CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 05-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.4718 |
1.4859 |
0.0141 |
1.0% |
1.5002 |
High |
1.4893 |
1.4905 |
0.0012 |
0.1% |
1.5038 |
Low |
1.4712 |
1.4807 |
0.0095 |
0.6% |
1.4692 |
Close |
1.4889 |
1.4860 |
-0.0029 |
-0.2% |
1.4719 |
Range |
0.0181 |
0.0098 |
-0.0083 |
-45.9% |
0.0346 |
ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
772 |
807 |
35 |
4.5% |
1,164 |
|
Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5151 |
1.5104 |
1.4914 |
|
R3 |
1.5053 |
1.5006 |
1.4887 |
|
R2 |
1.4955 |
1.4955 |
1.4878 |
|
R1 |
1.4908 |
1.4908 |
1.4869 |
1.4932 |
PP |
1.4857 |
1.4857 |
1.4857 |
1.4869 |
S1 |
1.4810 |
1.4810 |
1.4851 |
1.4834 |
S2 |
1.4759 |
1.4759 |
1.4842 |
|
S3 |
1.4661 |
1.4712 |
1.4833 |
|
S4 |
1.4563 |
1.4614 |
1.4806 |
|
|
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 |
1.5322 |
2.618 |
1.5162 |
1.618 |
1.5064 |
1.000 |
1.5003 |
0.618 |
1.4966 |
HIGH |
1.4905 |
0.618 |
1.4868 |
0.500 |
1.4856 |
0.382 |
1.4844 |
LOW |
1.4807 |
0.618 |
1.4746 |
1.000 |
1.4709 |
1.618 |
1.4648 |
2.618 |
1.4550 |
4.250 |
1.4391 |
|
|
Fisher Pivots for day following 05-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4859 |
1.4828 |
PP |
1.4857 |
1.4797 |
S1 |
1.4856 |
1.4765 |
|