CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3296 |
1.3410 |
0.0114 |
0.9% |
1.3220 |
| High |
1.3422 |
1.3428 |
0.0006 |
0.0% |
1.3374 |
| Low |
1.3221 |
1.3285 |
0.0064 |
0.5% |
1.2965 |
| Close |
1.3367 |
1.3307 |
-0.0060 |
-0.4% |
1.3261 |
| Range |
0.0201 |
0.0143 |
-0.0058 |
-28.9% |
0.0409 |
| ATR |
0.0164 |
0.0162 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
48 |
140 |
92 |
191.7% |
1,248 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3681 |
1.3386 |
|
| R3 |
1.3626 |
1.3538 |
1.3346 |
|
| R2 |
1.3483 |
1.3483 |
1.3333 |
|
| R1 |
1.3395 |
1.3395 |
1.3320 |
1.3368 |
| PP |
1.3340 |
1.3340 |
1.3340 |
1.3326 |
| S1 |
1.3252 |
1.3252 |
1.3294 |
1.3225 |
| S2 |
1.3197 |
1.3197 |
1.3281 |
|
| S3 |
1.3054 |
1.3109 |
1.3268 |
|
| S4 |
1.2911 |
1.2966 |
1.3228 |
|
|
| 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 |
1.4036 |
|
2.618 |
1.3802 |
|
1.618 |
1.3659 |
|
1.000 |
1.3571 |
|
0.618 |
1.3516 |
|
HIGH |
1.3428 |
|
0.618 |
1.3373 |
|
0.500 |
1.3357 |
|
0.382 |
1.3340 |
|
LOW |
1.3285 |
|
0.618 |
1.3197 |
|
1.000 |
1.3142 |
|
1.618 |
1.3054 |
|
2.618 |
1.2911 |
|
4.250 |
1.2677 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3357 |
1.3325 |
| PP |
1.3340 |
1.3319 |
| S1 |
1.3324 |
1.3313 |
|