CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4309 |
-0.0037 |
-0.3% |
1.4611 |
| High |
1.4409 |
1.4370 |
-0.0039 |
-0.3% |
1.4682 |
| Low |
1.4258 |
1.4265 |
0.0007 |
0.0% |
1.4258 |
| Close |
1.4319 |
1.4287 |
-0.0032 |
-0.2% |
1.4319 |
| Range |
0.0151 |
0.0105 |
-0.0046 |
-30.5% |
0.0424 |
| ATR |
0.0144 |
0.0141 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
302,014 |
245,972 |
-56,042 |
-18.6% |
1,248,768 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4622 |
1.4560 |
1.4345 |
|
| R3 |
1.4517 |
1.4455 |
1.4316 |
|
| R2 |
1.4412 |
1.4412 |
1.4306 |
|
| R1 |
1.4350 |
1.4350 |
1.4297 |
1.4329 |
| PP |
1.4307 |
1.4307 |
1.4307 |
1.4297 |
| S1 |
1.4245 |
1.4245 |
1.4277 |
1.4224 |
| S2 |
1.4202 |
1.4202 |
1.4268 |
|
| S3 |
1.4097 |
1.4140 |
1.4258 |
|
| S4 |
1.3992 |
1.4035 |
1.4229 |
|
|
| 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 |
1.4655 |
1.4258 |
0.0397 |
2.8% |
0.0146 |
1.0% |
7% |
False |
False |
244,412 |
| 10 |
1.4860 |
1.4258 |
0.0602 |
4.2% |
0.0138 |
1.0% |
5% |
False |
False |
182,225 |
| 20 |
1.5137 |
1.4258 |
0.0879 |
6.2% |
0.0148 |
1.0% |
3% |
False |
False |
94,088 |
| 40 |
1.5137 |
1.4258 |
0.0879 |
6.2% |
0.0141 |
1.0% |
3% |
False |
False |
47,368 |
| 60 |
1.5137 |
1.4258 |
0.0879 |
6.2% |
0.0127 |
0.9% |
3% |
False |
False |
31,644 |
| 80 |
1.5137 |
1.4200 |
0.0937 |
6.6% |
0.0111 |
0.8% |
9% |
False |
False |
23,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4816 |
|
2.618 |
1.4645 |
|
1.618 |
1.4540 |
|
1.000 |
1.4475 |
|
0.618 |
1.4435 |
|
HIGH |
1.4370 |
|
0.618 |
1.4330 |
|
0.500 |
1.4318 |
|
0.382 |
1.4305 |
|
LOW |
1.4265 |
|
0.618 |
1.4200 |
|
1.000 |
1.4160 |
|
1.618 |
1.4095 |
|
2.618 |
1.3990 |
|
4.250 |
1.3819 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4318 |
1.4395 |
| PP |
1.4307 |
1.4359 |
| S1 |
1.4297 |
1.4323 |
|