CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5000 |
1.5070 |
0.0070 |
0.5% |
1.4850 |
| High |
1.5110 |
1.5102 |
-0.0008 |
-0.1% |
1.5135 |
| Low |
1.4966 |
1.5026 |
0.0060 |
0.4% |
1.4820 |
| Close |
1.5088 |
1.5029 |
-0.0059 |
-0.4% |
1.4954 |
| Range |
0.0144 |
0.0076 |
-0.0068 |
-47.2% |
0.0315 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
2,565 |
3,568 |
1,003 |
39.1% |
7,824 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5280 |
1.5231 |
1.5071 |
|
| R3 |
1.5204 |
1.5155 |
1.5050 |
|
| R2 |
1.5128 |
1.5128 |
1.5043 |
|
| R1 |
1.5079 |
1.5079 |
1.5036 |
1.5066 |
| PP |
1.5052 |
1.5052 |
1.5052 |
1.5046 |
| S1 |
1.5003 |
1.5003 |
1.5022 |
1.4990 |
| S2 |
1.4976 |
1.4976 |
1.5015 |
|
| S3 |
1.4900 |
1.4927 |
1.5008 |
|
| S4 |
1.4824 |
1.4851 |
1.4987 |
|
|
| 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% |
0.0165 |
1.1% |
66% |
False |
False |
3,318 |
| 10 |
1.5135 |
1.4788 |
0.0347 |
2.3% |
0.0143 |
1.0% |
69% |
False |
False |
2,297 |
| 20 |
1.5135 |
1.4712 |
0.0423 |
2.8% |
0.0135 |
0.9% |
75% |
False |
False |
1,506 |
| 40 |
1.5135 |
1.4625 |
0.0510 |
3.4% |
0.0127 |
0.8% |
79% |
False |
False |
883 |
| 60 |
1.5135 |
1.4480 |
0.0655 |
4.4% |
0.0113 |
0.8% |
84% |
False |
False |
619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5425 |
|
2.618 |
1.5301 |
|
1.618 |
1.5225 |
|
1.000 |
1.5178 |
|
0.618 |
1.5149 |
|
HIGH |
1.5102 |
|
0.618 |
1.5073 |
|
0.500 |
1.5064 |
|
0.382 |
1.5055 |
|
LOW |
1.5026 |
|
0.618 |
1.4979 |
|
1.000 |
1.4950 |
|
1.618 |
1.4903 |
|
2.618 |
1.4827 |
|
4.250 |
1.4703 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5064 |
1.5035 |
| PP |
1.5052 |
1.5033 |
| S1 |
1.5041 |
1.5031 |
|