CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4990 |
1.4972 |
-0.0018 |
-0.1% |
1.4710 |
| High |
1.5035 |
1.5005 |
-0.0030 |
-0.2% |
1.4905 |
| Low |
1.4951 |
1.4815 |
-0.0136 |
-0.9% |
1.4625 |
| Close |
1.4956 |
1.4857 |
-0.0099 |
-0.7% |
1.4829 |
| Range |
0.0084 |
0.0190 |
0.0106 |
126.2% |
0.0280 |
| ATR |
0.0119 |
0.0124 |
0.0005 |
4.3% |
0.0000 |
| Volume |
326 |
501 |
175 |
53.7% |
2,660 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5462 |
1.5350 |
1.4962 |
|
| R3 |
1.5272 |
1.5160 |
1.4909 |
|
| R2 |
1.5082 |
1.5082 |
1.4892 |
|
| R1 |
1.4970 |
1.4970 |
1.4874 |
1.4931 |
| PP |
1.4892 |
1.4892 |
1.4892 |
1.4873 |
| S1 |
1.4780 |
1.4780 |
1.4840 |
1.4741 |
| S2 |
1.4702 |
1.4702 |
1.4822 |
|
| S3 |
1.4512 |
1.4590 |
1.4805 |
|
| S4 |
1.4322 |
1.4400 |
1.4753 |
|
|
| 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 |
1.5813 |
|
2.618 |
1.5502 |
|
1.618 |
1.5312 |
|
1.000 |
1.5195 |
|
0.618 |
1.5122 |
|
HIGH |
1.5005 |
|
0.618 |
1.4932 |
|
0.500 |
1.4910 |
|
0.382 |
1.4888 |
|
LOW |
1.4815 |
|
0.618 |
1.4698 |
|
1.000 |
1.4625 |
|
1.618 |
1.4508 |
|
2.618 |
1.4318 |
|
4.250 |
1.4008 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4910 |
1.4925 |
| PP |
1.4892 |
1.4902 |
| S1 |
1.4875 |
1.4880 |
|