CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4965 |
1.4863 |
-0.0102 |
-0.7% |
1.4874 |
| High |
1.4998 |
1.4990 |
-0.0008 |
-0.1% |
1.5048 |
| Low |
1.4806 |
1.4862 |
0.0056 |
0.4% |
1.4820 |
| Close |
1.4853 |
1.4938 |
0.0085 |
0.6% |
1.4893 |
| Range |
0.0192 |
0.0128 |
-0.0064 |
-33.3% |
0.0228 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
279,006 |
280,662 |
1,656 |
0.6% |
1,219,533 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5314 |
1.5254 |
1.5008 |
|
| R3 |
1.5186 |
1.5126 |
1.4973 |
|
| R2 |
1.5058 |
1.5058 |
1.4961 |
|
| R1 |
1.4998 |
1.4998 |
1.4950 |
1.5028 |
| PP |
1.4930 |
1.4930 |
1.4930 |
1.4945 |
| S1 |
1.4870 |
1.4870 |
1.4926 |
1.4900 |
| S2 |
1.4802 |
1.4802 |
1.4915 |
|
| S3 |
1.4674 |
1.4742 |
1.4903 |
|
| S4 |
1.4546 |
1.4614 |
1.4868 |
|
|
| 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 |
1.5016 |
1.4806 |
0.0210 |
1.4% |
0.0153 |
1.0% |
63% |
False |
False |
269,937 |
| 10 |
1.5048 |
1.4806 |
0.0242 |
1.6% |
0.0132 |
0.9% |
55% |
False |
False |
252,261 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0145 |
1.0% |
72% |
False |
False |
271,162 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0136 |
0.9% |
79% |
False |
False |
251,762 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0134 |
0.9% |
86% |
False |
False |
201,354 |
| 80 |
1.5062 |
1.4010 |
0.1052 |
7.0% |
0.0131 |
0.9% |
88% |
False |
False |
151,295 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0126 |
0.8% |
90% |
False |
False |
121,079 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0123 |
0.8% |
91% |
False |
False |
100,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5534 |
|
2.618 |
1.5325 |
|
1.618 |
1.5197 |
|
1.000 |
1.5118 |
|
0.618 |
1.5069 |
|
HIGH |
1.4990 |
|
0.618 |
1.4941 |
|
0.500 |
1.4926 |
|
0.382 |
1.4911 |
|
LOW |
1.4862 |
|
0.618 |
1.4783 |
|
1.000 |
1.4734 |
|
1.618 |
1.4655 |
|
2.618 |
1.4527 |
|
4.250 |
1.4318 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4934 |
1.4929 |
| PP |
1.4930 |
1.4920 |
| S1 |
1.4926 |
1.4911 |
|