CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4336 |
1.4270 |
-0.0066 |
-0.5% |
1.4625 |
| High |
1.4361 |
1.4320 |
-0.0041 |
-0.3% |
1.4649 |
| Low |
1.4259 |
1.4213 |
-0.0046 |
-0.3% |
1.4261 |
| Close |
1.4282 |
1.4247 |
-0.0035 |
-0.2% |
1.4314 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0388 |
| ATR |
|
|
|
|
|
| Volume |
223 |
102 |
-121 |
-54.3% |
1,269 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4581 |
1.4521 |
1.4306 |
|
| R3 |
1.4474 |
1.4414 |
1.4276 |
|
| R2 |
1.4367 |
1.4367 |
1.4267 |
|
| R1 |
1.4307 |
1.4307 |
1.4257 |
1.4284 |
| PP |
1.4260 |
1.4260 |
1.4260 |
1.4248 |
| S1 |
1.4200 |
1.4200 |
1.4237 |
1.4177 |
| S2 |
1.4153 |
1.4153 |
1.4227 |
|
| S3 |
1.4046 |
1.4093 |
1.4218 |
|
| S4 |
1.3939 |
1.3986 |
1.4188 |
|
|
| 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 |
1.4775 |
|
2.618 |
1.4600 |
|
1.618 |
1.4493 |
|
1.000 |
1.4427 |
|
0.618 |
1.4386 |
|
HIGH |
1.4320 |
|
0.618 |
1.4279 |
|
0.500 |
1.4267 |
|
0.382 |
1.4254 |
|
LOW |
1.4213 |
|
0.618 |
1.4147 |
|
1.000 |
1.4106 |
|
1.618 |
1.4040 |
|
2.618 |
1.3933 |
|
4.250 |
1.3758 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4267 |
1.4309 |
| PP |
1.4260 |
1.4288 |
| S1 |
1.4254 |
1.4268 |
|