CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3410 |
1.3270 |
-0.0140 |
-1.0% |
1.3220 |
| High |
1.3428 |
1.3367 |
-0.0061 |
-0.5% |
1.3374 |
| Low |
1.3285 |
1.3242 |
-0.0043 |
-0.3% |
1.2965 |
| Close |
1.3307 |
1.3343 |
0.0036 |
0.3% |
1.3261 |
| Range |
0.0143 |
0.0125 |
-0.0018 |
-12.6% |
0.0409 |
| ATR |
0.0162 |
0.0159 |
-0.0003 |
-1.6% |
0.0000 |
| Volume |
140 |
158 |
18 |
12.9% |
1,248 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3692 |
1.3643 |
1.3412 |
|
| R3 |
1.3567 |
1.3518 |
1.3377 |
|
| R2 |
1.3442 |
1.3442 |
1.3366 |
|
| R1 |
1.3393 |
1.3393 |
1.3354 |
1.3418 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3330 |
| S1 |
1.3268 |
1.3268 |
1.3332 |
1.3293 |
| S2 |
1.3192 |
1.3192 |
1.3320 |
|
| S3 |
1.3067 |
1.3143 |
1.3309 |
|
| S4 |
1.2942 |
1.3018 |
1.3274 |
|
|
| 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 |
1.3898 |
|
2.618 |
1.3694 |
|
1.618 |
1.3569 |
|
1.000 |
1.3492 |
|
0.618 |
1.3444 |
|
HIGH |
1.3367 |
|
0.618 |
1.3319 |
|
0.500 |
1.3305 |
|
0.382 |
1.3290 |
|
LOW |
1.3242 |
|
0.618 |
1.3165 |
|
1.000 |
1.3117 |
|
1.618 |
1.3040 |
|
2.618 |
1.2915 |
|
4.250 |
1.2711 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3330 |
1.3337 |
| PP |
1.3317 |
1.3331 |
| S1 |
1.3305 |
1.3325 |
|