CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3612 |
1.3588 |
-0.0024 |
-0.2% |
1.3296 |
| High |
1.3657 |
1.3685 |
0.0028 |
0.2% |
1.3636 |
| Low |
1.3547 |
1.3580 |
0.0033 |
0.2% |
1.3221 |
| Close |
1.3588 |
1.3629 |
0.0041 |
0.3% |
1.3612 |
| Range |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0415 |
| ATR |
0.0166 |
0.0162 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
539 |
389 |
-150 |
-27.8% |
1,146 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3946 |
1.3893 |
1.3687 |
|
| R3 |
1.3841 |
1.3788 |
1.3658 |
|
| R2 |
1.3736 |
1.3736 |
1.3648 |
|
| R1 |
1.3683 |
1.3683 |
1.3639 |
1.3710 |
| PP |
1.3631 |
1.3631 |
1.3631 |
1.3645 |
| S1 |
1.3578 |
1.3578 |
1.3619 |
1.3605 |
| S2 |
1.3526 |
1.3526 |
1.3610 |
|
| S3 |
1.3421 |
1.3473 |
1.3600 |
|
| S4 |
1.3316 |
1.3368 |
1.3571 |
|
|
| 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 |
1.4131 |
|
2.618 |
1.3960 |
|
1.618 |
1.3855 |
|
1.000 |
1.3790 |
|
0.618 |
1.3750 |
|
HIGH |
1.3685 |
|
0.618 |
1.3645 |
|
0.500 |
1.3633 |
|
0.382 |
1.3620 |
|
LOW |
1.3580 |
|
0.618 |
1.3515 |
|
1.000 |
1.3475 |
|
1.618 |
1.3410 |
|
2.618 |
1.3305 |
|
4.250 |
1.3134 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3633 |
1.3598 |
| PP |
1.3631 |
1.3567 |
| S1 |
1.3630 |
1.3537 |
|