CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4704 |
1.4737 |
0.0033 |
0.2% |
1.5010 |
| High |
1.4782 |
1.4760 |
-0.0022 |
-0.1% |
1.5142 |
| Low |
1.4667 |
1.4684 |
0.0017 |
0.1% |
1.4821 |
| Close |
1.4715 |
1.4719 |
0.0004 |
0.0% |
1.4827 |
| Range |
0.0115 |
0.0076 |
-0.0039 |
-33.9% |
0.0321 |
| ATR |
0.0152 |
0.0147 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
330,763 |
304,302 |
-26,461 |
-8.0% |
1,531,290 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4949 |
1.4910 |
1.4761 |
|
| R3 |
1.4873 |
1.4834 |
1.4740 |
|
| R2 |
1.4797 |
1.4797 |
1.4733 |
|
| R1 |
1.4758 |
1.4758 |
1.4726 |
1.4740 |
| PP |
1.4721 |
1.4721 |
1.4721 |
1.4712 |
| S1 |
1.4682 |
1.4682 |
1.4712 |
1.4664 |
| S2 |
1.4645 |
1.4645 |
1.4705 |
|
| S3 |
1.4569 |
1.4606 |
1.4698 |
|
| S4 |
1.4493 |
1.4530 |
1.4677 |
|
|
| 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 |
1.5092 |
1.4667 |
0.0425 |
2.9% |
0.0160 |
1.1% |
12% |
False |
False |
341,406 |
| 10 |
1.5142 |
1.4667 |
0.0475 |
3.2% |
0.0156 |
1.1% |
11% |
False |
False |
319,507 |
| 20 |
1.5144 |
1.4667 |
0.0477 |
3.2% |
0.0151 |
1.0% |
11% |
False |
False |
290,537 |
| 40 |
1.5144 |
1.4624 |
0.0520 |
3.5% |
0.0145 |
1.0% |
18% |
False |
False |
275,218 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0138 |
0.9% |
36% |
False |
False |
258,654 |
| 80 |
1.5144 |
1.4091 |
0.1053 |
7.2% |
0.0136 |
0.9% |
60% |
False |
False |
206,924 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.7% |
0.0133 |
0.9% |
63% |
False |
False |
165,652 |
| 120 |
1.5144 |
1.3844 |
0.1300 |
8.8% |
0.0129 |
0.9% |
67% |
False |
False |
138,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5083 |
|
2.618 |
1.4959 |
|
1.618 |
1.4883 |
|
1.000 |
1.4836 |
|
0.618 |
1.4807 |
|
HIGH |
1.4760 |
|
0.618 |
1.4731 |
|
0.500 |
1.4722 |
|
0.382 |
1.4713 |
|
LOW |
1.4684 |
|
0.618 |
1.4637 |
|
1.000 |
1.4608 |
|
1.618 |
1.4561 |
|
2.618 |
1.4485 |
|
4.250 |
1.4361 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4722 |
1.4767 |
| PP |
1.4721 |
1.4751 |
| S1 |
1.4720 |
1.4735 |
|