CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4759 |
1.4718 |
-0.0041 |
-0.3% |
1.5002 |
| High |
1.4787 |
1.4893 |
0.0106 |
0.7% |
1.5038 |
| Low |
1.4625 |
1.4712 |
0.0087 |
0.6% |
1.4692 |
| Close |
1.4695 |
1.4889 |
0.0194 |
1.3% |
1.4719 |
| Range |
0.0162 |
0.0181 |
0.0019 |
11.7% |
0.0346 |
| ATR |
0.0120 |
0.0126 |
0.0006 |
4.6% |
0.0000 |
| Volume |
97 |
772 |
675 |
695.9% |
1,164 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5313 |
1.4989 |
|
| R3 |
1.5193 |
1.5132 |
1.4939 |
|
| R2 |
1.5012 |
1.5012 |
1.4922 |
|
| R1 |
1.4951 |
1.4951 |
1.4906 |
1.4982 |
| PP |
1.4831 |
1.4831 |
1.4831 |
1.4847 |
| S1 |
1.4770 |
1.4770 |
1.4872 |
1.4801 |
| S2 |
1.4650 |
1.4650 |
1.4856 |
|
| S3 |
1.4469 |
1.4589 |
1.4839 |
|
| S4 |
1.4288 |
1.4408 |
1.4789 |
|
|
| 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 |
1.5662 |
|
2.618 |
1.5367 |
|
1.618 |
1.5186 |
|
1.000 |
1.5074 |
|
0.618 |
1.5005 |
|
HIGH |
1.4893 |
|
0.618 |
1.4824 |
|
0.500 |
1.4803 |
|
0.382 |
1.4781 |
|
LOW |
1.4712 |
|
0.618 |
1.4600 |
|
1.000 |
1.4531 |
|
1.618 |
1.4419 |
|
2.618 |
1.4238 |
|
4.250 |
1.3943 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4860 |
1.4846 |
| PP |
1.4831 |
1.4802 |
| S1 |
1.4803 |
1.4759 |
|