CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4700 |
1.4731 |
0.0031 |
0.2% |
1.5002 |
| High |
1.4777 |
1.4755 |
-0.0022 |
-0.1% |
1.5137 |
| Low |
1.4662 |
1.4680 |
0.0018 |
0.1% |
1.4816 |
| Close |
1.4711 |
1.4714 |
0.0003 |
0.0% |
1.4822 |
| Range |
0.0115 |
0.0075 |
-0.0040 |
-34.8% |
0.0321 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
54,428 |
99,035 |
44,607 |
82.0% |
34,960 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4941 |
1.4903 |
1.4755 |
|
| R3 |
1.4866 |
1.4828 |
1.4735 |
|
| R2 |
1.4791 |
1.4791 |
1.4728 |
|
| R1 |
1.4753 |
1.4753 |
1.4721 |
1.4735 |
| PP |
1.4716 |
1.4716 |
1.4716 |
1.4707 |
| S1 |
1.4678 |
1.4678 |
1.4707 |
1.4660 |
| S2 |
1.4641 |
1.4641 |
1.4700 |
|
| S3 |
1.4566 |
1.4603 |
1.4693 |
|
| S4 |
1.4491 |
1.4528 |
1.4673 |
|
|
| 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 |
1.5083 |
1.4662 |
0.0421 |
2.9% |
0.0158 |
1.1% |
12% |
False |
False |
43,151 |
| 10 |
1.5137 |
1.4662 |
0.0475 |
3.2% |
0.0153 |
1.0% |
11% |
False |
False |
23,555 |
| 20 |
1.5137 |
1.4662 |
0.0475 |
3.2% |
0.0146 |
1.0% |
11% |
False |
False |
12,381 |
| 40 |
1.5137 |
1.4625 |
0.0512 |
3.5% |
0.0134 |
0.9% |
17% |
False |
False |
6,367 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0121 |
0.8% |
36% |
False |
False |
4,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5074 |
|
2.618 |
1.4951 |
|
1.618 |
1.4876 |
|
1.000 |
1.4830 |
|
0.618 |
1.4801 |
|
HIGH |
1.4755 |
|
0.618 |
1.4726 |
|
0.500 |
1.4718 |
|
0.382 |
1.4709 |
|
LOW |
1.4680 |
|
0.618 |
1.4634 |
|
1.000 |
1.4605 |
|
1.618 |
1.4559 |
|
2.618 |
1.4484 |
|
4.250 |
1.4361 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4718 |
1.4761 |
| PP |
1.4716 |
1.4745 |
| S1 |
1.4715 |
1.4730 |
|