CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4827 |
1.4704 |
-0.0123 |
-0.8% |
1.5010 |
| High |
1.4867 |
1.4782 |
-0.0085 |
-0.6% |
1.5142 |
| Low |
1.4680 |
1.4667 |
-0.0013 |
-0.1% |
1.4821 |
| Close |
1.4682 |
1.4715 |
0.0033 |
0.2% |
1.4827 |
| Range |
0.0187 |
0.0115 |
-0.0072 |
-38.5% |
0.0321 |
| ATR |
0.0155 |
0.0152 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
310,855 |
330,763 |
19,908 |
6.4% |
1,531,290 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5066 |
1.5006 |
1.4778 |
|
| R3 |
1.4951 |
1.4891 |
1.4747 |
|
| R2 |
1.4836 |
1.4836 |
1.4736 |
|
| R1 |
1.4776 |
1.4776 |
1.4726 |
1.4806 |
| PP |
1.4721 |
1.4721 |
1.4721 |
1.4737 |
| S1 |
1.4661 |
1.4661 |
1.4704 |
1.4691 |
| S2 |
1.4606 |
1.4606 |
1.4694 |
|
| S3 |
1.4491 |
1.4546 |
1.4683 |
|
| S4 |
1.4376 |
1.4431 |
1.4652 |
|
|
| 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 |
1.4667 |
0.0475 |
3.2% |
0.0164 |
1.1% |
10% |
False |
True |
325,842 |
| 10 |
1.5144 |
1.4667 |
0.0477 |
3.2% |
0.0167 |
1.1% |
10% |
False |
True |
314,031 |
| 20 |
1.5144 |
1.4667 |
0.0477 |
3.2% |
0.0152 |
1.0% |
10% |
False |
True |
286,337 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0146 |
1.0% |
18% |
False |
False |
273,808 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0138 |
0.9% |
35% |
False |
False |
257,480 |
| 80 |
1.5144 |
1.4072 |
0.1072 |
7.3% |
0.0136 |
0.9% |
60% |
False |
False |
203,128 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.7% |
0.0133 |
0.9% |
62% |
False |
False |
162,610 |
| 120 |
1.5144 |
1.3844 |
0.1300 |
8.8% |
0.0129 |
0.9% |
67% |
False |
False |
135,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5271 |
|
2.618 |
1.5083 |
|
1.618 |
1.4968 |
|
1.000 |
1.4897 |
|
0.618 |
1.4853 |
|
HIGH |
1.4782 |
|
0.618 |
1.4738 |
|
0.500 |
1.4725 |
|
0.382 |
1.4711 |
|
LOW |
1.4667 |
|
0.618 |
1.4596 |
|
1.000 |
1.4552 |
|
1.618 |
1.4481 |
|
2.618 |
1.4366 |
|
4.250 |
1.4178 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4725 |
1.4786 |
| PP |
1.4721 |
1.4762 |
| S1 |
1.4718 |
1.4739 |
|