CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4915 |
1.4850 |
-0.0065 |
-0.4% |
1.4914 |
| High |
1.4920 |
1.4984 |
0.0064 |
0.4% |
1.5007 |
| Low |
1.4788 |
1.4844 |
0.0056 |
0.4% |
1.4788 |
| Close |
1.4843 |
1.4961 |
0.0118 |
0.8% |
1.4843 |
| Range |
0.0132 |
0.0140 |
0.0008 |
6.1% |
0.0219 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,704 |
1,269 |
-435 |
-25.5% |
6,130 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5350 |
1.5295 |
1.5038 |
|
| R3 |
1.5210 |
1.5155 |
1.5000 |
|
| R2 |
1.5070 |
1.5070 |
1.4987 |
|
| R1 |
1.5015 |
1.5015 |
1.4974 |
1.5043 |
| PP |
1.4930 |
1.4930 |
1.4930 |
1.4943 |
| S1 |
1.4875 |
1.4875 |
1.4948 |
1.4903 |
| S2 |
1.4790 |
1.4790 |
1.4935 |
|
| S3 |
1.4650 |
1.4735 |
1.4923 |
|
| S4 |
1.4510 |
1.4595 |
1.4884 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5536 |
1.5409 |
1.4963 |
|
| R3 |
1.5317 |
1.5190 |
1.4903 |
|
| R2 |
1.5098 |
1.5098 |
1.4883 |
|
| R1 |
1.4971 |
1.4971 |
1.4863 |
1.4925 |
| PP |
1.4879 |
1.4879 |
1.4879 |
1.4857 |
| S1 |
1.4752 |
1.4752 |
1.4823 |
1.4706 |
| S2 |
1.4660 |
1.4660 |
1.4803 |
|
| S3 |
1.4441 |
1.4533 |
1.4783 |
|
| S4 |
1.4222 |
1.4314 |
1.4723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4984 |
1.4788 |
0.0196 |
1.3% |
0.0137 |
0.9% |
88% |
True |
False |
1,421 |
| 10 |
1.5035 |
1.4788 |
0.0247 |
1.7% |
0.0126 |
0.8% |
70% |
False |
False |
969 |
| 20 |
1.5035 |
1.4625 |
0.0410 |
2.7% |
0.0132 |
0.9% |
82% |
False |
False |
703 |
| 40 |
1.5050 |
1.4480 |
0.0570 |
3.8% |
0.0118 |
0.8% |
84% |
False |
False |
453 |
| 60 |
1.5050 |
1.4200 |
0.0850 |
5.7% |
0.0101 |
0.7% |
90% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5579 |
|
2.618 |
1.5351 |
|
1.618 |
1.5211 |
|
1.000 |
1.5124 |
|
0.618 |
1.5071 |
|
HIGH |
1.4984 |
|
0.618 |
1.4931 |
|
0.500 |
1.4914 |
|
0.382 |
1.4897 |
|
LOW |
1.4844 |
|
0.618 |
1.4757 |
|
1.000 |
1.4704 |
|
1.618 |
1.4617 |
|
2.618 |
1.4477 |
|
4.250 |
1.4249 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4945 |
1.4936 |
| PP |
1.4930 |
1.4911 |
| S1 |
1.4914 |
1.4886 |
|