CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4870 |
1.4822 |
-0.0048 |
-0.3% |
1.5002 |
| High |
1.4897 |
1.4860 |
-0.0037 |
-0.2% |
1.5137 |
| Low |
1.4750 |
1.4675 |
-0.0075 |
-0.5% |
1.4816 |
| Close |
1.4815 |
1.4677 |
-0.0138 |
-0.9% |
1.4822 |
| Range |
0.0147 |
0.0185 |
0.0038 |
25.9% |
0.0321 |
| ATR |
0.0144 |
0.0147 |
0.0003 |
2.0% |
0.0000 |
| Volume |
16,721 |
27,148 |
10,427 |
62.4% |
34,960 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5292 |
1.5170 |
1.4779 |
|
| R3 |
1.5107 |
1.4985 |
1.4728 |
|
| R2 |
1.4922 |
1.4922 |
1.4711 |
|
| R1 |
1.4800 |
1.4800 |
1.4694 |
1.4769 |
| PP |
1.4737 |
1.4737 |
1.4737 |
1.4722 |
| S1 |
1.4615 |
1.4615 |
1.4660 |
1.4584 |
| S2 |
1.4552 |
1.4552 |
1.4643 |
|
| S3 |
1.4367 |
1.4430 |
1.4626 |
|
| S4 |
1.4182 |
1.4245 |
1.4575 |
|
|
| 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 |
1.4675 |
0.0462 |
3.1% |
0.0155 |
1.1% |
0% |
False |
True |
14,245 |
| 10 |
1.5137 |
1.4675 |
0.0462 |
3.1% |
0.0162 |
1.1% |
0% |
False |
True |
8,538 |
| 20 |
1.5137 |
1.4675 |
0.0462 |
3.1% |
0.0144 |
1.0% |
0% |
False |
True |
4,754 |
| 40 |
1.5137 |
1.4625 |
0.0512 |
3.5% |
0.0134 |
0.9% |
10% |
False |
False |
2,542 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0120 |
0.8% |
30% |
False |
False |
1,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5646 |
|
2.618 |
1.5344 |
|
1.618 |
1.5159 |
|
1.000 |
1.5045 |
|
0.618 |
1.4974 |
|
HIGH |
1.4860 |
|
0.618 |
1.4789 |
|
0.500 |
1.4768 |
|
0.382 |
1.4746 |
|
LOW |
1.4675 |
|
0.618 |
1.4561 |
|
1.000 |
1.4490 |
|
1.618 |
1.4376 |
|
2.618 |
1.4191 |
|
4.250 |
1.3889 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4768 |
1.4879 |
| PP |
1.4737 |
1.4812 |
| S1 |
1.4707 |
1.4744 |
|