CME Euro FX (E) Future June 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 |
1.4315 |
1.4336 |
0.0021 |
0.1% |
1.4625 |
| High |
1.4405 |
1.4361 |
-0.0044 |
-0.3% |
1.4649 |
| Low |
1.4261 |
1.4259 |
-0.0002 |
0.0% |
1.4261 |
| Close |
1.4314 |
1.4282 |
-0.0032 |
-0.2% |
1.4314 |
| Range |
0.0144 |
0.0102 |
-0.0042 |
-29.2% |
0.0388 |
| ATR |
|
|
|
|
|
| Volume |
623 |
223 |
-400 |
-64.2% |
1,269 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4607 |
1.4546 |
1.4338 |
|
| R3 |
1.4505 |
1.4444 |
1.4310 |
|
| R2 |
1.4403 |
1.4403 |
1.4301 |
|
| R1 |
1.4342 |
1.4342 |
1.4291 |
1.4322 |
| PP |
1.4301 |
1.4301 |
1.4301 |
1.4290 |
| S1 |
1.4240 |
1.4240 |
1.4273 |
1.4220 |
| S2 |
1.4199 |
1.4199 |
1.4263 |
|
| S3 |
1.4097 |
1.4138 |
1.4254 |
|
| S4 |
1.3995 |
1.4036 |
1.4226 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5572 |
1.5331 |
1.4527 |
|
| R3 |
1.5184 |
1.4943 |
1.4421 |
|
| R2 |
1.4796 |
1.4796 |
1.4385 |
|
| R1 |
1.4555 |
1.4555 |
1.4350 |
1.4482 |
| PP |
1.4408 |
1.4408 |
1.4408 |
1.4371 |
| S1 |
1.4167 |
1.4167 |
1.4278 |
1.4094 |
| S2 |
1.4020 |
1.4020 |
1.4243 |
|
| S3 |
1.3632 |
1.3779 |
1.4207 |
|
| S4 |
1.3244 |
1.3391 |
1.4101 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4795 |
|
2.618 |
1.4628 |
|
1.618 |
1.4526 |
|
1.000 |
1.4463 |
|
0.618 |
1.4424 |
|
HIGH |
1.4361 |
|
0.618 |
1.4322 |
|
0.500 |
1.4310 |
|
0.382 |
1.4298 |
|
LOW |
1.4259 |
|
0.618 |
1.4196 |
|
1.000 |
1.4157 |
|
1.618 |
1.4094 |
|
2.618 |
1.3992 |
|
4.250 |
1.3826 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4310 |
1.4387 |
| PP |
1.4301 |
1.4352 |
| S1 |
1.4291 |
1.4317 |
|