CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 01-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5010 |
1.5005 |
-0.0005 |
0.0% |
1.4852 |
| High |
1.5084 |
1.5118 |
0.0034 |
0.2% |
1.5144 |
| Low |
1.4964 |
1.4970 |
0.0006 |
0.0% |
1.4827 |
| Close |
1.4991 |
1.5094 |
0.0103 |
0.7% |
1.4960 |
| Range |
0.0120 |
0.0148 |
0.0028 |
23.3% |
0.0317 |
| ATR |
0.0152 |
0.0151 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
453,052 |
274,033 |
-179,019 |
-39.5% |
987,216 |
|
| Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5447 |
1.5175 |
|
| R3 |
1.5357 |
1.5299 |
1.5135 |
|
| R2 |
1.5209 |
1.5209 |
1.5121 |
|
| R1 |
1.5151 |
1.5151 |
1.5108 |
1.5180 |
| PP |
1.5061 |
1.5061 |
1.5061 |
1.5075 |
| S1 |
1.5003 |
1.5003 |
1.5080 |
1.5032 |
| S2 |
1.4913 |
1.4913 |
1.5067 |
|
| S3 |
1.4765 |
1.4855 |
1.5053 |
|
| S4 |
1.4617 |
1.4707 |
1.5013 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5928 |
1.5761 |
1.5134 |
|
| R3 |
1.5611 |
1.5444 |
1.5047 |
|
| R2 |
1.5294 |
1.5294 |
1.5018 |
|
| R1 |
1.5127 |
1.5127 |
1.4989 |
1.5211 |
| PP |
1.4977 |
1.4977 |
1.4977 |
1.5019 |
| S1 |
1.4810 |
1.4810 |
1.4931 |
1.4894 |
| S2 |
1.4660 |
1.4660 |
1.4902 |
|
| S3 |
1.4343 |
1.4493 |
1.4873 |
|
| S4 |
1.4026 |
1.4176 |
1.4786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5144 |
1.4827 |
0.0317 |
2.1% |
0.0175 |
1.2% |
84% |
False |
False |
288,937 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0160 |
1.1% |
86% |
False |
False |
281,919 |
| 20 |
1.5144 |
1.4624 |
0.0520 |
3.4% |
0.0150 |
1.0% |
90% |
False |
False |
269,653 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.4% |
0.0141 |
0.9% |
90% |
False |
False |
256,427 |
| 60 |
1.5144 |
1.4303 |
0.0841 |
5.6% |
0.0137 |
0.9% |
94% |
False |
False |
238,493 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.2% |
0.0133 |
0.9% |
95% |
False |
False |
179,462 |
| 100 |
1.5144 |
1.3904 |
0.1240 |
8.2% |
0.0130 |
0.9% |
96% |
False |
False |
143,646 |
| 120 |
1.5144 |
1.3753 |
0.1391 |
9.2% |
0.0126 |
0.8% |
96% |
False |
False |
119,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5747 |
|
2.618 |
1.5505 |
|
1.618 |
1.5357 |
|
1.000 |
1.5266 |
|
0.618 |
1.5209 |
|
HIGH |
1.5118 |
|
0.618 |
1.5061 |
|
0.500 |
1.5044 |
|
0.382 |
1.5027 |
|
LOW |
1.4970 |
|
0.618 |
1.4879 |
|
1.000 |
1.4822 |
|
1.618 |
1.4731 |
|
2.618 |
1.4583 |
|
4.250 |
1.4341 |
|
|
| Fisher Pivots for day following 01-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5077 |
1.5057 |
| PP |
1.5061 |
1.5021 |
| S1 |
1.5044 |
1.4984 |
|