CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4710 |
1.4759 |
0.0049 |
0.3% |
1.5002 |
| High |
1.4835 |
1.4787 |
-0.0048 |
-0.3% |
1.5038 |
| Low |
1.4710 |
1.4625 |
-0.0085 |
-0.6% |
1.4692 |
| Close |
1.4745 |
1.4695 |
-0.0050 |
-0.3% |
1.4719 |
| Range |
0.0125 |
0.0162 |
0.0037 |
29.6% |
0.0346 |
| ATR |
0.0117 |
0.0120 |
0.0003 |
2.7% |
0.0000 |
| Volume |
574 |
97 |
-477 |
-83.1% |
1,164 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5188 |
1.5104 |
1.4784 |
|
| R3 |
1.5026 |
1.4942 |
1.4740 |
|
| R2 |
1.4864 |
1.4864 |
1.4725 |
|
| R1 |
1.4780 |
1.4780 |
1.4710 |
1.4741 |
| PP |
1.4702 |
1.4702 |
1.4702 |
1.4683 |
| S1 |
1.4618 |
1.4618 |
1.4680 |
1.4579 |
| S2 |
1.4540 |
1.4540 |
1.4665 |
|
| S3 |
1.4378 |
1.4456 |
1.4650 |
|
| S4 |
1.4216 |
1.4294 |
1.4606 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5854 |
1.5633 |
1.4909 |
|
| R3 |
1.5508 |
1.5287 |
1.4814 |
|
| R2 |
1.5162 |
1.5162 |
1.4782 |
|
| R1 |
1.4941 |
1.4941 |
1.4751 |
1.4879 |
| PP |
1.4816 |
1.4816 |
1.4816 |
1.4785 |
| S1 |
1.4595 |
1.4595 |
1.4687 |
1.4533 |
| S2 |
1.4470 |
1.4470 |
1.4656 |
|
| S3 |
1.4124 |
1.4249 |
1.4624 |
|
| S4 |
1.3778 |
1.3903 |
1.4529 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5476 |
|
2.618 |
1.5211 |
|
1.618 |
1.5049 |
|
1.000 |
1.4949 |
|
0.618 |
1.4887 |
|
HIGH |
1.4787 |
|
0.618 |
1.4725 |
|
0.500 |
1.4706 |
|
0.382 |
1.4687 |
|
LOW |
1.4625 |
|
0.618 |
1.4525 |
|
1.000 |
1.4463 |
|
1.618 |
1.4363 |
|
2.618 |
1.4201 |
|
4.250 |
1.3937 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4706 |
1.4731 |
| PP |
1.4702 |
1.4719 |
| S1 |
1.4699 |
1.4707 |
|