CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3651 |
1.3585 |
-0.0066 |
-0.5% |
1.3296 |
| High |
1.3700 |
1.3650 |
-0.0050 |
-0.4% |
1.3636 |
| Low |
1.3547 |
1.3526 |
-0.0021 |
-0.2% |
1.3221 |
| Close |
1.3600 |
1.3643 |
0.0043 |
0.3% |
1.3612 |
| Range |
0.0153 |
0.0124 |
-0.0029 |
-19.0% |
0.0415 |
| ATR |
0.0161 |
0.0159 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
547 |
732 |
185 |
33.8% |
1,146 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3978 |
1.3935 |
1.3711 |
|
| R3 |
1.3854 |
1.3811 |
1.3677 |
|
| R2 |
1.3730 |
1.3730 |
1.3666 |
|
| R1 |
1.3687 |
1.3687 |
1.3654 |
1.3709 |
| PP |
1.3606 |
1.3606 |
1.3606 |
1.3617 |
| S1 |
1.3563 |
1.3563 |
1.3632 |
1.3585 |
| S2 |
1.3482 |
1.3482 |
1.3620 |
|
| S3 |
1.3358 |
1.3439 |
1.3609 |
|
| S4 |
1.3234 |
1.3315 |
1.3575 |
|
|
| 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 |
1.4177 |
|
2.618 |
1.3975 |
|
1.618 |
1.3851 |
|
1.000 |
1.3774 |
|
0.618 |
1.3727 |
|
HIGH |
1.3650 |
|
0.618 |
1.3603 |
|
0.500 |
1.3588 |
|
0.382 |
1.3573 |
|
LOW |
1.3526 |
|
0.618 |
1.3449 |
|
1.000 |
1.3402 |
|
1.618 |
1.3325 |
|
2.618 |
1.3201 |
|
4.250 |
1.2999 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3625 |
1.3633 |
| PP |
1.3606 |
1.3623 |
| S1 |
1.3588 |
1.3613 |
|