CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.5047 |
1.4870 |
-0.0177 |
-1.2% |
1.5002 |
| High |
1.5083 |
1.4897 |
-0.0186 |
-1.2% |
1.5137 |
| Low |
1.4816 |
1.4750 |
-0.0066 |
-0.4% |
1.4816 |
| Close |
1.4822 |
1.4815 |
-0.0007 |
0.0% |
1.4822 |
| Range |
0.0267 |
0.0147 |
-0.0120 |
-44.9% |
0.0321 |
| ATR |
0.0144 |
0.0144 |
0.0000 |
0.2% |
0.0000 |
| Volume |
18,423 |
16,721 |
-1,702 |
-9.2% |
34,960 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5262 |
1.5185 |
1.4896 |
|
| R3 |
1.5115 |
1.5038 |
1.4855 |
|
| R2 |
1.4968 |
1.4968 |
1.4842 |
|
| R1 |
1.4891 |
1.4891 |
1.4828 |
1.4856 |
| PP |
1.4821 |
1.4821 |
1.4821 |
1.4803 |
| S1 |
1.4744 |
1.4744 |
1.4802 |
1.4709 |
| S2 |
1.4674 |
1.4674 |
1.4788 |
|
| S3 |
1.4527 |
1.4597 |
1.4775 |
|
| S4 |
1.4380 |
1.4450 |
1.4734 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5888 |
1.5676 |
1.4999 |
|
| R3 |
1.5567 |
1.5355 |
1.4910 |
|
| R2 |
1.5246 |
1.5246 |
1.4881 |
|
| R1 |
1.5034 |
1.5034 |
1.4851 |
1.4980 |
| PP |
1.4925 |
1.4925 |
1.4925 |
1.4898 |
| S1 |
1.4713 |
1.4713 |
1.4793 |
1.4659 |
| S2 |
1.4604 |
1.4604 |
1.4763 |
|
| S3 |
1.4283 |
1.4392 |
1.4734 |
|
| S4 |
1.3962 |
1.4071 |
1.4645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5137 |
1.4750 |
0.0387 |
2.6% |
0.0146 |
1.0% |
17% |
False |
True |
9,329 |
| 10 |
1.5137 |
1.4750 |
0.0387 |
2.6% |
0.0157 |
1.1% |
17% |
False |
True |
5,950 |
| 20 |
1.5137 |
1.4750 |
0.0387 |
2.6% |
0.0142 |
1.0% |
17% |
False |
True |
3,432 |
| 40 |
1.5137 |
1.4625 |
0.0512 |
3.5% |
0.0133 |
0.9% |
37% |
False |
False |
1,872 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.4% |
0.0119 |
0.8% |
51% |
False |
False |
1,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5522 |
|
2.618 |
1.5282 |
|
1.618 |
1.5135 |
|
1.000 |
1.5044 |
|
0.618 |
1.4988 |
|
HIGH |
1.4897 |
|
0.618 |
1.4841 |
|
0.500 |
1.4824 |
|
0.382 |
1.4806 |
|
LOW |
1.4750 |
|
0.618 |
1.4659 |
|
1.000 |
1.4603 |
|
1.618 |
1.4512 |
|
2.618 |
1.4365 |
|
4.250 |
1.4125 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4824 |
1.4944 |
| PP |
1.4821 |
1.4901 |
| S1 |
1.4818 |
1.4858 |
|