CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4961 |
1.4913 |
-0.0048 |
-0.3% |
1.4921 |
| High |
1.4963 |
1.4934 |
-0.0029 |
-0.2% |
1.5015 |
| Low |
1.4842 |
1.4799 |
-0.0043 |
-0.3% |
1.4799 |
| Close |
1.4917 |
1.4855 |
-0.0062 |
-0.4% |
1.4855 |
| Range |
0.0121 |
0.0135 |
0.0014 |
11.6% |
0.0216 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
259,800 |
285,426 |
25,626 |
9.9% |
1,350,989 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5268 |
1.5196 |
1.4929 |
|
| R3 |
1.5133 |
1.5061 |
1.4892 |
|
| R2 |
1.4998 |
1.4998 |
1.4880 |
|
| R1 |
1.4926 |
1.4926 |
1.4867 |
1.4895 |
| PP |
1.4863 |
1.4863 |
1.4863 |
1.4847 |
| S1 |
1.4791 |
1.4791 |
1.4843 |
1.4760 |
| S2 |
1.4728 |
1.4728 |
1.4830 |
|
| S3 |
1.4593 |
1.4656 |
1.4818 |
|
| S4 |
1.4458 |
1.4521 |
1.4781 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5538 |
1.5412 |
1.4974 |
|
| R3 |
1.5322 |
1.5196 |
1.4914 |
|
| R2 |
1.5106 |
1.5106 |
1.4895 |
|
| R1 |
1.4980 |
1.4980 |
1.4875 |
1.4935 |
| PP |
1.4890 |
1.4890 |
1.4890 |
1.4867 |
| S1 |
1.4764 |
1.4764 |
1.4835 |
1.4719 |
| S2 |
1.4674 |
1.4674 |
1.4815 |
|
| S3 |
1.4458 |
1.4548 |
1.4796 |
|
| S4 |
1.4242 |
1.4332 |
1.4736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5015 |
1.4799 |
0.0216 |
1.5% |
0.0143 |
1.0% |
26% |
False |
True |
270,197 |
| 10 |
1.5048 |
1.4799 |
0.0249 |
1.7% |
0.0137 |
0.9% |
22% |
False |
True |
257,052 |
| 20 |
1.5062 |
1.4624 |
0.0438 |
2.9% |
0.0149 |
1.0% |
53% |
False |
False |
272,390 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0136 |
0.9% |
64% |
False |
False |
252,566 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0132 |
0.9% |
77% |
False |
False |
210,351 |
| 80 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0131 |
0.9% |
80% |
False |
False |
158,104 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.2% |
0.0126 |
0.8% |
83% |
False |
False |
126,530 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.8% |
0.0124 |
0.8% |
84% |
False |
False |
105,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5508 |
|
2.618 |
1.5287 |
|
1.618 |
1.5152 |
|
1.000 |
1.5069 |
|
0.618 |
1.5017 |
|
HIGH |
1.4934 |
|
0.618 |
1.4882 |
|
0.500 |
1.4867 |
|
0.382 |
1.4851 |
|
LOW |
1.4799 |
|
0.618 |
1.4716 |
|
1.000 |
1.4664 |
|
1.618 |
1.4581 |
|
2.618 |
1.4446 |
|
4.250 |
1.4225 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4867 |
1.4895 |
| PP |
1.4863 |
1.4881 |
| S1 |
1.4859 |
1.4868 |
|