CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4251 |
1.4330 |
0.0079 |
0.6% |
1.4625 |
| High |
1.4360 |
1.4412 |
0.0052 |
0.4% |
1.4649 |
| Low |
1.4246 |
1.4330 |
0.0084 |
0.6% |
1.4261 |
| Close |
1.4329 |
1.4348 |
0.0019 |
0.1% |
1.4314 |
| Range |
0.0114 |
0.0082 |
-0.0032 |
-28.1% |
0.0388 |
| ATR |
0.0114 |
0.0111 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
207 |
108 |
-99 |
-47.8% |
1,269 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4609 |
1.4561 |
1.4393 |
|
| R3 |
1.4527 |
1.4479 |
1.4371 |
|
| R2 |
1.4445 |
1.4445 |
1.4363 |
|
| R1 |
1.4397 |
1.4397 |
1.4356 |
1.4421 |
| PP |
1.4363 |
1.4363 |
1.4363 |
1.4376 |
| S1 |
1.4315 |
1.4315 |
1.4340 |
1.4339 |
| S2 |
1.4281 |
1.4281 |
1.4333 |
|
| S3 |
1.4199 |
1.4233 |
1.4325 |
|
| S4 |
1.4117 |
1.4151 |
1.4303 |
|
|
| 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 |
1.4761 |
|
2.618 |
1.4627 |
|
1.618 |
1.4545 |
|
1.000 |
1.4494 |
|
0.618 |
1.4463 |
|
HIGH |
1.4412 |
|
0.618 |
1.4381 |
|
0.500 |
1.4371 |
|
0.382 |
1.4361 |
|
LOW |
1.4330 |
|
0.618 |
1.4279 |
|
1.000 |
1.4248 |
|
1.618 |
1.4197 |
|
2.618 |
1.4115 |
|
4.250 |
1.3982 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4371 |
1.4336 |
| PP |
1.4363 |
1.4324 |
| S1 |
1.4356 |
1.4313 |
|