CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4515 |
1.4315 |
-0.0200 |
-1.4% |
1.4625 |
| High |
1.4515 |
1.4405 |
-0.0110 |
-0.8% |
1.4649 |
| Low |
1.4299 |
1.4261 |
-0.0038 |
-0.3% |
1.4261 |
| Close |
1.4342 |
1.4314 |
-0.0028 |
-0.2% |
1.4314 |
| Range |
0.0216 |
0.0144 |
-0.0072 |
-33.3% |
0.0388 |
| ATR |
|
|
|
|
|
| Volume |
266 |
623 |
357 |
134.2% |
1,269 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4759 |
1.4680 |
1.4393 |
|
| R3 |
1.4615 |
1.4536 |
1.4354 |
|
| R2 |
1.4471 |
1.4471 |
1.4340 |
|
| R1 |
1.4392 |
1.4392 |
1.4327 |
1.4360 |
| PP |
1.4327 |
1.4327 |
1.4327 |
1.4310 |
| S1 |
1.4248 |
1.4248 |
1.4301 |
1.4216 |
| S2 |
1.4183 |
1.4183 |
1.4288 |
|
| S3 |
1.4039 |
1.4104 |
1.4274 |
|
| S4 |
1.3895 |
1.3960 |
1.4235 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5572 |
1.5331 |
1.4527 |
|
| R3 |
1.5184 |
1.4943 |
1.4421 |
|
| R2 |
1.4796 |
1.4796 |
1.4385 |
|
| R1 |
1.4555 |
1.4555 |
1.4350 |
1.4482 |
| PP |
1.4408 |
1.4408 |
1.4408 |
1.4371 |
| S1 |
1.4167 |
1.4167 |
1.4278 |
1.4094 |
| S2 |
1.4020 |
1.4020 |
1.4243 |
|
| S3 |
1.3632 |
1.3779 |
1.4207 |
|
| S4 |
1.3244 |
1.3391 |
1.4101 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5017 |
|
2.618 |
1.4782 |
|
1.618 |
1.4638 |
|
1.000 |
1.4549 |
|
0.618 |
1.4494 |
|
HIGH |
1.4405 |
|
0.618 |
1.4350 |
|
0.500 |
1.4333 |
|
0.382 |
1.4316 |
|
LOW |
1.4261 |
|
0.618 |
1.4172 |
|
1.000 |
1.4117 |
|
1.618 |
1.4028 |
|
2.618 |
1.3884 |
|
4.250 |
1.3649 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4333 |
1.4420 |
| PP |
1.4327 |
1.4384 |
| S1 |
1.4320 |
1.4349 |
|