CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5002 |
1.5000 |
-0.0002 |
0.0% |
1.4850 |
| High |
1.5071 |
1.5110 |
0.0039 |
0.3% |
1.5135 |
| Low |
1.4959 |
1.4966 |
0.0007 |
0.0% |
1.4820 |
| Close |
1.4984 |
1.5088 |
0.0104 |
0.7% |
1.4954 |
| Range |
0.0112 |
0.0144 |
0.0032 |
28.6% |
0.0315 |
| ATR |
0.0141 |
0.0141 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5,035 |
2,565 |
-2,470 |
-49.1% |
7,824 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5487 |
1.5431 |
1.5167 |
|
| R3 |
1.5343 |
1.5287 |
1.5128 |
|
| R2 |
1.5199 |
1.5199 |
1.5114 |
|
| R1 |
1.5143 |
1.5143 |
1.5101 |
1.5171 |
| PP |
1.5055 |
1.5055 |
1.5055 |
1.5069 |
| S1 |
1.4999 |
1.4999 |
1.5075 |
1.5027 |
| S2 |
1.4911 |
1.4911 |
1.5062 |
|
| S3 |
1.4767 |
1.4855 |
1.5048 |
|
| S4 |
1.4623 |
1.4711 |
1.5009 |
|
|
| 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% |
0.0169 |
1.1% |
85% |
False |
False |
2,831 |
| 10 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0153 |
1.0% |
86% |
False |
False |
2,126 |
| 20 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0139 |
0.9% |
91% |
False |
False |
1,332 |
| 40 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0127 |
0.8% |
91% |
False |
False |
795 |
| 60 |
1.5135 |
1.4352 |
0.0783 |
5.2% |
0.0115 |
0.8% |
94% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5722 |
|
2.618 |
1.5487 |
|
1.618 |
1.5343 |
|
1.000 |
1.5254 |
|
0.618 |
1.5199 |
|
HIGH |
1.5110 |
|
0.618 |
1.5055 |
|
0.500 |
1.5038 |
|
0.382 |
1.5021 |
|
LOW |
1.4966 |
|
0.618 |
1.4877 |
|
1.000 |
1.4822 |
|
1.618 |
1.4733 |
|
2.618 |
1.4589 |
|
4.250 |
1.4354 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5071 |
1.5050 |
| PP |
1.5055 |
1.5012 |
| S1 |
1.5038 |
1.4974 |
|