CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3296 |
0.0051 |
0.4% |
1.3220 |
| High |
1.3374 |
1.3296 |
-0.0078 |
-0.6% |
1.3374 |
| Low |
1.3198 |
1.3240 |
0.0042 |
0.3% |
1.2965 |
| Close |
1.3257 |
1.3261 |
0.0004 |
0.0% |
1.3261 |
| Range |
0.0176 |
0.0056 |
-0.0120 |
-68.2% |
0.0409 |
| ATR |
0.0169 |
0.0161 |
-0.0008 |
-4.8% |
0.0000 |
| Volume |
500 |
210 |
-290 |
-58.0% |
1,248 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3434 |
1.3403 |
1.3292 |
|
| R3 |
1.3378 |
1.3347 |
1.3276 |
|
| R2 |
1.3322 |
1.3322 |
1.3271 |
|
| R1 |
1.3291 |
1.3291 |
1.3266 |
1.3279 |
| PP |
1.3266 |
1.3266 |
1.3266 |
1.3259 |
| S1 |
1.3235 |
1.3235 |
1.3256 |
1.3223 |
| S2 |
1.3210 |
1.3210 |
1.3251 |
|
| S3 |
1.3154 |
1.3179 |
1.3246 |
|
| S4 |
1.3098 |
1.3123 |
1.3230 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4427 |
1.4253 |
1.3486 |
|
| R3 |
1.4018 |
1.3844 |
1.3373 |
|
| R2 |
1.3609 |
1.3609 |
1.3336 |
|
| R1 |
1.3435 |
1.3435 |
1.3298 |
1.3522 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3244 |
| S1 |
1.3026 |
1.3026 |
1.3224 |
1.3113 |
| S2 |
1.2791 |
1.2791 |
1.3186 |
|
| S3 |
1.2382 |
1.2617 |
1.3149 |
|
| S4 |
1.1973 |
1.2208 |
1.3036 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3534 |
|
2.618 |
1.3443 |
|
1.618 |
1.3387 |
|
1.000 |
1.3352 |
|
0.618 |
1.3331 |
|
HIGH |
1.3296 |
|
0.618 |
1.3275 |
|
0.500 |
1.3268 |
|
0.382 |
1.3261 |
|
LOW |
1.3240 |
|
0.618 |
1.3205 |
|
1.000 |
1.3184 |
|
1.618 |
1.3149 |
|
2.618 |
1.3093 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3268 |
1.3257 |
| PP |
1.3266 |
1.3253 |
| S1 |
1.3263 |
1.3250 |
|