CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5128 |
1.5002 |
-0.0126 |
-0.8% |
1.4850 |
| High |
1.5128 |
1.5071 |
-0.0057 |
-0.4% |
1.5135 |
| Low |
1.4820 |
1.4959 |
0.0139 |
0.9% |
1.4820 |
| Close |
1.4954 |
1.4984 |
0.0030 |
0.2% |
1.4954 |
| Range |
0.0308 |
0.0112 |
-0.0196 |
-63.6% |
0.0315 |
| ATR |
0.0143 |
0.0141 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
3,260 |
5,035 |
1,775 |
54.4% |
7,824 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5341 |
1.5274 |
1.5046 |
|
| R3 |
1.5229 |
1.5162 |
1.5015 |
|
| R2 |
1.5117 |
1.5117 |
1.5005 |
|
| R1 |
1.5050 |
1.5050 |
1.4994 |
1.5028 |
| PP |
1.5005 |
1.5005 |
1.5005 |
1.4993 |
| S1 |
1.4938 |
1.4938 |
1.4974 |
1.4916 |
| S2 |
1.4893 |
1.4893 |
1.4963 |
|
| S3 |
1.4781 |
1.4826 |
1.4953 |
|
| S4 |
1.4669 |
1.4714 |
1.4922 |
|
|
| 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 |
1.4820 |
0.0315 |
2.1% |
0.0168 |
1.1% |
52% |
False |
False |
2,571 |
| 10 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0152 |
1.0% |
56% |
False |
False |
1,898 |
| 20 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0138 |
0.9% |
70% |
False |
False |
1,233 |
| 40 |
1.5135 |
1.4597 |
0.0538 |
3.6% |
0.0125 |
0.8% |
72% |
False |
False |
736 |
| 60 |
1.5135 |
1.4236 |
0.0899 |
6.0% |
0.0112 |
0.7% |
83% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5547 |
|
2.618 |
1.5364 |
|
1.618 |
1.5252 |
|
1.000 |
1.5183 |
|
0.618 |
1.5140 |
|
HIGH |
1.5071 |
|
0.618 |
1.5028 |
|
0.500 |
1.5015 |
|
0.382 |
1.5002 |
|
LOW |
1.4959 |
|
0.618 |
1.4890 |
|
1.000 |
1.4847 |
|
1.618 |
1.4778 |
|
2.618 |
1.4666 |
|
4.250 |
1.4483 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5015 |
1.4982 |
| PP |
1.5005 |
1.4980 |
| S1 |
1.4994 |
1.4978 |
|