |
4.3% |
0.0122 |
0.8% |
99% |
True |
False |
533 |
| 60 |
1.5135 |
1.4236 |
0.0899 |
5.9% |
0.0105 |
0.7% |
99% |
True |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5913 |
|
2.618 |
1.5614 |
|
1.618 |
1.5431 |
|
1.000 |
1.5318 |
|
0.618 |
1.5248 |
|
HIGH |
1.5135 |
|
0.618 |
1.5065 |
|
0.500 |
1.5044 |
|
0.382 |
1.5022 |
|
LOW |
1.4952 |
|
0.618 |
1.4839 |
|
1.000 |
1.4769 |
|
1.618 |
1.4656 |
|
2.618 |
1.4473 |
|
4.250 |
1.4174 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5100 |
1.5082 |
| PP |
1.5072 |
1.5036 |
| S1 |
1.5044 |
1.4990 |
|