CME Euro FX (E) Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1.4345 |
1.4359 |
0.0014 |
0.1% |
1.4336 |
| High |
1.4352 |
1.4433 |
0.0081 |
0.6% |
1.4412 |
| Low |
1.4272 |
1.4303 |
0.0031 |
0.2% |
1.4213 |
| Close |
1.4329 |
1.4330 |
0.0001 |
0.0% |
1.4348 |
| Range |
0.0080 |
0.0130 |
0.0050 |
62.5% |
0.0199 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
1.6% |
0.0000 |
| Volume |
193 |
145 |
-48 |
-24.9% |
640 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4745 |
1.4668 |
1.4402 |
|
| R3 |
1.4615 |
1.4538 |
1.4366 |
|
| R2 |
1.4485 |
1.4485 |
1.4354 |
|
| R1 |
1.4408 |
1.4408 |
1.4342 |
1.4382 |
| PP |
1.4355 |
1.4355 |
1.4355 |
1.4342 |
| S1 |
1.4278 |
1.4278 |
1.4318 |
1.4252 |
| S2 |
1.4225 |
1.4225 |
1.4306 |
|
| S3 |
1.4095 |
1.4148 |
1.4294 |
|
| S4 |
1.3965 |
1.4018 |
1.4259 |
|
|
| 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 |
1.4986 |
|
2.618 |
1.4773 |
|
1.618 |
1.4643 |
|
1.000 |
1.4563 |
|
0.618 |
1.4513 |
|
HIGH |
1.4433 |
|
0.618 |
1.4383 |
|
0.500 |
1.4368 |
|
0.382 |
1.4353 |
|
LOW |
1.4303 |
|
0.618 |
1.4223 |
|
1.000 |
1.4173 |
|
1.618 |
1.4093 |
|
2.618 |
1.3963 |
|
4.250 |
1.3751 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4368 |
1.4363 |
| PP |
1.4355 |
1.4352 |
| S1 |
1.4343 |
1.4341 |
|