CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 10-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.4865 |
1.5000 |
0.0135 |
0.9% |
1.4710 |
High |
1.5007 |
1.5002 |
-0.0005 |
0.0% |
1.4905 |
Low |
1.4863 |
1.4933 |
0.0070 |
0.5% |
1.4625 |
Close |
1.4990 |
1.4973 |
-0.0017 |
-0.1% |
1.4829 |
Range |
0.0144 |
0.0069 |
-0.0075 |
-52.1% |
0.0280 |
ATR |
0.0126 |
0.0121 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
719 |
580 |
-139 |
-19.3% |
2,660 |
|
Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5176 |
1.5144 |
1.5011 |
|
R3 |
1.5107 |
1.5075 |
1.4992 |
|
R2 |
1.5038 |
1.5038 |
1.4986 |
|
R1 |
1.5006 |
1.5006 |
1.4979 |
1.4988 |
PP |
1.4969 |
1.4969 |
1.4969 |
1.4960 |
S1 |
1.4937 |
1.4937 |
1.4967 |
1.4919 |
S2 |
1.4900 |
1.4900 |
1.4960 |
|
S3 |
1.4831 |
1.4868 |
1.4954 |
|
S4 |
1.4762 |
1.4799 |
1.4935 |
|
|
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 |
1.5295 |
2.618 |
1.5183 |
1.618 |
1.5114 |
1.000 |
1.5071 |
0.618 |
1.5045 |
HIGH |
1.5002 |
0.618 |
1.4976 |
0.500 |
1.4968 |
0.382 |
1.4959 |
LOW |
1.4933 |
0.618 |
1.4890 |
1.000 |
1.4864 |
1.618 |
1.4821 |
2.618 |
1.4752 |
4.250 |
1.4640 |
|
|
Fisher Pivots for day following 10-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4971 |
1.4952 |
PP |
1.4969 |
1.4930 |
S1 |
1.4968 |
1.4909 |
|