CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5000 |
1.4990 |
-0.0010 |
-0.1% |
1.4710 |
| High |
1.5002 |
1.5035 |
0.0033 |
0.2% |
1.4905 |
| Low |
1.4933 |
1.4951 |
0.0018 |
0.1% |
1.4625 |
| Close |
1.4973 |
1.4956 |
-0.0017 |
-0.1% |
1.4829 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.7% |
0.0280 |
| ATR |
0.0121 |
0.0119 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
580 |
326 |
-254 |
-43.8% |
2,660 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5233 |
1.5178 |
1.5002 |
|
| R3 |
1.5149 |
1.5094 |
1.4979 |
|
| R2 |
1.5065 |
1.5065 |
1.4971 |
|
| R1 |
1.5010 |
1.5010 |
1.4964 |
1.4996 |
| PP |
1.4981 |
1.4981 |
1.4981 |
1.4973 |
| S1 |
1.4926 |
1.4926 |
1.4948 |
1.4912 |
| S2 |
1.4897 |
1.4897 |
1.4941 |
|
| S3 |
1.4813 |
1.4842 |
1.4933 |
|
| S4 |
1.4729 |
1.4758 |
1.4910 |
|
|
| 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 |
1.5392 |
|
2.618 |
1.5255 |
|
1.618 |
1.5171 |
|
1.000 |
1.5119 |
|
0.618 |
1.5087 |
|
HIGH |
1.5035 |
|
0.618 |
1.5003 |
|
0.500 |
1.4993 |
|
0.382 |
1.4983 |
|
LOW |
1.4951 |
|
0.618 |
1.4899 |
|
1.000 |
1.4867 |
|
1.618 |
1.4815 |
|
2.618 |
1.4731 |
|
4.250 |
1.4594 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4993 |
1.4954 |
| PP |
1.4981 |
1.4951 |
| S1 |
1.4968 |
1.4949 |
|