CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4270 |
1.4251 |
-0.0019 |
-0.1% |
1.4625 |
| High |
1.4320 |
1.4360 |
0.0040 |
0.3% |
1.4649 |
| Low |
1.4213 |
1.4246 |
0.0033 |
0.2% |
1.4261 |
| Close |
1.4247 |
1.4329 |
0.0082 |
0.6% |
1.4314 |
| Range |
0.0107 |
0.0114 |
0.0007 |
6.5% |
0.0388 |
| ATR |
0.0000 |
0.0114 |
0.0114 |
|
0.0000 |
| Volume |
102 |
207 |
105 |
102.9% |
1,269 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4654 |
1.4605 |
1.4392 |
|
| R3 |
1.4540 |
1.4491 |
1.4360 |
|
| R2 |
1.4426 |
1.4426 |
1.4350 |
|
| R1 |
1.4377 |
1.4377 |
1.4339 |
1.4402 |
| PP |
1.4312 |
1.4312 |
1.4312 |
1.4324 |
| S1 |
1.4263 |
1.4263 |
1.4319 |
1.4288 |
| S2 |
1.4198 |
1.4198 |
1.4308 |
|
| S3 |
1.4084 |
1.4149 |
1.4298 |
|
| S4 |
1.3970 |
1.4035 |
1.4266 |
|
|
| 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 |
1.4845 |
|
2.618 |
1.4658 |
|
1.618 |
1.4544 |
|
1.000 |
1.4474 |
|
0.618 |
1.4430 |
|
HIGH |
1.4360 |
|
0.618 |
1.4316 |
|
0.500 |
1.4303 |
|
0.382 |
1.4290 |
|
LOW |
1.4246 |
|
0.618 |
1.4176 |
|
1.000 |
1.4132 |
|
1.618 |
1.4062 |
|
2.618 |
1.3948 |
|
4.250 |
1.3762 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4320 |
1.4315 |
| PP |
1.4312 |
1.4301 |
| S1 |
1.4303 |
1.4287 |
|