CME Euro FX (E) Future March 2010
| 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 |
1.5045 |
1.5047 |
0.0002 |
0.0% |
1.5002 |
| High |
1.5137 |
1.5083 |
-0.0054 |
-0.4% |
1.5137 |
| Low |
1.5039 |
1.4816 |
-0.0223 |
-1.5% |
1.4816 |
| Close |
1.5084 |
1.4822 |
-0.0262 |
-1.7% |
1.4822 |
| Range |
0.0098 |
0.0267 |
0.0169 |
172.4% |
0.0321 |
| ATR |
0.0134 |
0.0144 |
0.0010 |
7.1% |
0.0000 |
| Volume |
5,369 |
18,423 |
13,054 |
243.1% |
34,960 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5708 |
1.5532 |
1.4969 |
|
| R3 |
1.5441 |
1.5265 |
1.4895 |
|
| R2 |
1.5174 |
1.5174 |
1.4871 |
|
| R1 |
1.4998 |
1.4998 |
1.4846 |
1.4953 |
| PP |
1.4907 |
1.4907 |
1.4907 |
1.4884 |
| S1 |
1.4731 |
1.4731 |
1.4798 |
1.4686 |
| S2 |
1.4640 |
1.4640 |
1.4773 |
|
| S3 |
1.4373 |
1.4464 |
1.4749 |
|
| S4 |
1.4106 |
1.4197 |
1.4675 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5888 |
1.5676 |
1.4999 |
|
| R3 |
1.5567 |
1.5355 |
1.4910 |
|
| R2 |
1.5246 |
1.5246 |
1.4881 |
|
| R1 |
1.5034 |
1.5034 |
1.4851 |
1.4980 |
| PP |
1.4925 |
1.4925 |
1.4925 |
1.4898 |
| S1 |
1.4713 |
1.4713 |
1.4793 |
1.4659 |
| S2 |
1.4604 |
1.4604 |
1.4763 |
|
| S3 |
1.4283 |
1.4392 |
1.4734 |
|
| S4 |
1.3962 |
1.4071 |
1.4645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5137 |
1.4816 |
0.0321 |
2.2% |
0.0139 |
0.9% |
2% |
False |
True |
6,992 |
| 10 |
1.5137 |
1.4788 |
0.0349 |
2.4% |
0.0156 |
1.1% |
10% |
False |
False |
4,448 |
| 20 |
1.5137 |
1.4788 |
0.0349 |
2.4% |
0.0139 |
0.9% |
10% |
False |
False |
2,617 |
| 40 |
1.5137 |
1.4625 |
0.0512 |
3.5% |
0.0132 |
0.9% |
38% |
False |
False |
1,466 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.4% |
0.0117 |
0.8% |
52% |
False |
False |
1,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6218 |
|
2.618 |
1.5782 |
|
1.618 |
1.5515 |
|
1.000 |
1.5350 |
|
0.618 |
1.5248 |
|
HIGH |
1.5083 |
|
0.618 |
1.4981 |
|
0.500 |
1.4950 |
|
0.382 |
1.4918 |
|
LOW |
1.4816 |
|
0.618 |
1.4651 |
|
1.000 |
1.4549 |
|
1.618 |
1.4384 |
|
2.618 |
1.4117 |
|
4.250 |
1.3681 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4950 |
1.4977 |
| PP |
1.4907 |
1.4925 |
| S1 |
1.4865 |
1.4874 |
|