CME Euro FX (E) Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4339 |
-0.0007 |
0.0% |
1.4309 |
| High |
1.4360 |
1.4440 |
0.0080 |
0.6% |
1.4416 |
| Low |
1.4271 |
1.4304 |
0.0033 |
0.2% |
1.4215 |
| Close |
1.4333 |
1.4334 |
0.0001 |
0.0% |
1.4353 |
| Range |
0.0089 |
0.0136 |
0.0047 |
52.8% |
0.0201 |
| ATR |
0.0127 |
0.0127 |
0.0001 |
0.5% |
0.0000 |
| Volume |
151,808 |
134,788 |
-17,020 |
-11.2% |
701,682 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4767 |
1.4687 |
1.4409 |
|
| R3 |
1.4631 |
1.4551 |
1.4371 |
|
| R2 |
1.4495 |
1.4495 |
1.4359 |
|
| R1 |
1.4415 |
1.4415 |
1.4346 |
1.4387 |
| PP |
1.4359 |
1.4359 |
1.4359 |
1.4346 |
| S1 |
1.4279 |
1.4279 |
1.4322 |
1.4251 |
| S2 |
1.4223 |
1.4223 |
1.4309 |
|
| S3 |
1.4087 |
1.4143 |
1.4297 |
|
| S4 |
1.3951 |
1.4007 |
1.4259 |
|
|
| 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 |
1.4457 |
1.4271 |
0.0186 |
1.3% |
0.0101 |
0.7% |
34% |
False |
False |
108,544 |
| 10 |
1.4531 |
1.4215 |
0.0316 |
2.2% |
0.0124 |
0.9% |
38% |
False |
False |
164,493 |
| 20 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0132 |
0.9% |
13% |
False |
False |
136,077 |
| 40 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0133 |
0.9% |
13% |
False |
False |
68,791 |
| 60 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0129 |
0.9% |
13% |
False |
False |
45,948 |
| 80 |
1.5137 |
1.4215 |
0.0922 |
6.4% |
0.0118 |
0.8% |
13% |
False |
False |
34,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5018 |
|
2.618 |
1.4796 |
|
1.618 |
1.4660 |
|
1.000 |
1.4576 |
|
0.618 |
1.4524 |
|
HIGH |
1.4440 |
|
0.618 |
1.4388 |
|
0.500 |
1.4372 |
|
0.382 |
1.4356 |
|
LOW |
1.4304 |
|
0.618 |
1.4220 |
|
1.000 |
1.4168 |
|
1.618 |
1.4084 |
|
2.618 |
1.3948 |
|
4.250 |
1.3726 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4372 |
1.4364 |
| PP |
1.4359 |
1.4354 |
| S1 |
1.4347 |
1.4344 |
|