CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4309 |
1.4270 |
-0.0039 |
-0.3% |
1.4611 |
| High |
1.4370 |
1.4330 |
-0.0040 |
-0.3% |
1.4682 |
| Low |
1.4265 |
1.4215 |
-0.0050 |
-0.4% |
1.4258 |
| Close |
1.4287 |
1.4252 |
-0.0035 |
-0.2% |
1.4319 |
| Range |
0.0105 |
0.0115 |
0.0010 |
9.5% |
0.0424 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
245,972 |
139,737 |
-106,235 |
-43.2% |
1,248,768 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4611 |
1.4546 |
1.4315 |
|
| R3 |
1.4496 |
1.4431 |
1.4284 |
|
| R2 |
1.4381 |
1.4381 |
1.4273 |
|
| R1 |
1.4316 |
1.4316 |
1.4263 |
1.4291 |
| PP |
1.4266 |
1.4266 |
1.4266 |
1.4253 |
| S1 |
1.4201 |
1.4201 |
1.4241 |
1.4176 |
| S2 |
1.4151 |
1.4151 |
1.4231 |
|
| S3 |
1.4036 |
1.4086 |
1.4220 |
|
| S4 |
1.3921 |
1.3971 |
1.4189 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5692 |
1.5429 |
1.4552 |
|
| R3 |
1.5268 |
1.5005 |
1.4436 |
|
| R2 |
1.4844 |
1.4844 |
1.4397 |
|
| R1 |
1.4581 |
1.4581 |
1.4358 |
1.4501 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4379 |
| S1 |
1.4157 |
1.4157 |
1.4280 |
1.4077 |
| S2 |
1.3996 |
1.3996 |
1.4241 |
|
| S3 |
1.3572 |
1.3733 |
1.4202 |
|
| S4 |
1.3148 |
1.3309 |
1.4086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4588 |
1.4215 |
0.0373 |
2.6% |
0.0137 |
1.0% |
10% |
False |
True |
233,395 |
| 10 |
1.4777 |
1.4215 |
0.0562 |
3.9% |
0.0131 |
0.9% |
7% |
False |
True |
193,484 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0146 |
1.0% |
4% |
False |
True |
101,011 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0139 |
1.0% |
4% |
False |
True |
50,857 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.5% |
0.0127 |
0.9% |
4% |
False |
True |
33,972 |
| 80 |
1.5137 |
1.4200 |
0.0937 |
6.6% |
0.0112 |
0.8% |
6% |
False |
False |
25,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4819 |
|
2.618 |
1.4631 |
|
1.618 |
1.4516 |
|
1.000 |
1.4445 |
|
0.618 |
1.4401 |
|
HIGH |
1.4330 |
|
0.618 |
1.4286 |
|
0.500 |
1.4273 |
|
0.382 |
1.4259 |
|
LOW |
1.4215 |
|
0.618 |
1.4144 |
|
1.000 |
1.4100 |
|
1.618 |
1.4029 |
|
2.618 |
1.3914 |
|
4.250 |
1.3726 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4273 |
1.4312 |
| PP |
1.4266 |
1.4292 |
| S1 |
1.4259 |
1.4272 |
|