CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3296 |
1.3296 |
0.0000 |
0.0% |
1.3220 |
| High |
1.3296 |
1.3422 |
0.0126 |
0.9% |
1.3374 |
| Low |
1.3240 |
1.3221 |
-0.0019 |
-0.1% |
1.2965 |
| Close |
1.3261 |
1.3367 |
0.0106 |
0.8% |
1.3261 |
| Range |
0.0056 |
0.0201 |
0.0145 |
258.9% |
0.0409 |
| ATR |
0.0161 |
0.0164 |
0.0003 |
1.8% |
0.0000 |
| Volume |
210 |
48 |
-162 |
-77.1% |
1,248 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3940 |
1.3854 |
1.3478 |
|
| R3 |
1.3739 |
1.3653 |
1.3422 |
|
| R2 |
1.3538 |
1.3538 |
1.3404 |
|
| R1 |
1.3452 |
1.3452 |
1.3385 |
1.3495 |
| PP |
1.3337 |
1.3337 |
1.3337 |
1.3358 |
| S1 |
1.3251 |
1.3251 |
1.3349 |
1.3294 |
| S2 |
1.3136 |
1.3136 |
1.3330 |
|
| S3 |
1.2935 |
1.3050 |
1.3312 |
|
| S4 |
1.2734 |
1.2849 |
1.3256 |
|
|
| 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 |
1.4276 |
|
2.618 |
1.3948 |
|
1.618 |
1.3747 |
|
1.000 |
1.3623 |
|
0.618 |
1.3546 |
|
HIGH |
1.3422 |
|
0.618 |
1.3345 |
|
0.500 |
1.3322 |
|
0.382 |
1.3298 |
|
LOW |
1.3221 |
|
0.618 |
1.3097 |
|
1.000 |
1.3020 |
|
1.618 |
1.2896 |
|
2.618 |
1.2695 |
|
4.250 |
1.2367 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3352 |
1.3348 |
| PP |
1.3337 |
1.3329 |
| S1 |
1.3322 |
1.3310 |
|