CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4536 |
1.4528 |
-0.0008 |
-0.1% |
1.4870 |
| High |
1.4588 |
1.4531 |
-0.0057 |
-0.4% |
1.4897 |
| Low |
1.4501 |
1.4302 |
-0.0199 |
-1.4% |
1.4581 |
| Close |
1.4512 |
1.4347 |
-0.0165 |
-1.1% |
1.4614 |
| Range |
0.0087 |
0.0229 |
0.0142 |
163.2% |
0.0316 |
| ATR |
0.0137 |
0.0143 |
0.0007 |
4.8% |
0.0000 |
| Volume |
241,078 |
238,175 |
-2,903 |
-1.2% |
344,236 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5080 |
1.4943 |
1.4473 |
|
| R3 |
1.4851 |
1.4714 |
1.4410 |
|
| R2 |
1.4622 |
1.4622 |
1.4389 |
|
| R1 |
1.4485 |
1.4485 |
1.4368 |
1.4439 |
| PP |
1.4393 |
1.4393 |
1.4393 |
1.4371 |
| S1 |
1.4256 |
1.4256 |
1.4326 |
1.4210 |
| S2 |
1.4164 |
1.4164 |
1.4305 |
|
| S3 |
1.3935 |
1.4027 |
1.4284 |
|
| S4 |
1.3706 |
1.3798 |
1.4221 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5645 |
1.5446 |
1.4788 |
|
| R3 |
1.5329 |
1.5130 |
1.4701 |
|
| R2 |
1.5013 |
1.5013 |
1.4672 |
|
| R1 |
1.4814 |
1.4814 |
1.4643 |
1.4756 |
| PP |
1.4697 |
1.4697 |
1.4697 |
1.4668 |
| S1 |
1.4498 |
1.4498 |
1.4585 |
1.4440 |
| S2 |
1.4381 |
1.4381 |
1.4556 |
|
| S3 |
1.4065 |
1.4182 |
1.4527 |
|
| S4 |
1.3749 |
1.3866 |
1.4440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4772 |
1.4302 |
0.0470 |
3.3% |
0.0150 |
1.0% |
10% |
False |
True |
218,731 |
| 10 |
1.5083 |
1.4302 |
0.0781 |
5.4% |
0.0154 |
1.1% |
6% |
False |
True |
130,941 |
| 20 |
1.5137 |
1.4302 |
0.0835 |
5.8% |
0.0147 |
1.0% |
5% |
False |
True |
66,830 |
| 40 |
1.5137 |
1.4302 |
0.0835 |
5.8% |
0.0139 |
1.0% |
5% |
False |
True |
33,679 |
| 60 |
1.5137 |
1.4302 |
0.0835 |
5.8% |
0.0126 |
0.9% |
5% |
False |
True |
22,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5504 |
|
2.618 |
1.5131 |
|
1.618 |
1.4902 |
|
1.000 |
1.4760 |
|
0.618 |
1.4673 |
|
HIGH |
1.4531 |
|
0.618 |
1.4444 |
|
0.500 |
1.4417 |
|
0.382 |
1.4389 |
|
LOW |
1.4302 |
|
0.618 |
1.4160 |
|
1.000 |
1.4073 |
|
1.618 |
1.3931 |
|
2.618 |
1.3702 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4417 |
1.4479 |
| PP |
1.4393 |
1.4435 |
| S1 |
1.4370 |
1.4391 |
|