CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4871 |
1.4827 |
-0.0044 |
-0.3% |
1.5010 |
| High |
1.4905 |
1.4867 |
-0.0038 |
-0.3% |
1.5142 |
| Low |
1.4755 |
1.4680 |
-0.0075 |
-0.5% |
1.4821 |
| Close |
1.4820 |
1.4682 |
-0.0138 |
-0.9% |
1.4827 |
| Range |
0.0150 |
0.0187 |
0.0037 |
24.7% |
0.0321 |
| ATR |
0.0152 |
0.0155 |
0.0002 |
1.6% |
0.0000 |
| Volume |
451,402 |
310,855 |
-140,547 |
-31.1% |
1,531,290 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5304 |
1.5180 |
1.4785 |
|
| R3 |
1.5117 |
1.4993 |
1.4733 |
|
| R2 |
1.4930 |
1.4930 |
1.4716 |
|
| R1 |
1.4806 |
1.4806 |
1.4699 |
1.4775 |
| PP |
1.4743 |
1.4743 |
1.4743 |
1.4727 |
| S1 |
1.4619 |
1.4619 |
1.4665 |
1.4588 |
| S2 |
1.4556 |
1.4556 |
1.4648 |
|
| S3 |
1.4369 |
1.4432 |
1.4631 |
|
| S4 |
1.4182 |
1.4245 |
1.4579 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5681 |
1.5004 |
|
| R3 |
1.5572 |
1.5360 |
1.4915 |
|
| R2 |
1.5251 |
1.5251 |
1.4886 |
|
| R1 |
1.5039 |
1.5039 |
1.4856 |
1.4985 |
| PP |
1.4930 |
1.4930 |
1.4930 |
1.4903 |
| S1 |
1.4718 |
1.4718 |
1.4798 |
1.4664 |
| S2 |
1.4609 |
1.4609 |
1.4768 |
|
| S3 |
1.4288 |
1.4397 |
1.4739 |
|
| S4 |
1.3967 |
1.4076 |
1.4650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5142 |
1.4680 |
0.0462 |
3.1% |
0.0157 |
1.1% |
0% |
False |
True |
313,292 |
| 10 |
1.5144 |
1.4680 |
0.0464 |
3.2% |
0.0166 |
1.1% |
0% |
False |
True |
301,114 |
| 20 |
1.5144 |
1.4680 |
0.0464 |
3.2% |
0.0151 |
1.0% |
0% |
False |
True |
279,540 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0146 |
1.0% |
11% |
False |
False |
268,601 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0138 |
0.9% |
31% |
False |
False |
255,545 |
| 80 |
1.5144 |
1.4050 |
0.1094 |
7.5% |
0.0136 |
0.9% |
58% |
False |
False |
199,010 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.7% |
0.0133 |
0.9% |
59% |
False |
False |
159,303 |
| 120 |
1.5144 |
1.3822 |
0.1322 |
9.0% |
0.0129 |
0.9% |
65% |
False |
False |
132,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5662 |
|
2.618 |
1.5357 |
|
1.618 |
1.5170 |
|
1.000 |
1.5054 |
|
0.618 |
1.4983 |
|
HIGH |
1.4867 |
|
0.618 |
1.4796 |
|
0.500 |
1.4774 |
|
0.382 |
1.4751 |
|
LOW |
1.4680 |
|
0.618 |
1.4564 |
|
1.000 |
1.4493 |
|
1.618 |
1.4377 |
|
2.618 |
1.4190 |
|
4.250 |
1.3885 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4774 |
1.4886 |
| PP |
1.4743 |
1.4818 |
| S1 |
1.4713 |
1.4750 |
|