CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3526 |
1.3634 |
0.0108 |
0.8% |
1.3588 |
| High |
1.3526 |
1.3640 |
0.0114 |
0.8% |
1.3643 |
| Low |
1.3526 |
1.3595 |
0.0069 |
0.5% |
1.3463 |
| Close |
1.3526 |
1.3637 |
0.0111 |
0.8% |
1.3463 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0180 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.1% |
0.0000 |
| Volume |
234 |
375 |
141 |
60.3% |
2,443 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3759 |
1.3743 |
1.3662 |
|
| R3 |
1.3714 |
1.3698 |
1.3649 |
|
| R2 |
1.3669 |
1.3669 |
1.3645 |
|
| R1 |
1.3653 |
1.3653 |
1.3641 |
1.3661 |
| PP |
1.3624 |
1.3624 |
1.3624 |
1.3628 |
| S1 |
1.3608 |
1.3608 |
1.3633 |
1.3616 |
| S2 |
1.3579 |
1.3579 |
1.3629 |
|
| S3 |
1.3534 |
1.3563 |
1.3625 |
|
| S4 |
1.3489 |
1.3518 |
1.3612 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4063 |
1.3943 |
1.3562 |
|
| R3 |
1.3883 |
1.3763 |
1.3513 |
|
| R2 |
1.3703 |
1.3703 |
1.3496 |
|
| R1 |
1.3583 |
1.3583 |
1.3480 |
1.3553 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3508 |
| S1 |
1.3403 |
1.3403 |
1.3447 |
1.3373 |
| S2 |
1.3343 |
1.3343 |
1.3430 |
|
| S3 |
1.3163 |
1.3223 |
1.3414 |
|
| S4 |
1.2983 |
1.3043 |
1.3364 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3831 |
|
2.618 |
1.3758 |
|
1.618 |
1.3713 |
|
1.000 |
1.3685 |
|
0.618 |
1.3668 |
|
HIGH |
1.3640 |
|
0.618 |
1.3623 |
|
0.500 |
1.3618 |
|
0.382 |
1.3612 |
|
LOW |
1.3595 |
|
0.618 |
1.3567 |
|
1.000 |
1.3550 |
|
1.618 |
1.3522 |
|
2.618 |
1.3477 |
|
4.250 |
1.3404 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3631 |
1.3609 |
| PP |
1.3624 |
1.3580 |
| S1 |
1.3618 |
1.3552 |
|