CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4251 |
1.4330 |
0.0079 |
0.6% |
1.4611 |
| High |
1.4365 |
1.4416 |
0.0051 |
0.4% |
1.4682 |
| Low |
1.4232 |
1.4327 |
0.0095 |
0.7% |
1.4258 |
| Close |
1.4334 |
1.4353 |
0.0019 |
0.1% |
1.4319 |
| Range |
0.0133 |
0.0089 |
-0.0044 |
-33.1% |
0.0424 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
176,316 |
139,657 |
-36,659 |
-20.8% |
1,248,768 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4632 |
1.4582 |
1.4402 |
|
| R3 |
1.4543 |
1.4493 |
1.4377 |
|
| R2 |
1.4454 |
1.4454 |
1.4369 |
|
| R1 |
1.4404 |
1.4404 |
1.4361 |
1.4429 |
| PP |
1.4365 |
1.4365 |
1.4365 |
1.4378 |
| S1 |
1.4315 |
1.4315 |
1.4345 |
1.4340 |
| S2 |
1.4276 |
1.4276 |
1.4337 |
|
| S3 |
1.4187 |
1.4226 |
1.4329 |
|
| S4 |
1.4098 |
1.4137 |
1.4304 |
|
|
| 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 |
1.4416 |
1.4215 |
0.0201 |
1.4% |
0.0119 |
0.8% |
69% |
True |
False |
200,739 |
| 10 |
1.4772 |
1.4215 |
0.0557 |
3.9% |
0.0134 |
0.9% |
25% |
False |
False |
209,735 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0143 |
1.0% |
15% |
False |
False |
116,645 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0138 |
1.0% |
15% |
False |
False |
58,743 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0129 |
0.9% |
15% |
False |
False |
39,237 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0115 |
0.8% |
15% |
False |
False |
29,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4794 |
|
2.618 |
1.4649 |
|
1.618 |
1.4560 |
|
1.000 |
1.4505 |
|
0.618 |
1.4471 |
|
HIGH |
1.4416 |
|
0.618 |
1.4382 |
|
0.500 |
1.4372 |
|
0.382 |
1.4361 |
|
LOW |
1.4327 |
|
0.618 |
1.4272 |
|
1.000 |
1.4238 |
|
1.618 |
1.4183 |
|
2.618 |
1.4094 |
|
4.250 |
1.3949 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4372 |
1.4341 |
| PP |
1.4365 |
1.4328 |
| S1 |
1.4359 |
1.4316 |
|