CME Euro FX (E) Future March 2010
| 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 |
1.4731 |
1.4726 |
-0.0005 |
0.0% |
1.4870 |
| High |
1.4755 |
1.4772 |
0.0017 |
0.1% |
1.4897 |
| Low |
1.4680 |
1.4581 |
-0.0099 |
-0.7% |
1.4581 |
| Close |
1.4714 |
1.4614 |
-0.0100 |
-0.7% |
1.4614 |
| Range |
0.0075 |
0.0191 |
0.0116 |
154.7% |
0.0316 |
| ATR |
0.0140 |
0.0143 |
0.0004 |
2.6% |
0.0000 |
| Volume |
99,035 |
146,904 |
47,869 |
48.3% |
344,236 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5229 |
1.5112 |
1.4719 |
|
| R3 |
1.5038 |
1.4921 |
1.4667 |
|
| R2 |
1.4847 |
1.4847 |
1.4649 |
|
| R1 |
1.4730 |
1.4730 |
1.4632 |
1.4693 |
| PP |
1.4656 |
1.4656 |
1.4656 |
1.4637 |
| S1 |
1.4539 |
1.4539 |
1.4596 |
1.4502 |
| S2 |
1.4465 |
1.4465 |
1.4579 |
|
| S3 |
1.4274 |
1.4348 |
1.4561 |
|
| S4 |
1.4083 |
1.4157 |
1.4509 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5645 |
1.5446 |
1.4788 |
|
| R3 |
1.5329 |
1.5130 |
1.4701 |
|
| R2 |
1.5013 |
1.5013 |
1.4672 |
|
| R1 |
1.4814 |
1.4814 |
1.4643 |
1.4756 |
| PP |
1.4697 |
1.4697 |
1.4697 |
1.4668 |
| S1 |
1.4498 |
1.4498 |
1.4585 |
1.4440 |
| S2 |
1.4381 |
1.4381 |
1.4556 |
|
| S3 |
1.4065 |
1.4182 |
1.4527 |
|
| S4 |
1.3749 |
1.3866 |
1.4440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4897 |
1.4581 |
0.0316 |
2.2% |
0.0143 |
1.0% |
10% |
False |
True |
68,847 |
| 10 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0141 |
1.0% |
6% |
False |
True |
37,919 |
| 20 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0146 |
1.0% |
6% |
False |
True |
19,702 |
| 40 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0136 |
0.9% |
6% |
False |
True |
10,031 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0123 |
0.8% |
20% |
False |
False |
6,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5584 |
|
2.618 |
1.5272 |
|
1.618 |
1.5081 |
|
1.000 |
1.4963 |
|
0.618 |
1.4890 |
|
HIGH |
1.4772 |
|
0.618 |
1.4699 |
|
0.500 |
1.4677 |
|
0.382 |
1.4654 |
|
LOW |
1.4581 |
|
0.618 |
1.4463 |
|
1.000 |
1.4390 |
|
1.618 |
1.4272 |
|
2.618 |
1.4081 |
|
4.250 |
1.3769 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4677 |
1.4679 |
| PP |
1.4656 |
1.4657 |
| S1 |
1.4635 |
1.4636 |
|