CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3585 |
1.3613 |
0.0028 |
0.2% |
1.3612 |
| High |
1.3650 |
1.3632 |
-0.0018 |
-0.1% |
1.3700 |
| Low |
1.3526 |
1.3453 |
-0.0073 |
-0.5% |
1.3453 |
| Close |
1.3643 |
1.3463 |
-0.0180 |
-1.3% |
1.3463 |
| Range |
0.0124 |
0.0179 |
0.0055 |
44.4% |
0.0247 |
| ATR |
0.0159 |
0.0161 |
0.0002 |
1.4% |
0.0000 |
| Volume |
732 |
236 |
-496 |
-67.8% |
2,443 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4053 |
1.3937 |
1.3561 |
|
| R3 |
1.3874 |
1.3758 |
1.3512 |
|
| R2 |
1.3695 |
1.3695 |
1.3496 |
|
| R1 |
1.3579 |
1.3579 |
1.3479 |
1.3548 |
| PP |
1.3516 |
1.3516 |
1.3516 |
1.3500 |
| S1 |
1.3400 |
1.3400 |
1.3447 |
1.3369 |
| S2 |
1.3337 |
1.3337 |
1.3430 |
|
| S3 |
1.3158 |
1.3221 |
1.3414 |
|
| S4 |
1.2979 |
1.3042 |
1.3365 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4280 |
1.4118 |
1.3599 |
|
| R3 |
1.4033 |
1.3871 |
1.3531 |
|
| R2 |
1.3786 |
1.3786 |
1.3508 |
|
| R1 |
1.3624 |
1.3624 |
1.3486 |
1.3582 |
| PP |
1.3539 |
1.3539 |
1.3539 |
1.3517 |
| S1 |
1.3377 |
1.3377 |
1.3440 |
1.3335 |
| S2 |
1.3292 |
1.3292 |
1.3418 |
|
| S3 |
1.3045 |
1.3130 |
1.3395 |
|
| S4 |
1.2798 |
1.2883 |
1.3327 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4393 |
|
2.618 |
1.4101 |
|
1.618 |
1.3922 |
|
1.000 |
1.3811 |
|
0.618 |
1.3743 |
|
HIGH |
1.3632 |
|
0.618 |
1.3564 |
|
0.500 |
1.3543 |
|
0.382 |
1.3521 |
|
LOW |
1.3453 |
|
0.618 |
1.3342 |
|
1.000 |
1.3274 |
|
1.618 |
1.3163 |
|
2.618 |
1.2984 |
|
4.250 |
1.2692 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3543 |
1.3577 |
| PP |
1.3516 |
1.3539 |
| S1 |
1.3490 |
1.3501 |
|