CME Euro FX (E) Future March 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
1.4875 |
1.4950 |
0.0075 |
0.5% |
1.4865 |
High |
1.4981 |
1.4950 |
-0.0031 |
-0.2% |
1.5035 |
Low |
1.4860 |
1.4834 |
-0.0026 |
-0.2% |
1.4815 |
Close |
1.4929 |
1.4907 |
-0.0022 |
-0.1% |
1.4887 |
Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0220 |
ATR |
0.0127 |
0.0127 |
-0.0001 |
-0.6% |
0.0000 |
Volume |
1,140 |
1,137 |
-3 |
-0.3% |
3,017 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5245 |
1.5192 |
1.4971 |
|
R3 |
1.5129 |
1.5076 |
1.4939 |
|
R2 |
1.5013 |
1.5013 |
1.4928 |
|
R1 |
1.4960 |
1.4960 |
1.4918 |
1.4929 |
PP |
1.4897 |
1.4897 |
1.4897 |
1.4881 |
S1 |
1.4844 |
1.4844 |
1.4896 |
1.4813 |
S2 |
1.4781 |
1.4781 |
1.4886 |
|
S3 |
1.4665 |
1.4728 |
1.4875 |
|
S4 |
1.4549 |
1.4612 |
1.4843 |
|
|
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 |
1.5443 |
2.618 |
1.5254 |
1.618 |
1.5138 |
1.000 |
1.5066 |
0.618 |
1.5022 |
HIGH |
1.4950 |
0.618 |
1.4906 |
0.500 |
1.4892 |
0.382 |
1.4878 |
LOW |
1.4834 |
0.618 |
1.4762 |
1.000 |
1.4718 |
1.618 |
1.4646 |
2.618 |
1.4530 |
4.250 |
1.4341 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
1.4902 |
1.4902 |
PP |
1.4897 |
1.4896 |
S1 |
1.4892 |
1.4891 |
|