CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4330 |
1.4375 |
0.0045 |
0.3% |
1.4336 |
| High |
1.4412 |
1.4402 |
-0.0010 |
-0.1% |
1.4412 |
| Low |
1.4330 |
1.4375 |
0.0045 |
0.3% |
1.4213 |
| Close |
1.4348 |
1.4376 |
0.0028 |
0.2% |
1.4348 |
| Range |
0.0082 |
0.0027 |
-0.0055 |
-67.1% |
0.0199 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
108 |
35 |
-73 |
-67.6% |
640 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4465 |
1.4448 |
1.4391 |
|
| R3 |
1.4438 |
1.4421 |
1.4383 |
|
| R2 |
1.4411 |
1.4411 |
1.4381 |
|
| R1 |
1.4394 |
1.4394 |
1.4378 |
1.4403 |
| PP |
1.4384 |
1.4384 |
1.4384 |
1.4389 |
| S1 |
1.4367 |
1.4367 |
1.4374 |
1.4376 |
| S2 |
1.4357 |
1.4357 |
1.4371 |
|
| S3 |
1.4330 |
1.4340 |
1.4369 |
|
| S4 |
1.4303 |
1.4313 |
1.4361 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4834 |
1.4457 |
|
| R3 |
1.4722 |
1.4635 |
1.4403 |
|
| R2 |
1.4523 |
1.4523 |
1.4384 |
|
| R1 |
1.4436 |
1.4436 |
1.4366 |
1.4480 |
| PP |
1.4324 |
1.4324 |
1.4324 |
1.4346 |
| S1 |
1.4237 |
1.4237 |
1.4330 |
1.4281 |
| S2 |
1.4125 |
1.4125 |
1.4312 |
|
| S3 |
1.3926 |
1.4038 |
1.4293 |
|
| S4 |
1.3727 |
1.3839 |
1.4239 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4517 |
|
2.618 |
1.4473 |
|
1.618 |
1.4446 |
|
1.000 |
1.4429 |
|
0.618 |
1.4419 |
|
HIGH |
1.4402 |
|
0.618 |
1.4392 |
|
0.500 |
1.4389 |
|
0.382 |
1.4385 |
|
LOW |
1.4375 |
|
0.618 |
1.4358 |
|
1.000 |
1.4348 |
|
1.618 |
1.4331 |
|
2.618 |
1.4304 |
|
4.250 |
1.4260 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4389 |
1.4360 |
| PP |
1.4384 |
1.4345 |
| S1 |
1.4380 |
1.4329 |
|