CME Euro FX (E) Future March 2010
| 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 |
1.4726 |
1.4611 |
-0.0115 |
-0.8% |
1.4870 |
| High |
1.4772 |
1.4682 |
-0.0090 |
-0.6% |
1.4897 |
| Low |
1.4581 |
1.4599 |
0.0018 |
0.1% |
1.4581 |
| Close |
1.4614 |
1.4643 |
0.0029 |
0.2% |
1.4614 |
| Range |
0.0191 |
0.0083 |
-0.0108 |
-56.5% |
0.0316 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
146,904 |
272,679 |
125,775 |
85.6% |
344,236 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4890 |
1.4850 |
1.4689 |
|
| R3 |
1.4807 |
1.4767 |
1.4666 |
|
| R2 |
1.4724 |
1.4724 |
1.4658 |
|
| R1 |
1.4684 |
1.4684 |
1.4651 |
1.4704 |
| PP |
1.4641 |
1.4641 |
1.4641 |
1.4652 |
| S1 |
1.4601 |
1.4601 |
1.4635 |
1.4621 |
| S2 |
1.4558 |
1.4558 |
1.4628 |
|
| S3 |
1.4475 |
1.4518 |
1.4620 |
|
| S4 |
1.4392 |
1.4435 |
1.4597 |
|
|
| 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 |
1.4860 |
1.4581 |
0.0279 |
1.9% |
0.0130 |
0.9% |
22% |
False |
False |
120,038 |
| 10 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0138 |
0.9% |
11% |
False |
False |
64,684 |
| 20 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0145 |
1.0% |
11% |
False |
False |
33,291 |
| 40 |
1.5137 |
1.4581 |
0.0556 |
3.8% |
0.0136 |
0.9% |
11% |
False |
False |
16,841 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0123 |
0.8% |
25% |
False |
False |
11,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5035 |
|
2.618 |
1.4899 |
|
1.618 |
1.4816 |
|
1.000 |
1.4765 |
|
0.618 |
1.4733 |
|
HIGH |
1.4682 |
|
0.618 |
1.4650 |
|
0.500 |
1.4641 |
|
0.382 |
1.4631 |
|
LOW |
1.4599 |
|
0.618 |
1.4548 |
|
1.000 |
1.4516 |
|
1.618 |
1.4465 |
|
2.618 |
1.4382 |
|
4.250 |
1.4246 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4642 |
1.4677 |
| PP |
1.4641 |
1.4665 |
| S1 |
1.4641 |
1.4654 |
|