CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3895 |
0.0136 |
1.0% |
1.3450 |
| High |
1.3908 |
1.4035 |
0.0127 |
0.9% |
1.4035 |
| Low |
1.3712 |
1.3895 |
0.0183 |
1.3% |
1.3416 |
| Close |
1.3876 |
1.4002 |
0.0126 |
0.9% |
1.4002 |
| Range |
0.0196 |
0.0140 |
-0.0056 |
-28.6% |
0.0619 |
| ATR |
0.0165 |
0.0164 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,485 |
1,952 |
-533 |
-21.4% |
6,319 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4397 |
1.4340 |
1.4079 |
|
| R3 |
1.4257 |
1.4200 |
1.4041 |
|
| R2 |
1.4117 |
1.4117 |
1.4028 |
|
| R1 |
1.4060 |
1.4060 |
1.4015 |
1.4089 |
| PP |
1.3977 |
1.3977 |
1.3977 |
1.3992 |
| S1 |
1.3920 |
1.3920 |
1.3989 |
1.3949 |
| S2 |
1.3837 |
1.3837 |
1.3976 |
|
| S3 |
1.3697 |
1.3780 |
1.3964 |
|
| S4 |
1.3557 |
1.3640 |
1.3925 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5675 |
1.5457 |
1.4342 |
|
| R3 |
1.5056 |
1.4838 |
1.4172 |
|
| R2 |
1.4437 |
1.4437 |
1.4115 |
|
| R1 |
1.4219 |
1.4219 |
1.4059 |
1.4328 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3872 |
| S1 |
1.3600 |
1.3600 |
1.3945 |
1.3709 |
| S2 |
1.3199 |
1.3199 |
1.3889 |
|
| S3 |
1.2580 |
1.2981 |
1.3832 |
|
| S4 |
1.1961 |
1.2362 |
1.3662 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4630 |
|
2.618 |
1.4402 |
|
1.618 |
1.4262 |
|
1.000 |
1.4175 |
|
0.618 |
1.4122 |
|
HIGH |
1.4035 |
|
0.618 |
1.3982 |
|
0.500 |
1.3965 |
|
0.382 |
1.3948 |
|
LOW |
1.3895 |
|
0.618 |
1.3808 |
|
1.000 |
1.3755 |
|
1.618 |
1.3668 |
|
2.618 |
1.3528 |
|
4.250 |
1.3300 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3990 |
1.3936 |
| PP |
1.3977 |
1.3870 |
| S1 |
1.3965 |
1.3805 |
|