CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5046 |
1.5052 |
0.0006 |
0.0% |
1.5010 |
| High |
1.5142 |
1.5092 |
-0.0050 |
-0.3% |
1.5142 |
| Low |
1.5045 |
1.4821 |
-0.0224 |
-1.5% |
1.4821 |
| Close |
1.5090 |
1.4827 |
-0.0263 |
-1.7% |
1.4827 |
| Range |
0.0097 |
0.0271 |
0.0174 |
179.4% |
0.0321 |
| ATR |
0.0143 |
0.0153 |
0.0009 |
6.4% |
0.0000 |
| Volume |
226,483 |
309,711 |
83,228 |
36.7% |
1,531,290 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5726 |
1.5548 |
1.4976 |
|
| R3 |
1.5455 |
1.5277 |
1.4902 |
|
| R2 |
1.5184 |
1.5184 |
1.4877 |
|
| R1 |
1.5006 |
1.5006 |
1.4852 |
1.4960 |
| PP |
1.4913 |
1.4913 |
1.4913 |
1.4890 |
| S1 |
1.4735 |
1.4735 |
1.4802 |
1.4689 |
| S2 |
1.4642 |
1.4642 |
1.4777 |
|
| S3 |
1.4371 |
1.4464 |
1.4752 |
|
| S4 |
1.4100 |
1.4193 |
1.4678 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5681 |
1.5004 |
|
| R3 |
1.5572 |
1.5360 |
1.4915 |
|
| R2 |
1.5251 |
1.5251 |
1.4886 |
|
| R1 |
1.5039 |
1.5039 |
1.4856 |
1.4985 |
| PP |
1.4930 |
1.4930 |
1.4930 |
1.4903 |
| S1 |
1.4718 |
1.4718 |
1.4798 |
1.4664 |
| S2 |
1.4609 |
1.4609 |
1.4768 |
|
| S3 |
1.4288 |
1.4397 |
1.4739 |
|
| S4 |
1.3967 |
1.4076 |
1.4650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5142 |
1.4821 |
0.0321 |
2.2% |
0.0143 |
1.0% |
2% |
False |
True |
306,258 |
| 10 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0161 |
1.1% |
8% |
False |
False |
280,393 |
| 20 |
1.5144 |
1.4799 |
0.0345 |
2.3% |
0.0147 |
1.0% |
8% |
False |
False |
264,806 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0144 |
1.0% |
39% |
False |
False |
261,889 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0136 |
0.9% |
52% |
False |
False |
249,416 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.4% |
0.0135 |
0.9% |
71% |
False |
False |
189,501 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.6% |
0.0132 |
0.9% |
72% |
False |
False |
151,682 |
| 120 |
1.5144 |
1.3822 |
0.1322 |
8.9% |
0.0127 |
0.9% |
76% |
False |
False |
126,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6244 |
|
2.618 |
1.5801 |
|
1.618 |
1.5530 |
|
1.000 |
1.5363 |
|
0.618 |
1.5259 |
|
HIGH |
1.5092 |
|
0.618 |
1.4988 |
|
0.500 |
1.4957 |
|
0.382 |
1.4925 |
|
LOW |
1.4821 |
|
0.618 |
1.4654 |
|
1.000 |
1.4550 |
|
1.618 |
1.4383 |
|
2.618 |
1.4112 |
|
4.250 |
1.3669 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4957 |
1.4982 |
| PP |
1.4913 |
1.4930 |
| S1 |
1.4870 |
1.4879 |
|