CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4372 |
1.4368 |
-0.0004 |
0.0% |
1.4309 |
| High |
1.4411 |
1.4457 |
0.0046 |
0.3% |
1.4416 |
| Low |
1.4349 |
1.4330 |
-0.0019 |
-0.1% |
1.4215 |
| Close |
1.4380 |
1.4350 |
-0.0030 |
-0.2% |
1.4353 |
| Range |
0.0062 |
0.0127 |
0.0065 |
104.8% |
0.0201 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
57,193 |
59,278 |
2,085 |
3.6% |
701,682 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4760 |
1.4682 |
1.4420 |
|
| R3 |
1.4633 |
1.4555 |
1.4385 |
|
| R2 |
1.4506 |
1.4506 |
1.4373 |
|
| R1 |
1.4428 |
1.4428 |
1.4362 |
1.4404 |
| PP |
1.4379 |
1.4379 |
1.4379 |
1.4367 |
| S1 |
1.4301 |
1.4301 |
1.4338 |
1.4277 |
| S2 |
1.4252 |
1.4252 |
1.4327 |
|
| S3 |
1.4125 |
1.4174 |
1.4315 |
|
| S4 |
1.3998 |
1.4047 |
1.4280 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4931 |
1.4843 |
1.4464 |
|
| R3 |
1.4730 |
1.4642 |
1.4408 |
|
| R2 |
1.4529 |
1.4529 |
1.4390 |
|
| R1 |
1.4441 |
1.4441 |
1.4371 |
1.4485 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4350 |
| S1 |
1.4240 |
1.4240 |
1.4335 |
1.4284 |
| S2 |
1.4127 |
1.4127 |
1.4316 |
|
| S3 |
1.3926 |
1.4039 |
1.4298 |
|
| S4 |
1.3725 |
1.3838 |
1.4242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4457 |
1.4215 |
0.0242 |
1.7% |
0.0105 |
0.7% |
56% |
True |
False |
114,436 |
| 10 |
1.4655 |
1.4215 |
0.0440 |
3.1% |
0.0126 |
0.9% |
31% |
False |
False |
179,424 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0132 |
0.9% |
15% |
False |
False |
122,054 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
15% |
False |
False |
61,643 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0127 |
0.9% |
15% |
False |
False |
41,175 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0117 |
0.8% |
15% |
False |
False |
30,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4997 |
|
2.618 |
1.4789 |
|
1.618 |
1.4662 |
|
1.000 |
1.4584 |
|
0.618 |
1.4535 |
|
HIGH |
1.4457 |
|
0.618 |
1.4408 |
|
0.500 |
1.4394 |
|
0.382 |
1.4379 |
|
LOW |
1.4330 |
|
0.618 |
1.4252 |
|
1.000 |
1.4203 |
|
1.618 |
1.4125 |
|
2.618 |
1.3998 |
|
4.250 |
1.3790 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4394 |
1.4392 |
| PP |
1.4379 |
1.4378 |
| S1 |
1.4365 |
1.4364 |
|