CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4874 |
1.4872 |
-0.0002 |
0.0% |
1.4730 |
| High |
1.4916 |
1.4913 |
-0.0003 |
0.0% |
1.4916 |
| Low |
1.4810 |
1.4812 |
0.0002 |
0.0% |
1.4624 |
| Close |
1.4867 |
1.4835 |
-0.0032 |
-0.2% |
1.4835 |
| Range |
0.0106 |
0.0101 |
-0.0005 |
-4.7% |
0.0292 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
290,221 |
207,097 |
-83,124 |
-28.6% |
1,421,889 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5156 |
1.5097 |
1.4891 |
|
| R3 |
1.5055 |
1.4996 |
1.4863 |
|
| R2 |
1.4954 |
1.4954 |
1.4854 |
|
| R1 |
1.4895 |
1.4895 |
1.4844 |
1.4874 |
| PP |
1.4853 |
1.4853 |
1.4853 |
1.4843 |
| S1 |
1.4794 |
1.4794 |
1.4826 |
1.4773 |
| S2 |
1.4752 |
1.4752 |
1.4816 |
|
| S3 |
1.4651 |
1.4693 |
1.4807 |
|
| S4 |
1.4550 |
1.4592 |
1.4779 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5668 |
1.5543 |
1.4996 |
|
| R3 |
1.5376 |
1.5251 |
1.4915 |
|
| R2 |
1.5084 |
1.5084 |
1.4889 |
|
| R1 |
1.4959 |
1.4959 |
1.4862 |
1.5022 |
| PP |
1.4792 |
1.4792 |
1.4792 |
1.4823 |
| S1 |
1.4667 |
1.4667 |
1.4808 |
1.4730 |
| S2 |
1.4500 |
1.4500 |
1.4781 |
|
| S3 |
1.4208 |
1.4375 |
1.4755 |
|
| S4 |
1.3916 |
1.4083 |
1.4674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4916 |
1.4624 |
0.0292 |
2.0% |
0.0149 |
1.0% |
72% |
False |
False |
284,377 |
| 10 |
1.5062 |
1.4624 |
0.0438 |
3.0% |
0.0161 |
1.1% |
48% |
False |
False |
287,728 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
3.0% |
0.0140 |
0.9% |
48% |
False |
False |
255,276 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
61% |
False |
False |
242,121 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0130 |
0.9% |
78% |
False |
False |
167,844 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0128 |
0.9% |
78% |
False |
False |
125,988 |
| 100 |
1.5062 |
1.3822 |
0.1240 |
8.4% |
0.0123 |
0.8% |
82% |
False |
False |
100,841 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0118 |
0.8% |
83% |
False |
False |
84,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5342 |
|
2.618 |
1.5177 |
|
1.618 |
1.5076 |
|
1.000 |
1.5014 |
|
0.618 |
1.4975 |
|
HIGH |
1.4913 |
|
0.618 |
1.4874 |
|
0.500 |
1.4863 |
|
0.382 |
1.4851 |
|
LOW |
1.4812 |
|
0.618 |
1.4750 |
|
1.000 |
1.4711 |
|
1.618 |
1.4649 |
|
2.618 |
1.4548 |
|
4.250 |
1.4383 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4863 |
1.4826 |
| PP |
1.4853 |
1.4817 |
| S1 |
1.4844 |
1.4808 |
|