CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4914 |
1.4969 |
0.0055 |
0.4% |
1.4865 |
| High |
1.5007 |
1.4975 |
-0.0032 |
-0.2% |
1.5035 |
| Low |
1.4874 |
1.4800 |
-0.0074 |
-0.5% |
1.4815 |
| Close |
1.4976 |
1.4845 |
-0.0131 |
-0.9% |
1.4887 |
| Range |
0.0133 |
0.0175 |
0.0042 |
31.6% |
0.0220 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.1% |
0.0000 |
| Volume |
291 |
1,858 |
1,567 |
538.5% |
3,017 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5398 |
1.5297 |
1.4941 |
|
| R3 |
1.5223 |
1.5122 |
1.4893 |
|
| R2 |
1.5048 |
1.5048 |
1.4877 |
|
| R1 |
1.4947 |
1.4947 |
1.4861 |
1.4910 |
| PP |
1.4873 |
1.4873 |
1.4873 |
1.4855 |
| S1 |
1.4772 |
1.4772 |
1.4829 |
1.4735 |
| S2 |
1.4698 |
1.4698 |
1.4813 |
|
| S3 |
1.4523 |
1.4597 |
1.4797 |
|
| S4 |
1.4348 |
1.4422 |
1.4749 |
|
|
| 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 |
1.5719 |
|
2.618 |
1.5433 |
|
1.618 |
1.5258 |
|
1.000 |
1.5150 |
|
0.618 |
1.5083 |
|
HIGH |
1.4975 |
|
0.618 |
1.4908 |
|
0.500 |
1.4888 |
|
0.382 |
1.4867 |
|
LOW |
1.4800 |
|
0.618 |
1.4692 |
|
1.000 |
1.4625 |
|
1.618 |
1.4517 |
|
2.618 |
1.4342 |
|
4.250 |
1.4056 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4888 |
1.4904 |
| PP |
1.4873 |
1.4884 |
| S1 |
1.4859 |
1.4865 |
|