CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3270 |
1.3304 |
0.0034 |
0.3% |
1.3220 |
| High |
1.3367 |
1.3461 |
0.0094 |
0.7% |
1.3374 |
| Low |
1.3242 |
1.3250 |
0.0008 |
0.1% |
1.2965 |
| Close |
1.3343 |
1.3366 |
0.0023 |
0.2% |
1.3261 |
| Range |
0.0125 |
0.0211 |
0.0086 |
68.8% |
0.0409 |
| ATR |
0.0159 |
0.0163 |
0.0004 |
2.3% |
0.0000 |
| Volume |
158 |
322 |
164 |
103.8% |
1,248 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3992 |
1.3890 |
1.3482 |
|
| R3 |
1.3781 |
1.3679 |
1.3424 |
|
| R2 |
1.3570 |
1.3570 |
1.3405 |
|
| R1 |
1.3468 |
1.3468 |
1.3385 |
1.3519 |
| PP |
1.3359 |
1.3359 |
1.3359 |
1.3385 |
| S1 |
1.3257 |
1.3257 |
1.3347 |
1.3308 |
| S2 |
1.3148 |
1.3148 |
1.3327 |
|
| S3 |
1.2937 |
1.3046 |
1.3308 |
|
| S4 |
1.2726 |
1.2835 |
1.3250 |
|
|
| 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 |
1.4358 |
|
2.618 |
1.4013 |
|
1.618 |
1.3802 |
|
1.000 |
1.3672 |
|
0.618 |
1.3591 |
|
HIGH |
1.3461 |
|
0.618 |
1.3380 |
|
0.500 |
1.3356 |
|
0.382 |
1.3331 |
|
LOW |
1.3250 |
|
0.618 |
1.3120 |
|
1.000 |
1.3039 |
|
1.618 |
1.2909 |
|
2.618 |
1.2698 |
|
4.250 |
1.2353 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3363 |
1.3361 |
| PP |
1.3359 |
1.3356 |
| S1 |
1.3356 |
1.3352 |
|