CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4528 |
1.4346 |
-0.0182 |
-1.3% |
1.4611 |
| High |
1.4531 |
1.4409 |
-0.0122 |
-0.8% |
1.4682 |
| Low |
1.4302 |
1.4258 |
-0.0044 |
-0.3% |
1.4258 |
| Close |
1.4347 |
1.4319 |
-0.0028 |
-0.2% |
1.4319 |
| Range |
0.0229 |
0.0151 |
-0.0078 |
-34.1% |
0.0424 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.4% |
0.0000 |
| Volume |
238,175 |
302,014 |
63,839 |
26.8% |
1,248,768 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4782 |
1.4701 |
1.4402 |
|
| R3 |
1.4631 |
1.4550 |
1.4361 |
|
| R2 |
1.4480 |
1.4480 |
1.4347 |
|
| R1 |
1.4399 |
1.4399 |
1.4333 |
1.4364 |
| PP |
1.4329 |
1.4329 |
1.4329 |
1.4311 |
| S1 |
1.4248 |
1.4248 |
1.4305 |
1.4213 |
| S2 |
1.4178 |
1.4178 |
1.4291 |
|
| S3 |
1.4027 |
1.4097 |
1.4277 |
|
| S4 |
1.3876 |
1.3946 |
1.4236 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5692 |
1.5429 |
1.4552 |
|
| R3 |
1.5268 |
1.5005 |
1.4436 |
|
| R2 |
1.4844 |
1.4844 |
1.4397 |
|
| R1 |
1.4581 |
1.4581 |
1.4358 |
1.4501 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4379 |
| S1 |
1.4157 |
1.4157 |
1.4280 |
1.4077 |
| S2 |
1.3996 |
1.3996 |
1.4241 |
|
| S3 |
1.3572 |
1.3733 |
1.4202 |
|
| S4 |
1.3148 |
1.3309 |
1.4086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4682 |
1.4258 |
0.0424 |
3.0% |
0.0142 |
1.0% |
14% |
False |
True |
249,753 |
| 10 |
1.4897 |
1.4258 |
0.0639 |
4.5% |
0.0142 |
1.0% |
10% |
False |
True |
159,300 |
| 20 |
1.5137 |
1.4258 |
0.0879 |
6.1% |
0.0149 |
1.0% |
7% |
False |
True |
81,874 |
| 40 |
1.5137 |
1.4258 |
0.0879 |
6.1% |
0.0140 |
1.0% |
7% |
False |
True |
41,226 |
| 60 |
1.5137 |
1.4258 |
0.0879 |
6.1% |
0.0126 |
0.9% |
7% |
False |
True |
27,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5051 |
|
2.618 |
1.4804 |
|
1.618 |
1.4653 |
|
1.000 |
1.4560 |
|
0.618 |
1.4502 |
|
HIGH |
1.4409 |
|
0.618 |
1.4351 |
|
0.500 |
1.4334 |
|
0.382 |
1.4316 |
|
LOW |
1.4258 |
|
0.618 |
1.4165 |
|
1.000 |
1.4107 |
|
1.618 |
1.4014 |
|
2.618 |
1.3863 |
|
4.250 |
1.3616 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4423 |
| PP |
1.4329 |
1.4388 |
| S1 |
1.4324 |
1.4354 |
|