CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4959 |
1.4964 |
0.0005 |
0.0% |
1.4921 |
| High |
1.4988 |
1.5144 |
0.0156 |
1.0% |
1.5015 |
| Low |
1.4886 |
1.4954 |
0.0068 |
0.5% |
1.4799 |
| Close |
1.4975 |
1.5137 |
0.0162 |
1.1% |
1.4855 |
| Range |
0.0102 |
0.0190 |
0.0088 |
86.3% |
0.0216 |
| ATR |
0.0138 |
0.0142 |
0.0004 |
2.7% |
0.0000 |
| Volume |
201,592 |
249,545 |
47,953 |
23.8% |
1,350,989 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5648 |
1.5583 |
1.5242 |
|
| R3 |
1.5458 |
1.5393 |
1.5189 |
|
| R2 |
1.5268 |
1.5268 |
1.5172 |
|
| R1 |
1.5203 |
1.5203 |
1.5154 |
1.5236 |
| PP |
1.5078 |
1.5078 |
1.5078 |
1.5095 |
| S1 |
1.5013 |
1.5013 |
1.5120 |
1.5046 |
| S2 |
1.4888 |
1.4888 |
1.5102 |
|
| S3 |
1.4698 |
1.4823 |
1.5085 |
|
| S4 |
1.4508 |
1.4633 |
1.5033 |
|
|
| 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 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0140 |
0.9% |
98% |
True |
False |
253,195 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0147 |
1.0% |
98% |
True |
False |
261,566 |
| 20 |
1.5144 |
1.4624 |
0.0520 |
3.4% |
0.0145 |
1.0% |
99% |
True |
False |
267,231 |
| 40 |
1.5144 |
1.4479 |
0.0665 |
4.4% |
0.0137 |
0.9% |
99% |
True |
False |
252,957 |
| 60 |
1.5144 |
1.4192 |
0.0952 |
6.3% |
0.0133 |
0.9% |
99% |
True |
False |
222,252 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.2% |
0.0131 |
0.9% |
99% |
True |
False |
167,049 |
| 100 |
1.5144 |
1.3844 |
0.1300 |
8.6% |
0.0127 |
0.8% |
99% |
True |
False |
133,723 |
| 120 |
1.5144 |
1.3753 |
0.1391 |
9.2% |
0.0125 |
0.8% |
99% |
True |
False |
111,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5952 |
|
2.618 |
1.5641 |
|
1.618 |
1.5451 |
|
1.000 |
1.5334 |
|
0.618 |
1.5261 |
|
HIGH |
1.5144 |
|
0.618 |
1.5071 |
|
0.500 |
1.5049 |
|
0.382 |
1.5027 |
|
LOW |
1.4954 |
|
0.618 |
1.4837 |
|
1.000 |
1.4764 |
|
1.618 |
1.4647 |
|
2.618 |
1.4457 |
|
4.250 |
1.4147 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5108 |
1.5090 |
| PP |
1.5078 |
1.5043 |
| S1 |
1.5049 |
1.4996 |
|