CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4844 |
1.4914 |
0.0070 |
0.5% |
1.4865 |
| High |
1.4922 |
1.5007 |
0.0085 |
0.6% |
1.5035 |
| Low |
1.4821 |
1.4874 |
0.0053 |
0.4% |
1.4815 |
| Close |
1.4887 |
1.4976 |
0.0089 |
0.6% |
1.4887 |
| Range |
0.0101 |
0.0133 |
0.0032 |
31.7% |
0.0220 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.6% |
0.0000 |
| Volume |
891 |
291 |
-600 |
-67.3% |
3,017 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5351 |
1.5297 |
1.5049 |
|
| R3 |
1.5218 |
1.5164 |
1.5013 |
|
| R2 |
1.5085 |
1.5085 |
1.5000 |
|
| R1 |
1.5031 |
1.5031 |
1.4988 |
1.5058 |
| PP |
1.4952 |
1.4952 |
1.4952 |
1.4966 |
| S1 |
1.4898 |
1.4898 |
1.4964 |
1.4925 |
| S2 |
1.4819 |
1.4819 |
1.4952 |
|
| S3 |
1.4686 |
1.4765 |
1.4939 |
|
| S4 |
1.4553 |
1.4632 |
1.4903 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5572 |
1.5450 |
1.5008 |
|
| R3 |
1.5352 |
1.5230 |
1.4948 |
|
| R2 |
1.5132 |
1.5132 |
1.4927 |
|
| R1 |
1.5010 |
1.5010 |
1.4907 |
1.5071 |
| PP |
1.4912 |
1.4912 |
1.4912 |
1.4943 |
| S1 |
1.4790 |
1.4790 |
1.4867 |
1.4851 |
| S2 |
1.4692 |
1.4692 |
1.4847 |
|
| S3 |
1.4472 |
1.4570 |
1.4827 |
|
| S4 |
1.4252 |
1.4350 |
1.4766 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5572 |
|
2.618 |
1.5355 |
|
1.618 |
1.5222 |
|
1.000 |
1.5140 |
|
0.618 |
1.5089 |
|
HIGH |
1.5007 |
|
0.618 |
1.4956 |
|
0.500 |
1.4941 |
|
0.382 |
1.4925 |
|
LOW |
1.4874 |
|
0.618 |
1.4792 |
|
1.000 |
1.4741 |
|
1.618 |
1.4659 |
|
2.618 |
1.4526 |
|
4.250 |
1.4309 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4964 |
1.4954 |
| PP |
1.4952 |
1.4933 |
| S1 |
1.4941 |
1.4911 |
|