CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4859 |
1.4860 |
0.0001 |
0.0% |
1.4710 |
| High |
1.4905 |
1.4901 |
-0.0004 |
0.0% |
1.4905 |
| Low |
1.4807 |
1.4810 |
0.0003 |
0.0% |
1.4625 |
| Close |
1.4860 |
1.4829 |
-0.0031 |
-0.2% |
1.4829 |
| Range |
0.0098 |
0.0091 |
-0.0007 |
-7.1% |
0.0280 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
807 |
410 |
-397 |
-49.2% |
2,660 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5120 |
1.5065 |
1.4879 |
|
| R3 |
1.5029 |
1.4974 |
1.4854 |
|
| R2 |
1.4938 |
1.4938 |
1.4846 |
|
| R1 |
1.4883 |
1.4883 |
1.4837 |
1.4865 |
| PP |
1.4847 |
1.4847 |
1.4847 |
1.4838 |
| S1 |
1.4792 |
1.4792 |
1.4821 |
1.4774 |
| S2 |
1.4756 |
1.4756 |
1.4812 |
|
| S3 |
1.4665 |
1.4701 |
1.4804 |
|
| S4 |
1.4574 |
1.4610 |
1.4779 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5626 |
1.5508 |
1.4983 |
|
| R3 |
1.5346 |
1.5228 |
1.4906 |
|
| R2 |
1.5066 |
1.5066 |
1.4880 |
|
| R1 |
1.4948 |
1.4948 |
1.4855 |
1.5007 |
| PP |
1.4786 |
1.4786 |
1.4786 |
1.4816 |
| S1 |
1.4668 |
1.4668 |
1.4803 |
1.4727 |
| S2 |
1.4506 |
1.4506 |
1.4778 |
|
| S3 |
1.4226 |
1.4388 |
1.4752 |
|
| S4 |
1.3946 |
1.4108 |
1.4675 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5288 |
|
2.618 |
1.5139 |
|
1.618 |
1.5048 |
|
1.000 |
1.4992 |
|
0.618 |
1.4957 |
|
HIGH |
1.4901 |
|
0.618 |
1.4866 |
|
0.500 |
1.4856 |
|
0.382 |
1.4845 |
|
LOW |
1.4810 |
|
0.618 |
1.4754 |
|
1.000 |
1.4719 |
|
1.618 |
1.4663 |
|
2.618 |
1.4572 |
|
4.250 |
1.4423 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4856 |
1.4822 |
| PP |
1.4847 |
1.4815 |
| S1 |
1.4838 |
1.4809 |
|