CME Euro FX (E) Future June 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 |
1.4355 |
1.4345 |
-0.0010 |
-0.1% |
1.4336 |
| High |
1.4453 |
1.4352 |
-0.0101 |
-0.7% |
1.4412 |
| Low |
1.4330 |
1.4272 |
-0.0058 |
-0.4% |
1.4213 |
| Close |
1.4346 |
1.4329 |
-0.0017 |
-0.1% |
1.4348 |
| Range |
0.0123 |
0.0080 |
-0.0043 |
-35.0% |
0.0199 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
82 |
193 |
111 |
135.4% |
640 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4558 |
1.4523 |
1.4373 |
|
| R3 |
1.4478 |
1.4443 |
1.4351 |
|
| R2 |
1.4398 |
1.4398 |
1.4344 |
|
| R1 |
1.4363 |
1.4363 |
1.4336 |
1.4341 |
| PP |
1.4318 |
1.4318 |
1.4318 |
1.4306 |
| S1 |
1.4283 |
1.4283 |
1.4322 |
1.4261 |
| S2 |
1.4238 |
1.4238 |
1.4314 |
|
| S3 |
1.4158 |
1.4203 |
1.4307 |
|
| S4 |
1.4078 |
1.4123 |
1.4285 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4834 |
1.4457 |
|
| R3 |
1.4722 |
1.4635 |
1.4403 |
|
| R2 |
1.4523 |
1.4523 |
1.4384 |
|
| R1 |
1.4436 |
1.4436 |
1.4366 |
1.4480 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4346 |
| S1 |
1.4237 |
1.4237 |
1.4330 |
1.4281 |
| S2 |
1.4125 |
1.4125 |
1.4312 |
|
| S3 |
1.3926 |
1.4038 |
1.4293 |
|
| S4 |
1.3727 |
1.3839 |
1.4239 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4692 |
|
2.618 |
1.4561 |
|
1.618 |
1.4481 |
|
1.000 |
1.4432 |
|
0.618 |
1.4401 |
|
HIGH |
1.4352 |
|
0.618 |
1.4321 |
|
0.500 |
1.4312 |
|
0.382 |
1.4303 |
|
LOW |
1.4272 |
|
0.618 |
1.4223 |
|
1.000 |
1.4192 |
|
1.618 |
1.4143 |
|
2.618 |
1.4063 |
|
4.250 |
1.3932 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4323 |
1.4363 |
| PP |
1.4318 |
1.4351 |
| S1 |
1.4312 |
1.4340 |
|