CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4330 |
1.4372 |
0.0042 |
0.3% |
1.4309 |
| High |
1.4416 |
1.4411 |
-0.0005 |
0.0% |
1.4416 |
| Low |
1.4327 |
1.4349 |
0.0022 |
0.2% |
1.4215 |
| Close |
1.4353 |
1.4380 |
0.0027 |
0.2% |
1.4353 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0201 |
| ATR |
0.0135 |
0.0130 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
139,657 |
57,193 |
-82,464 |
-59.0% |
701,682 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4566 |
1.4535 |
1.4414 |
|
| R3 |
1.4504 |
1.4473 |
1.4397 |
|
| R2 |
1.4442 |
1.4442 |
1.4391 |
|
| R1 |
1.4411 |
1.4411 |
1.4386 |
1.4427 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4388 |
| S1 |
1.4349 |
1.4349 |
1.4374 |
1.4365 |
| S2 |
1.4318 |
1.4318 |
1.4369 |
|
| S3 |
1.4256 |
1.4287 |
1.4363 |
|
| S4 |
1.4194 |
1.4225 |
1.4346 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4931 |
1.4843 |
1.4464 |
|
| R3 |
1.4730 |
1.4642 |
1.4408 |
|
| R2 |
1.4529 |
1.4529 |
1.4390 |
|
| R1 |
1.4441 |
1.4441 |
1.4371 |
1.4485 |
| PP |
1.4328 |
1.4328 |
1.4328 |
1.4350 |
| S1 |
1.4240 |
1.4240 |
1.4335 |
1.4284 |
| S2 |
1.4127 |
1.4127 |
1.4316 |
|
| S3 |
1.3926 |
1.4039 |
1.4298 |
|
| S4 |
1.3725 |
1.3838 |
1.4242 |
|
|
| 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% |
0.0101 |
0.7% |
82% |
False |
False |
151,775 |
| 10 |
1.4682 |
1.4215 |
0.0467 |
3.2% |
0.0121 |
0.8% |
35% |
False |
False |
200,764 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0131 |
0.9% |
18% |
False |
False |
119,341 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0135 |
0.9% |
18% |
False |
False |
60,167 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0127 |
0.9% |
18% |
False |
False |
40,188 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0116 |
0.8% |
18% |
False |
False |
30,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4675 |
|
2.618 |
1.4573 |
|
1.618 |
1.4511 |
|
1.000 |
1.4473 |
|
0.618 |
1.4449 |
|
HIGH |
1.4411 |
|
0.618 |
1.4387 |
|
0.500 |
1.4380 |
|
0.382 |
1.4373 |
|
LOW |
1.4349 |
|
0.618 |
1.4311 |
|
1.000 |
1.4287 |
|
1.618 |
1.4249 |
|
2.618 |
1.4187 |
|
4.250 |
1.4086 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4380 |
1.4361 |
| PP |
1.4380 |
1.4343 |
| S1 |
1.4380 |
1.4324 |
|