CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5005 |
1.5077 |
0.0072 |
0.5% |
1.4852 |
| High |
1.5118 |
1.5110 |
-0.0008 |
-0.1% |
1.5144 |
| Low |
1.4970 |
1.5032 |
0.0062 |
0.4% |
1.4827 |
| Close |
1.5094 |
1.5035 |
-0.0059 |
-0.4% |
1.4960 |
| Range |
0.0148 |
0.0078 |
-0.0070 |
-47.3% |
0.0317 |
| ATR |
0.0151 |
0.0146 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
274,033 |
268,011 |
-6,022 |
-2.2% |
987,216 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5293 |
1.5242 |
1.5078 |
|
| R3 |
1.5215 |
1.5164 |
1.5056 |
|
| R2 |
1.5137 |
1.5137 |
1.5049 |
|
| R1 |
1.5086 |
1.5086 |
1.5042 |
1.5073 |
| PP |
1.5059 |
1.5059 |
1.5059 |
1.5052 |
| S1 |
1.5008 |
1.5008 |
1.5028 |
1.4995 |
| S2 |
1.4981 |
1.4981 |
1.5021 |
|
| S3 |
1.4903 |
1.4930 |
1.5014 |
|
| S4 |
1.4825 |
1.4852 |
1.4992 |
|
|
| 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% |
0.0170 |
1.1% |
66% |
False |
False |
302,221 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0149 |
1.0% |
68% |
False |
False |
280,820 |
| 20 |
1.5144 |
1.4700 |
0.0444 |
3.0% |
0.0144 |
1.0% |
75% |
False |
False |
269,180 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0140 |
0.9% |
79% |
False |
False |
259,197 |
| 60 |
1.5144 |
1.4467 |
0.0677 |
4.5% |
0.0134 |
0.9% |
84% |
False |
False |
242,796 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.3% |
0.0133 |
0.9% |
90% |
False |
False |
182,804 |
| 100 |
1.5144 |
1.3916 |
0.1228 |
8.2% |
0.0130 |
0.9% |
91% |
False |
False |
146,325 |
| 120 |
1.5144 |
1.3753 |
0.1391 |
9.3% |
0.0127 |
0.8% |
92% |
False |
False |
121,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5442 |
|
2.618 |
1.5314 |
|
1.618 |
1.5236 |
|
1.000 |
1.5188 |
|
0.618 |
1.5158 |
|
HIGH |
1.5110 |
|
0.618 |
1.5080 |
|
0.500 |
1.5071 |
|
0.382 |
1.5062 |
|
LOW |
1.5032 |
|
0.618 |
1.4984 |
|
1.000 |
1.4954 |
|
1.618 |
1.4906 |
|
2.618 |
1.4828 |
|
4.250 |
1.4701 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.5071 |
1.5041 |
| PP |
1.5059 |
1.5039 |
| S1 |
1.5047 |
1.5037 |
|