CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4368 |
1.4346 |
-0.0022 |
-0.2% |
1.4309 |
| High |
1.4457 |
1.4360 |
-0.0097 |
-0.7% |
1.4416 |
| Low |
1.4330 |
1.4271 |
-0.0059 |
-0.4% |
1.4215 |
| Close |
1.4350 |
1.4333 |
-0.0017 |
-0.1% |
1.4353 |
| Range |
0.0127 |
0.0089 |
-0.0038 |
-29.9% |
0.0201 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
59,278 |
151,808 |
92,530 |
156.1% |
701,682 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4588 |
1.4550 |
1.4382 |
|
| R3 |
1.4499 |
1.4461 |
1.4357 |
|
| R2 |
1.4410 |
1.4410 |
1.4349 |
|
| R1 |
1.4372 |
1.4372 |
1.4341 |
1.4347 |
| PP |
1.4321 |
1.4321 |
1.4321 |
1.4309 |
| S1 |
1.4283 |
1.4283 |
1.4325 |
1.4258 |
| S2 |
1.4232 |
1.4232 |
1.4317 |
|
| S3 |
1.4143 |
1.4194 |
1.4309 |
|
| S4 |
1.4054 |
1.4105 |
1.4284 |
|
|
| 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 |
1.4232 |
0.0225 |
1.6% |
0.0100 |
0.7% |
45% |
False |
False |
116,850 |
| 10 |
1.4588 |
1.4215 |
0.0373 |
2.6% |
0.0119 |
0.8% |
32% |
False |
False |
175,122 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0129 |
0.9% |
13% |
False |
False |
129,516 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0134 |
0.9% |
13% |
False |
False |
65,424 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0128 |
0.9% |
13% |
False |
False |
43,702 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0118 |
0.8% |
13% |
False |
False |
32,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4738 |
|
2.618 |
1.4593 |
|
1.618 |
1.4504 |
|
1.000 |
1.4449 |
|
0.618 |
1.4415 |
|
HIGH |
1.4360 |
|
0.618 |
1.4326 |
|
0.500 |
1.4316 |
|
0.382 |
1.4305 |
|
LOW |
1.4271 |
|
0.618 |
1.4216 |
|
1.000 |
1.4182 |
|
1.618 |
1.4127 |
|
2.618 |
1.4038 |
|
4.250 |
1.3893 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4327 |
1.4364 |
| PP |
1.4321 |
1.4354 |
| S1 |
1.4316 |
1.4343 |
|