CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4611 |
1.4648 |
0.0037 |
0.3% |
1.4870 |
| High |
1.4682 |
1.4655 |
-0.0027 |
-0.2% |
1.4897 |
| Low |
1.4599 |
1.4497 |
-0.0102 |
-0.7% |
1.4581 |
| Close |
1.4643 |
1.4523 |
-0.0120 |
-0.8% |
1.4614 |
| Range |
0.0083 |
0.0158 |
0.0075 |
90.4% |
0.0316 |
| ATR |
0.0139 |
0.0140 |
0.0001 |
1.0% |
0.0000 |
| Volume |
272,679 |
194,822 |
-77,857 |
-28.6% |
344,236 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5032 |
1.4936 |
1.4610 |
|
| R3 |
1.4874 |
1.4778 |
1.4566 |
|
| R2 |
1.4716 |
1.4716 |
1.4552 |
|
| R1 |
1.4620 |
1.4620 |
1.4537 |
1.4589 |
| PP |
1.4558 |
1.4558 |
1.4558 |
1.4543 |
| S1 |
1.4462 |
1.4462 |
1.4509 |
1.4431 |
| S2 |
1.4400 |
1.4400 |
1.4494 |
|
| S3 |
1.4242 |
1.4304 |
1.4480 |
|
| S4 |
1.4084 |
1.4146 |
1.4436 |
|
|
| 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 |
1.4777 |
1.4497 |
0.0280 |
1.9% |
0.0124 |
0.9% |
9% |
False |
True |
153,573 |
| 10 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0140 |
1.0% |
4% |
False |
True |
83,909 |
| 20 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0146 |
1.0% |
4% |
False |
True |
43,018 |
| 40 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0136 |
0.9% |
4% |
False |
True |
21,707 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0125 |
0.9% |
7% |
False |
False |
14,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5327 |
|
2.618 |
1.5069 |
|
1.618 |
1.4911 |
|
1.000 |
1.4813 |
|
0.618 |
1.4753 |
|
HIGH |
1.4655 |
|
0.618 |
1.4595 |
|
0.500 |
1.4576 |
|
0.382 |
1.4557 |
|
LOW |
1.4497 |
|
0.618 |
1.4399 |
|
1.000 |
1.4339 |
|
1.618 |
1.4241 |
|
2.618 |
1.4083 |
|
4.250 |
1.3826 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4576 |
1.4635 |
| PP |
1.4558 |
1.4597 |
| S1 |
1.4541 |
1.4560 |
|