CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 24-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4852 |
1.4959 |
0.0107 |
0.7% |
1.4921 |
| High |
1.4999 |
1.4988 |
-0.0011 |
-0.1% |
1.5015 |
| Low |
1.4848 |
1.4886 |
0.0038 |
0.3% |
1.4799 |
| Close |
1.4972 |
1.4975 |
0.0003 |
0.0% |
1.4855 |
| Range |
0.0151 |
0.0102 |
-0.0049 |
-32.5% |
0.0216 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
269,615 |
201,592 |
-68,023 |
-25.2% |
1,350,989 |
|
| Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5256 |
1.5217 |
1.5031 |
|
| R3 |
1.5154 |
1.5115 |
1.5003 |
|
| R2 |
1.5052 |
1.5052 |
1.4994 |
|
| R1 |
1.5013 |
1.5013 |
1.4984 |
1.5033 |
| PP |
1.4950 |
1.4950 |
1.4950 |
1.4959 |
| S1 |
1.4911 |
1.4911 |
1.4966 |
1.4931 |
| S2 |
1.4848 |
1.4848 |
1.4956 |
|
| S3 |
1.4746 |
1.4809 |
1.4947 |
|
| S4 |
1.4644 |
1.4707 |
1.4919 |
|
|
| 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 |
1.4999 |
1.4799 |
0.0200 |
1.3% |
0.0127 |
0.9% |
88% |
False |
False |
259,419 |
| 10 |
1.5048 |
1.4799 |
0.0249 |
1.7% |
0.0137 |
0.9% |
71% |
False |
False |
258,642 |
| 20 |
1.5048 |
1.4624 |
0.0424 |
2.8% |
0.0143 |
1.0% |
83% |
False |
False |
271,278 |
| 40 |
1.5062 |
1.4479 |
0.0583 |
3.9% |
0.0135 |
0.9% |
85% |
False |
False |
252,851 |
| 60 |
1.5062 |
1.4180 |
0.0882 |
5.9% |
0.0133 |
0.9% |
90% |
False |
False |
218,130 |
| 80 |
1.5062 |
1.4050 |
0.1012 |
6.8% |
0.0129 |
0.9% |
91% |
False |
False |
163,941 |
| 100 |
1.5062 |
1.3844 |
0.1218 |
8.1% |
0.0127 |
0.8% |
93% |
False |
False |
131,239 |
| 120 |
1.5062 |
1.3753 |
0.1309 |
8.7% |
0.0124 |
0.8% |
93% |
False |
False |
109,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5422 |
|
2.618 |
1.5255 |
|
1.618 |
1.5153 |
|
1.000 |
1.5090 |
|
0.618 |
1.5051 |
|
HIGH |
1.4988 |
|
0.618 |
1.4949 |
|
0.500 |
1.4937 |
|
0.382 |
1.4925 |
|
LOW |
1.4886 |
|
0.618 |
1.4823 |
|
1.000 |
1.4784 |
|
1.618 |
1.4721 |
|
2.618 |
1.4619 |
|
4.250 |
1.4453 |
|
|
| Fisher Pivots for day following 24-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4962 |
1.4950 |
| PP |
1.4950 |
1.4924 |
| S1 |
1.4937 |
1.4899 |
|