CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4863 |
1.4961 |
0.0098 |
0.7% |
1.4874 |
| High |
1.4990 |
1.4963 |
-0.0027 |
-0.2% |
1.5048 |
| Low |
1.4862 |
1.4842 |
-0.0020 |
-0.1% |
1.4820 |
| Close |
1.4938 |
1.4917 |
-0.0021 |
-0.1% |
1.4893 |
| Range |
0.0128 |
0.0121 |
-0.0007 |
-5.5% |
0.0228 |
| ATR |
0.0142 |
0.0140 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
280,662 |
259,800 |
-20,862 |
-7.4% |
1,219,533 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5270 |
1.5215 |
1.4984 |
|
| R3 |
1.5149 |
1.5094 |
1.4950 |
|
| R2 |
1.5028 |
1.5028 |
1.4939 |
|
| R1 |
1.4973 |
1.4973 |
1.4928 |
1.4940 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4891 |
| S1 |
1.4852 |
1.4852 |
1.4906 |
1.4819 |
| S2 |
1.4786 |
1.4786 |
1.4895 |
|
| S3 |
1.4665 |
1.4731 |
1.4884 |
|
| S4 |
1.4544 |
1.4610 |
1.4850 |
|
|
| 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 |
1.5015 |
1.4806 |
0.0209 |
1.4% |
0.0138 |
0.9% |
53% |
False |
False |
276,279 |
| 10 |
1.5048 |
1.4806 |
0.0242 |
1.6% |
0.0134 |
0.9% |
46% |
False |
False |
249,219 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0146 |
1.0% |
67% |
False |
False |
269,263 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0135 |
0.9% |
75% |
False |
False |
252,522 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0133 |
0.9% |
84% |
False |
False |
205,623 |
| 80 |
1.5062 |
1.4020 |
0.1042 |
7.0% |
0.0130 |
0.9% |
86% |
False |
False |
154,541 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0126 |
0.8% |
88% |
False |
False |
123,676 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0123 |
0.8% |
89% |
False |
False |
103,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5477 |
|
2.618 |
1.5280 |
|
1.618 |
1.5159 |
|
1.000 |
1.5084 |
|
0.618 |
1.5038 |
|
HIGH |
1.4963 |
|
0.618 |
1.4917 |
|
0.500 |
1.4903 |
|
0.382 |
1.4888 |
|
LOW |
1.4842 |
|
0.618 |
1.4767 |
|
1.000 |
1.4721 |
|
1.618 |
1.4646 |
|
2.618 |
1.4525 |
|
4.250 |
1.4328 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4912 |
1.4912 |
| PP |
1.4907 |
1.4907 |
| S1 |
1.4903 |
1.4902 |
|