CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3390 |
1.3612 |
0.0222 |
1.7% |
1.3296 |
| High |
1.3636 |
1.3657 |
0.0021 |
0.2% |
1.3636 |
| Low |
1.3388 |
1.3547 |
0.0159 |
1.2% |
1.3221 |
| Close |
1.3612 |
1.3588 |
-0.0024 |
-0.2% |
1.3612 |
| Range |
0.0248 |
0.0110 |
-0.0138 |
-55.6% |
0.0415 |
| ATR |
0.0171 |
0.0166 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
478 |
539 |
61 |
12.8% |
1,146 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3927 |
1.3868 |
1.3649 |
|
| R3 |
1.3817 |
1.3758 |
1.3618 |
|
| R2 |
1.3707 |
1.3707 |
1.3608 |
|
| R1 |
1.3648 |
1.3648 |
1.3598 |
1.3623 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3585 |
| S1 |
1.3538 |
1.3538 |
1.3578 |
1.3513 |
| S2 |
1.3487 |
1.3487 |
1.3568 |
|
| S3 |
1.3377 |
1.3428 |
1.3558 |
|
| S4 |
1.3267 |
1.3318 |
1.3528 |
|
|
| 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 |
1.4125 |
|
2.618 |
1.3945 |
|
1.618 |
1.3835 |
|
1.000 |
1.3767 |
|
0.618 |
1.3725 |
|
HIGH |
1.3657 |
|
0.618 |
1.3615 |
|
0.500 |
1.3602 |
|
0.382 |
1.3589 |
|
LOW |
1.3547 |
|
0.618 |
1.3479 |
|
1.000 |
1.3437 |
|
1.618 |
1.3369 |
|
2.618 |
1.3259 |
|
4.250 |
1.3080 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3602 |
1.3543 |
| PP |
1.3597 |
1.3498 |
| S1 |
1.3593 |
1.3454 |
|