CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4648 |
1.4536 |
-0.0112 |
-0.8% |
1.4870 |
| High |
1.4655 |
1.4588 |
-0.0067 |
-0.5% |
1.4897 |
| Low |
1.4497 |
1.4501 |
0.0004 |
0.0% |
1.4581 |
| Close |
1.4523 |
1.4512 |
-0.0011 |
-0.1% |
1.4614 |
| Range |
0.0158 |
0.0087 |
-0.0071 |
-44.9% |
0.0316 |
| ATR |
0.0140 |
0.0137 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
194,822 |
241,078 |
46,256 |
23.7% |
344,236 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4795 |
1.4740 |
1.4560 |
|
| R3 |
1.4708 |
1.4653 |
1.4536 |
|
| R2 |
1.4621 |
1.4621 |
1.4528 |
|
| R1 |
1.4566 |
1.4566 |
1.4520 |
1.4550 |
| PP |
1.4534 |
1.4534 |
1.4534 |
1.4526 |
| S1 |
1.4479 |
1.4479 |
1.4504 |
1.4463 |
| S2 |
1.4447 |
1.4447 |
1.4496 |
|
| S3 |
1.4360 |
1.4392 |
1.4488 |
|
| S4 |
1.4273 |
1.4305 |
1.4464 |
|
|
| 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 |
1.4772 |
1.4497 |
0.0275 |
1.9% |
0.0119 |
0.8% |
5% |
False |
False |
190,903 |
| 10 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0141 |
1.0% |
2% |
False |
False |
107,660 |
| 20 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0142 |
1.0% |
2% |
False |
False |
54,979 |
| 40 |
1.5137 |
1.4497 |
0.0640 |
4.4% |
0.0136 |
0.9% |
2% |
False |
False |
27,732 |
| 60 |
1.5137 |
1.4480 |
0.0657 |
4.5% |
0.0124 |
0.9% |
5% |
False |
False |
18,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4958 |
|
2.618 |
1.4816 |
|
1.618 |
1.4729 |
|
1.000 |
1.4675 |
|
0.618 |
1.4642 |
|
HIGH |
1.4588 |
|
0.618 |
1.4555 |
|
0.500 |
1.4545 |
|
0.382 |
1.4534 |
|
LOW |
1.4501 |
|
0.618 |
1.4447 |
|
1.000 |
1.4414 |
|
1.618 |
1.4360 |
|
2.618 |
1.4273 |
|
4.250 |
1.4131 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4545 |
1.4590 |
| PP |
1.4534 |
1.4564 |
| S1 |
1.4523 |
1.4538 |
|