CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4956 |
1.5128 |
0.0172 |
1.2% |
1.4850 |
| High |
1.5135 |
1.5128 |
-0.0007 |
0.0% |
1.5135 |
| Low |
1.4952 |
1.4820 |
-0.0132 |
-0.9% |
1.4820 |
| Close |
1.5128 |
1.4954 |
-0.0174 |
-1.2% |
1.4954 |
| Range |
0.0183 |
0.0308 |
0.0125 |
68.3% |
0.0315 |
| ATR |
0.0130 |
0.0143 |
0.0013 |
9.8% |
0.0000 |
| Volume |
2,162 |
3,260 |
1,098 |
50.8% |
7,824 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5891 |
1.5731 |
1.5123 |
|
| R3 |
1.5583 |
1.5423 |
1.5039 |
|
| R2 |
1.5275 |
1.5275 |
1.5010 |
|
| R1 |
1.5115 |
1.5115 |
1.4982 |
1.5041 |
| PP |
1.4967 |
1.4967 |
1.4967 |
1.4931 |
| S1 |
1.4807 |
1.4807 |
1.4926 |
1.4733 |
| S2 |
1.4659 |
1.4659 |
1.4898 |
|
| S3 |
1.4351 |
1.4499 |
1.4869 |
|
| S4 |
1.4043 |
1.4191 |
1.4785 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5915 |
1.5749 |
1.5127 |
|
| R3 |
1.5600 |
1.5434 |
1.5041 |
|
| R2 |
1.5285 |
1.5285 |
1.5012 |
|
| R1 |
1.5119 |
1.5119 |
1.4983 |
1.5202 |
| PP |
1.4970 |
1.4970 |
1.4970 |
1.5011 |
| S1 |
1.4804 |
1.4804 |
1.4925 |
1.4887 |
| S2 |
1.4655 |
1.4655 |
1.4896 |
|
| S3 |
1.4340 |
1.4489 |
1.4867 |
|
| S4 |
1.4025 |
1.4174 |
1.4781 |
|
|
| 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% |
0.0172 |
1.2% |
48% |
False |
False |
1,905 |
| 10 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0151 |
1.0% |
48% |
False |
False |
1,484 |
| 20 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0139 |
0.9% |
65% |
False |
False |
992 |
| 40 |
1.5135 |
1.4480 |
0.0655 |
4.4% |
0.0126 |
0.8% |
72% |
False |
False |
612 |
| 60 |
1.5135 |
1.4236 |
0.0899 |
6.0% |
0.0110 |
0.7% |
80% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6437 |
|
2.618 |
1.5934 |
|
1.618 |
1.5626 |
|
1.000 |
1.5436 |
|
0.618 |
1.5318 |
|
HIGH |
1.5128 |
|
0.618 |
1.5010 |
|
0.500 |
1.4974 |
|
0.382 |
1.4938 |
|
LOW |
1.4820 |
|
0.618 |
1.4630 |
|
1.000 |
1.4512 |
|
1.618 |
1.4322 |
|
2.618 |
1.4014 |
|
4.250 |
1.3511 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4974 |
1.4978 |
| PP |
1.4967 |
1.4970 |
| S1 |
1.4961 |
1.4962 |
|