CME Euro FX Future September 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
1.3770 |
1.3876 |
0.0106 |
0.8% |
1.3588 |
High |
1.3805 |
1.3876 |
0.0071 |
0.5% |
1.3643 |
Low |
1.3745 |
1.3876 |
0.0131 |
1.0% |
1.3463 |
Close |
1.3787 |
1.3876 |
0.0089 |
0.6% |
1.3463 |
Range |
0.0060 |
0.0000 |
-0.0060 |
-100.0% |
0.0180 |
ATR |
0.0096 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
Volume |
1,273 |
2,485 |
1,212 |
95.2% |
2,443 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3876 |
1.3876 |
1.3876 |
|
R3 |
1.3876 |
1.3876 |
1.3876 |
|
R2 |
1.3876 |
1.3876 |
1.3876 |
|
R1 |
1.3876 |
1.3876 |
1.3876 |
1.3876 |
PP |
1.3876 |
1.3876 |
1.3876 |
1.3876 |
S1 |
1.3876 |
1.3876 |
1.3876 |
1.3876 |
S2 |
1.3876 |
1.3876 |
1.3876 |
|
S3 |
1.3876 |
1.3876 |
1.3876 |
|
S4 |
1.3876 |
1.3876 |
1.3876 |
|
|
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 |
1.3876 |
2.618 |
1.3876 |
1.618 |
1.3876 |
1.000 |
1.3876 |
0.618 |
1.3876 |
HIGH |
1.3876 |
0.618 |
1.3876 |
0.500 |
1.3876 |
0.382 |
1.3876 |
LOW |
1.3876 |
0.618 |
1.3876 |
1.000 |
1.3876 |
1.618 |
1.3876 |
2.618 |
1.3876 |
4.250 |
1.3876 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
1.3876 |
1.3829 |
PP |
1.3876 |
1.3782 |
S1 |
1.3876 |
1.3736 |
|