CME Euro FX (E) Future March 2010
| 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 |
1.4822 |
1.4700 |
-0.0122 |
-0.8% |
1.5002 |
| High |
1.4860 |
1.4777 |
-0.0083 |
-0.6% |
1.5137 |
| Low |
1.4675 |
1.4662 |
-0.0013 |
-0.1% |
1.4816 |
| Close |
1.4677 |
1.4711 |
0.0034 |
0.2% |
1.4822 |
| Range |
0.0185 |
0.0115 |
-0.0070 |
-37.8% |
0.0321 |
| ATR |
0.0147 |
0.0145 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
27,148 |
54,428 |
27,280 |
100.5% |
34,960 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5062 |
1.5001 |
1.4774 |
|
| R3 |
1.4947 |
1.4886 |
1.4743 |
|
| R2 |
1.4832 |
1.4832 |
1.4732 |
|
| R1 |
1.4771 |
1.4771 |
1.4722 |
1.4802 |
| PP |
1.4717 |
1.4717 |
1.4717 |
1.4732 |
| S1 |
1.4656 |
1.4656 |
1.4700 |
1.4687 |
| S2 |
1.4602 |
1.4602 |
1.4690 |
|
| S3 |
1.4487 |
1.4541 |
1.4679 |
|
| S4 |
1.4372 |
1.4426 |
1.4648 |
|
|
| 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 |
1.4662 |
0.0475 |
3.2% |
0.0162 |
1.1% |
10% |
False |
True |
24,417 |
| 10 |
1.5137 |
1.4662 |
0.0475 |
3.2% |
0.0164 |
1.1% |
10% |
False |
True |
13,867 |
| 20 |
1.5137 |
1.4662 |
0.0475 |
3.2% |
0.0146 |
1.0% |
10% |
False |
True |
7,446 |
| 40 |
1.5137 |
1.4625 |
0.0512 |
3.5% |
0.0135 |
0.9% |
17% |
False |
False |
3,897 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0121 |
0.8% |
35% |
False |
False |
2,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5266 |
|
2.618 |
1.5078 |
|
1.618 |
1.4963 |
|
1.000 |
1.4892 |
|
0.618 |
1.4848 |
|
HIGH |
1.4777 |
|
0.618 |
1.4733 |
|
0.500 |
1.4720 |
|
0.382 |
1.4706 |
|
LOW |
1.4662 |
|
0.618 |
1.4591 |
|
1.000 |
1.4547 |
|
1.618 |
1.4476 |
|
2.618 |
1.4361 |
|
4.250 |
1.4173 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4720 |
1.4780 |
| PP |
1.4717 |
1.4757 |
| S1 |
1.4714 |
1.4734 |
|