CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3304 |
1.3390 |
0.0086 |
0.6% |
1.3296 |
| High |
1.3461 |
1.3636 |
0.0175 |
1.3% |
1.3636 |
| Low |
1.3250 |
1.3388 |
0.0138 |
1.0% |
1.3221 |
| Close |
1.3366 |
1.3612 |
0.0246 |
1.8% |
1.3612 |
| Range |
0.0211 |
0.0248 |
0.0037 |
17.5% |
0.0415 |
| ATR |
0.0163 |
0.0171 |
0.0008 |
4.7% |
0.0000 |
| Volume |
322 |
478 |
156 |
48.4% |
1,146 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4289 |
1.4199 |
1.3748 |
|
| R3 |
1.4041 |
1.3951 |
1.3680 |
|
| R2 |
1.3793 |
1.3793 |
1.3657 |
|
| R1 |
1.3703 |
1.3703 |
1.3635 |
1.3748 |
| PP |
1.3545 |
1.3545 |
1.3545 |
1.3568 |
| S1 |
1.3455 |
1.3455 |
1.3589 |
1.3500 |
| S2 |
1.3297 |
1.3297 |
1.3567 |
|
| S3 |
1.3049 |
1.3207 |
1.3544 |
|
| S4 |
1.2801 |
1.2959 |
1.3476 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4735 |
1.4588 |
1.3840 |
|
| R3 |
1.4320 |
1.4173 |
1.3726 |
|
| R2 |
1.3905 |
1.3905 |
1.3688 |
|
| R1 |
1.3758 |
1.3758 |
1.3650 |
1.3832 |
| PP |
1.3490 |
1.3490 |
1.3490 |
1.3526 |
| S1 |
1.3343 |
1.3343 |
1.3574 |
1.3417 |
| S2 |
1.3075 |
1.3075 |
1.3536 |
|
| S3 |
1.2660 |
1.2928 |
1.3498 |
|
| S4 |
1.2245 |
1.2513 |
1.3384 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4690 |
|
2.618 |
1.4285 |
|
1.618 |
1.4037 |
|
1.000 |
1.3884 |
|
0.618 |
1.3789 |
|
HIGH |
1.3636 |
|
0.618 |
1.3541 |
|
0.500 |
1.3512 |
|
0.382 |
1.3483 |
|
LOW |
1.3388 |
|
0.618 |
1.3235 |
|
1.000 |
1.3140 |
|
1.618 |
1.2987 |
|
2.618 |
1.2739 |
|
4.250 |
1.2334 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3579 |
1.3554 |
| PP |
1.3545 |
1.3497 |
| S1 |
1.3512 |
1.3439 |
|