CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 09-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4872 |
1.4874 |
0.0002 |
0.0% |
1.4730 |
| High |
1.4913 |
1.5019 |
0.0106 |
0.7% |
1.4916 |
| Low |
1.4812 |
1.4851 |
0.0039 |
0.3% |
1.4624 |
| Close |
1.4835 |
1.4996 |
0.0161 |
1.1% |
1.4835 |
| Range |
0.0101 |
0.0168 |
0.0067 |
66.3% |
0.0292 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.3% |
0.0000 |
| Volume |
207,097 |
260,485 |
53,388 |
25.8% |
1,421,889 |
|
| Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5459 |
1.5396 |
1.5088 |
|
| R3 |
1.5291 |
1.5228 |
1.5042 |
|
| R2 |
1.5123 |
1.5123 |
1.5027 |
|
| R1 |
1.5060 |
1.5060 |
1.5011 |
1.5092 |
| PP |
1.4955 |
1.4955 |
1.4955 |
1.4971 |
| S1 |
1.4892 |
1.4892 |
1.4981 |
1.4924 |
| S2 |
1.4787 |
1.4787 |
1.4965 |
|
| S3 |
1.4619 |
1.4724 |
1.4950 |
|
| S4 |
1.4451 |
1.4556 |
1.4904 |
|
|
| 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 |
1.5019 |
1.4624 |
0.0395 |
2.6% |
0.0154 |
1.0% |
94% |
True |
False |
273,746 |
| 10 |
1.5019 |
1.4624 |
0.0395 |
2.6% |
0.0155 |
1.0% |
94% |
True |
False |
290,546 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0141 |
0.9% |
85% |
False |
False |
257,662 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0132 |
0.9% |
89% |
False |
False |
243,548 |
| 60 |
1.5062 |
1.4050 |
0.1012 |
6.7% |
0.0131 |
0.9% |
93% |
False |
False |
172,166 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.0% |
0.0129 |
0.9% |
94% |
False |
False |
129,244 |
| 100 |
1.5062 |
1.3822 |
0.1240 |
8.3% |
0.0124 |
0.8% |
95% |
False |
False |
103,446 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0119 |
0.8% |
95% |
False |
False |
86,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5733 |
|
2.618 |
1.5459 |
|
1.618 |
1.5291 |
|
1.000 |
1.5187 |
|
0.618 |
1.5123 |
|
HIGH |
1.5019 |
|
0.618 |
1.4955 |
|
0.500 |
1.4935 |
|
0.382 |
1.4915 |
|
LOW |
1.4851 |
|
0.618 |
1.4747 |
|
1.000 |
1.4683 |
|
1.618 |
1.4579 |
|
2.618 |
1.4411 |
|
4.250 |
1.4137 |
|
|
| Fisher Pivots for day following 09-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4976 |
1.4969 |
| PP |
1.4955 |
1.4942 |
| S1 |
1.4935 |
1.4915 |
|