CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5052 |
1.4871 |
-0.0181 |
-1.2% |
1.5010 |
| High |
1.5092 |
1.4905 |
-0.0187 |
-1.2% |
1.5142 |
| Low |
1.4821 |
1.4755 |
-0.0066 |
-0.4% |
1.4821 |
| Close |
1.4827 |
1.4820 |
-0.0007 |
0.0% |
1.4827 |
| Range |
0.0271 |
0.0150 |
-0.0121 |
-44.6% |
0.0321 |
| ATR |
0.0153 |
0.0152 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
309,711 |
451,402 |
141,691 |
45.7% |
1,531,290 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5277 |
1.5198 |
1.4903 |
|
| R3 |
1.5127 |
1.5048 |
1.4861 |
|
| R2 |
1.4977 |
1.4977 |
1.4848 |
|
| R1 |
1.4898 |
1.4898 |
1.4834 |
1.4863 |
| PP |
1.4827 |
1.4827 |
1.4827 |
1.4809 |
| S1 |
1.4748 |
1.4748 |
1.4806 |
1.4713 |
| S2 |
1.4677 |
1.4677 |
1.4793 |
|
| S3 |
1.4527 |
1.4598 |
1.4779 |
|
| S4 |
1.4377 |
1.4448 |
1.4738 |
|
|
| 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 |
1.4755 |
0.0387 |
2.6% |
0.0149 |
1.0% |
17% |
False |
True |
305,928 |
| 10 |
1.5144 |
1.4755 |
0.0389 |
2.6% |
0.0162 |
1.1% |
17% |
False |
True |
296,990 |
| 20 |
1.5144 |
1.4755 |
0.0389 |
2.6% |
0.0150 |
1.0% |
17% |
False |
True |
277,021 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0145 |
1.0% |
38% |
False |
False |
266,148 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0137 |
0.9% |
51% |
False |
False |
253,754 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.4% |
0.0135 |
0.9% |
70% |
False |
False |
195,138 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.7% |
0.0132 |
0.9% |
71% |
False |
False |
156,195 |
| 120 |
1.5144 |
1.3822 |
0.1322 |
8.9% |
0.0128 |
0.9% |
75% |
False |
False |
130,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5543 |
|
2.618 |
1.5298 |
|
1.618 |
1.5148 |
|
1.000 |
1.5055 |
|
0.618 |
1.4998 |
|
HIGH |
1.4905 |
|
0.618 |
1.4848 |
|
0.500 |
1.4830 |
|
0.382 |
1.4812 |
|
LOW |
1.4755 |
|
0.618 |
1.4662 |
|
1.000 |
1.4605 |
|
1.618 |
1.4512 |
|
2.618 |
1.4362 |
|
4.250 |
1.4118 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4830 |
1.4949 |
| PP |
1.4827 |
1.4906 |
| S1 |
1.4823 |
1.4863 |
|