CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3588 |
1.3651 |
0.0063 |
0.5% |
1.3296 |
| High |
1.3685 |
1.3700 |
0.0015 |
0.1% |
1.3636 |
| Low |
1.3580 |
1.3547 |
-0.0033 |
-0.2% |
1.3221 |
| Close |
1.3629 |
1.3600 |
-0.0029 |
-0.2% |
1.3612 |
| Range |
0.0105 |
0.0153 |
0.0048 |
45.7% |
0.0415 |
| ATR |
0.0162 |
0.0161 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
389 |
547 |
158 |
40.6% |
1,146 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4075 |
1.3990 |
1.3684 |
|
| R3 |
1.3922 |
1.3837 |
1.3642 |
|
| R2 |
1.3769 |
1.3769 |
1.3628 |
|
| R1 |
1.3684 |
1.3684 |
1.3614 |
1.3650 |
| PP |
1.3616 |
1.3616 |
1.3616 |
1.3599 |
| S1 |
1.3531 |
1.3531 |
1.3586 |
1.3497 |
| S2 |
1.3463 |
1.3463 |
1.3572 |
|
| S3 |
1.3310 |
1.3378 |
1.3558 |
|
| S4 |
1.3157 |
1.3225 |
1.3516 |
|
|
| 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 |
1.4350 |
|
2.618 |
1.4101 |
|
1.618 |
1.3948 |
|
1.000 |
1.3853 |
|
0.618 |
1.3795 |
|
HIGH |
1.3700 |
|
0.618 |
1.3642 |
|
0.500 |
1.3624 |
|
0.382 |
1.3605 |
|
LOW |
1.3547 |
|
0.618 |
1.3452 |
|
1.000 |
1.3394 |
|
1.618 |
1.3299 |
|
2.618 |
1.3146 |
|
4.250 |
1.2897 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3624 |
1.3624 |
| PP |
1.3616 |
1.3616 |
| S1 |
1.3608 |
1.3608 |
|