CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4874 |
1.4996 |
0.0122 |
0.8% |
1.4730 |
| High |
1.5019 |
1.5019 |
0.0000 |
0.0% |
1.4916 |
| Low |
1.4851 |
1.4936 |
0.0085 |
0.6% |
1.4624 |
| Close |
1.4996 |
1.4979 |
-0.0017 |
-0.1% |
1.4835 |
| Range |
0.0168 |
0.0083 |
-0.0085 |
-50.6% |
0.0292 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
260,485 |
194,821 |
-65,664 |
-25.2% |
1,421,889 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.5186 |
1.5025 |
|
| R3 |
1.5144 |
1.5103 |
1.5002 |
|
| R2 |
1.5061 |
1.5061 |
1.4994 |
|
| R1 |
1.5020 |
1.5020 |
1.4987 |
1.4999 |
| PP |
1.4978 |
1.4978 |
1.4978 |
1.4968 |
| S1 |
1.4937 |
1.4937 |
1.4971 |
1.4916 |
| S2 |
1.4895 |
1.4895 |
1.4964 |
|
| S3 |
1.4812 |
1.4854 |
1.4956 |
|
| S4 |
1.4729 |
1.4771 |
1.4933 |
|
|
| 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 |
1.4700 |
0.0319 |
2.1% |
0.0133 |
0.9% |
87% |
True |
False |
257,216 |
| 10 |
1.5019 |
1.4624 |
0.0395 |
2.6% |
0.0148 |
1.0% |
90% |
True |
False |
283,914 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0139 |
0.9% |
81% |
False |
False |
261,280 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0131 |
0.9% |
86% |
False |
False |
243,051 |
| 60 |
1.5062 |
1.4072 |
0.0990 |
6.6% |
0.0130 |
0.9% |
92% |
False |
False |
175,391 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.0% |
0.0129 |
0.9% |
92% |
False |
False |
131,678 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.1% |
0.0124 |
0.8% |
93% |
False |
False |
105,394 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0120 |
0.8% |
94% |
False |
False |
87,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5372 |
|
2.618 |
1.5236 |
|
1.618 |
1.5153 |
|
1.000 |
1.5102 |
|
0.618 |
1.5070 |
|
HIGH |
1.5019 |
|
0.618 |
1.4987 |
|
0.500 |
1.4978 |
|
0.382 |
1.4968 |
|
LOW |
1.4936 |
|
0.618 |
1.4885 |
|
1.000 |
1.4853 |
|
1.618 |
1.4802 |
|
2.618 |
1.4719 |
|
4.250 |
1.4583 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4979 |
1.4958 |
| PP |
1.4978 |
1.4937 |
| S1 |
1.4978 |
1.4916 |
|