CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4737 |
1.4733 |
-0.0004 |
0.0% |
1.4871 |
| High |
1.4760 |
1.4776 |
0.0016 |
0.1% |
1.4905 |
| Low |
1.4684 |
1.4586 |
-0.0098 |
-0.7% |
1.4586 |
| Close |
1.4719 |
1.4619 |
-0.0100 |
-0.7% |
1.4619 |
| Range |
0.0076 |
0.0190 |
0.0114 |
150.0% |
0.0319 |
| ATR |
0.0147 |
0.0150 |
0.0003 |
2.1% |
0.0000 |
| Volume |
304,302 |
168,421 |
-135,881 |
-44.7% |
1,565,743 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5230 |
1.5115 |
1.4724 |
|
| R3 |
1.5040 |
1.4925 |
1.4671 |
|
| R2 |
1.4850 |
1.4850 |
1.4654 |
|
| R1 |
1.4735 |
1.4735 |
1.4636 |
1.4698 |
| PP |
1.4660 |
1.4660 |
1.4660 |
1.4642 |
| S1 |
1.4545 |
1.4545 |
1.4602 |
1.4508 |
| S2 |
1.4470 |
1.4470 |
1.4584 |
|
| S3 |
1.4280 |
1.4355 |
1.4567 |
|
| S4 |
1.4090 |
1.4165 |
1.4515 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5660 |
1.5459 |
1.4794 |
|
| R3 |
1.5341 |
1.5140 |
1.4707 |
|
| R2 |
1.5022 |
1.5022 |
1.4677 |
|
| R1 |
1.4821 |
1.4821 |
1.4648 |
1.4762 |
| PP |
1.4703 |
1.4703 |
1.4703 |
1.4674 |
| S1 |
1.4502 |
1.4502 |
1.4590 |
1.4443 |
| S2 |
1.4384 |
1.4384 |
1.4561 |
|
| S3 |
1.4065 |
1.4183 |
1.4531 |
|
| S4 |
1.3746 |
1.3864 |
1.4444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4905 |
1.4586 |
0.0319 |
2.2% |
0.0144 |
1.0% |
10% |
False |
True |
313,148 |
| 10 |
1.5142 |
1.4586 |
0.0556 |
3.8% |
0.0143 |
1.0% |
6% |
False |
True |
309,703 |
| 20 |
1.5144 |
1.4586 |
0.0558 |
3.8% |
0.0151 |
1.0% |
6% |
False |
True |
287,553 |
| 40 |
1.5144 |
1.4586 |
0.0558 |
3.8% |
0.0147 |
1.0% |
6% |
False |
True |
273,970 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0139 |
1.0% |
21% |
False |
False |
257,440 |
| 80 |
1.5144 |
1.4180 |
0.0964 |
6.6% |
0.0136 |
0.9% |
46% |
False |
False |
209,004 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.8% |
0.0134 |
0.9% |
54% |
False |
False |
167,336 |
| 120 |
1.5144 |
1.3844 |
0.1300 |
8.9% |
0.0128 |
0.9% |
60% |
False |
False |
139,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5584 |
|
2.618 |
1.5273 |
|
1.618 |
1.5083 |
|
1.000 |
1.4966 |
|
0.618 |
1.4893 |
|
HIGH |
1.4776 |
|
0.618 |
1.4703 |
|
0.500 |
1.4681 |
|
0.382 |
1.4659 |
|
LOW |
1.4586 |
|
0.618 |
1.4469 |
|
1.000 |
1.4396 |
|
1.618 |
1.4279 |
|
2.618 |
1.4089 |
|
4.250 |
1.3779 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4681 |
1.4684 |
| PP |
1.4660 |
1.4662 |
| S1 |
1.4640 |
1.4641 |
|