CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3613 |
1.3450 |
-0.0163 |
-1.2% |
1.3612 |
| High |
1.3632 |
1.3550 |
-0.0082 |
-0.6% |
1.3700 |
| Low |
1.3453 |
1.3416 |
-0.0037 |
-0.3% |
1.3453 |
| Close |
1.3463 |
1.3526 |
0.0063 |
0.5% |
1.3463 |
| Range |
0.0179 |
0.0134 |
-0.0045 |
-25.1% |
0.0247 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
236 |
234 |
-2 |
-0.8% |
2,443 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3899 |
1.3847 |
1.3600 |
|
| R3 |
1.3765 |
1.3713 |
1.3563 |
|
| R2 |
1.3631 |
1.3631 |
1.3551 |
|
| R1 |
1.3579 |
1.3579 |
1.3538 |
1.3605 |
| PP |
1.3497 |
1.3497 |
1.3497 |
1.3511 |
| S1 |
1.3445 |
1.3445 |
1.3514 |
1.3471 |
| S2 |
1.3363 |
1.3363 |
1.3501 |
|
| S3 |
1.3229 |
1.3311 |
1.3489 |
|
| S4 |
1.3095 |
1.3177 |
1.3452 |
|
|
| 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 |
1.4120 |
|
2.618 |
1.3901 |
|
1.618 |
1.3767 |
|
1.000 |
1.3684 |
|
0.618 |
1.3633 |
|
HIGH |
1.3550 |
|
0.618 |
1.3499 |
|
0.500 |
1.3483 |
|
0.382 |
1.3467 |
|
LOW |
1.3416 |
|
0.618 |
1.3333 |
|
1.000 |
1.3282 |
|
1.618 |
1.3199 |
|
2.618 |
1.3065 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3512 |
1.3533 |
| PP |
1.3497 |
1.3531 |
| S1 |
1.3483 |
1.3528 |
|