CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4982 |
1.4846 |
-0.0136 |
-0.9% |
1.4874 |
| High |
1.5016 |
1.4937 |
-0.0079 |
-0.5% |
1.5048 |
| Low |
1.4820 |
1.4823 |
0.0003 |
0.0% |
1.4820 |
| Close |
1.4863 |
1.4893 |
0.0030 |
0.2% |
1.4893 |
| Range |
0.0196 |
0.0114 |
-0.0082 |
-41.8% |
0.0228 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
228,090 |
315,833 |
87,743 |
38.5% |
1,219,533 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5226 |
1.5174 |
1.4956 |
|
| R3 |
1.5112 |
1.5060 |
1.4924 |
|
| R2 |
1.4998 |
1.4998 |
1.4914 |
|
| R1 |
1.4946 |
1.4946 |
1.4903 |
1.4972 |
| PP |
1.4884 |
1.4884 |
1.4884 |
1.4898 |
| S1 |
1.4832 |
1.4832 |
1.4883 |
1.4858 |
| S2 |
1.4770 |
1.4770 |
1.4872 |
|
| S3 |
1.4656 |
1.4718 |
1.4862 |
|
| S4 |
1.4542 |
1.4604 |
1.4830 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5604 |
1.5477 |
1.5018 |
|
| R3 |
1.5376 |
1.5249 |
1.4956 |
|
| R2 |
1.5148 |
1.5148 |
1.4935 |
|
| R1 |
1.5021 |
1.5021 |
1.4914 |
1.5085 |
| PP |
1.4920 |
1.4920 |
1.4920 |
1.4952 |
| S1 |
1.4793 |
1.4793 |
1.4872 |
1.4857 |
| S2 |
1.4692 |
1.4692 |
1.4851 |
|
| S3 |
1.4464 |
1.4565 |
1.4830 |
|
| S4 |
1.4236 |
1.4337 |
1.4768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5048 |
1.4820 |
0.0228 |
1.5% |
0.0132 |
0.9% |
32% |
False |
False |
243,906 |
| 10 |
1.5048 |
1.4624 |
0.0424 |
2.8% |
0.0140 |
0.9% |
63% |
False |
False |
264,142 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0142 |
1.0% |
61% |
False |
False |
263,960 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0134 |
0.9% |
71% |
False |
False |
245,007 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0132 |
0.9% |
81% |
False |
False |
188,040 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.1% |
0.0130 |
0.9% |
84% |
False |
False |
141,228 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0124 |
0.8% |
86% |
False |
False |
113,031 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0121 |
0.8% |
87% |
False |
False |
94,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5422 |
|
2.618 |
1.5235 |
|
1.618 |
1.5121 |
|
1.000 |
1.5051 |
|
0.618 |
1.5007 |
|
HIGH |
1.4937 |
|
0.618 |
1.4893 |
|
0.500 |
1.4880 |
|
0.382 |
1.4867 |
|
LOW |
1.4823 |
|
0.618 |
1.4753 |
|
1.000 |
1.4709 |
|
1.618 |
1.4639 |
|
2.618 |
1.4525 |
|
4.250 |
1.4339 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4889 |
1.4934 |
| PP |
1.4884 |
1.4920 |
| S1 |
1.4880 |
1.4907 |
|