CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4270 |
1.4251 |
-0.0019 |
-0.1% |
1.4611 |
| High |
1.4330 |
1.4365 |
0.0035 |
0.2% |
1.4682 |
| Low |
1.4215 |
1.4232 |
0.0017 |
0.1% |
1.4258 |
| Close |
1.4252 |
1.4334 |
0.0082 |
0.6% |
1.4319 |
| Range |
0.0115 |
0.0133 |
0.0018 |
15.7% |
0.0424 |
| ATR |
0.0139 |
0.0139 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
139,737 |
176,316 |
36,579 |
26.2% |
1,248,768 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4709 |
1.4655 |
1.4407 |
|
| R3 |
1.4576 |
1.4522 |
1.4371 |
|
| R2 |
1.4443 |
1.4443 |
1.4358 |
|
| R1 |
1.4389 |
1.4389 |
1.4346 |
1.4416 |
| PP |
1.4310 |
1.4310 |
1.4310 |
1.4324 |
| S1 |
1.4256 |
1.4256 |
1.4322 |
1.4283 |
| S2 |
1.4177 |
1.4177 |
1.4310 |
|
| S3 |
1.4044 |
1.4123 |
1.4297 |
|
| S4 |
1.3911 |
1.3990 |
1.4261 |
|
|
| 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 |
1.4531 |
1.4215 |
0.0316 |
2.2% |
0.0147 |
1.0% |
38% |
False |
False |
220,442 |
| 10 |
1.4772 |
1.4215 |
0.0557 |
3.9% |
0.0133 |
0.9% |
21% |
False |
False |
205,673 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0148 |
1.0% |
13% |
False |
False |
109,770 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0139 |
1.0% |
13% |
False |
False |
55,258 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0128 |
0.9% |
13% |
False |
False |
36,910 |
| 80 |
1.5137 |
1.4200 |
0.0937 |
6.5% |
0.0114 |
0.8% |
14% |
False |
False |
27,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4930 |
|
2.618 |
1.4713 |
|
1.618 |
1.4580 |
|
1.000 |
1.4498 |
|
0.618 |
1.4447 |
|
HIGH |
1.4365 |
|
0.618 |
1.4314 |
|
0.500 |
1.4299 |
|
0.382 |
1.4283 |
|
LOW |
1.4232 |
|
0.618 |
1.4150 |
|
1.000 |
1.4099 |
|
1.618 |
1.4017 |
|
2.618 |
1.3884 |
|
4.250 |
1.3667 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4322 |
1.4320 |
| PP |
1.4310 |
1.4306 |
| S1 |
1.4299 |
1.4293 |
|