CME Euro FX (E) Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4733 |
1.4617 |
-0.0116 |
-0.8% |
1.4871 |
| High |
1.4776 |
1.4686 |
-0.0090 |
-0.6% |
1.4905 |
| Low |
1.4586 |
1.4606 |
0.0020 |
0.1% |
1.4586 |
| Close |
1.4619 |
1.4641 |
0.0022 |
0.2% |
1.4619 |
| Range |
0.0190 |
0.0080 |
-0.0110 |
-57.9% |
0.0319 |
| ATR |
0.0150 |
0.0145 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
168,421 |
93,413 |
-75,008 |
-44.5% |
1,565,743 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4884 |
1.4843 |
1.4685 |
|
| R3 |
1.4804 |
1.4763 |
1.4663 |
|
| R2 |
1.4724 |
1.4724 |
1.4656 |
|
| R1 |
1.4683 |
1.4683 |
1.4648 |
1.4704 |
| PP |
1.4644 |
1.4644 |
1.4644 |
1.4655 |
| S1 |
1.4603 |
1.4603 |
1.4634 |
1.4624 |
| S2 |
1.4564 |
1.4564 |
1.4626 |
|
| S3 |
1.4484 |
1.4523 |
1.4619 |
|
| S4 |
1.4404 |
1.4443 |
1.4597 |
|
|
| 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 |
1.4867 |
1.4586 |
0.0281 |
1.9% |
0.0130 |
0.9% |
20% |
False |
False |
241,550 |
| 10 |
1.5142 |
1.4586 |
0.0556 |
3.8% |
0.0139 |
1.0% |
10% |
False |
False |
273,739 |
| 20 |
1.5144 |
1.4586 |
0.0558 |
3.8% |
0.0149 |
1.0% |
10% |
False |
False |
276,432 |
| 40 |
1.5144 |
1.4586 |
0.0558 |
3.8% |
0.0146 |
1.0% |
10% |
False |
False |
270,196 |
| 60 |
1.5144 |
1.4479 |
0.0665 |
4.5% |
0.0139 |
0.9% |
24% |
False |
False |
255,482 |
| 80 |
1.5144 |
1.4180 |
0.0964 |
6.6% |
0.0136 |
0.9% |
48% |
False |
False |
210,138 |
| 100 |
1.5144 |
1.4010 |
0.1134 |
7.7% |
0.0134 |
0.9% |
56% |
False |
False |
168,269 |
| 120 |
1.5144 |
1.3844 |
0.1300 |
8.9% |
0.0128 |
0.9% |
61% |
False |
False |
140,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5026 |
|
2.618 |
1.4895 |
|
1.618 |
1.4815 |
|
1.000 |
1.4766 |
|
0.618 |
1.4735 |
|
HIGH |
1.4686 |
|
0.618 |
1.4655 |
|
0.500 |
1.4646 |
|
0.382 |
1.4637 |
|
LOW |
1.4606 |
|
0.618 |
1.4557 |
|
1.000 |
1.4526 |
|
1.618 |
1.4477 |
|
2.618 |
1.4397 |
|
4.250 |
1.4266 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4646 |
1.4681 |
| PP |
1.4644 |
1.4668 |
| S1 |
1.4643 |
1.4654 |
|