CME Euro FX (E) 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 |
1.3450 |
1.3524 |
0.0074 |
0.6% |
1.3612 |
| High |
1.3550 |
1.3650 |
0.0100 |
0.7% |
1.3700 |
| Low |
1.3416 |
1.3524 |
0.0108 |
0.8% |
1.3453 |
| Close |
1.3526 |
1.3637 |
0.0111 |
0.8% |
1.3463 |
| Range |
0.0134 |
0.0126 |
-0.0008 |
-6.0% |
0.0247 |
| ATR |
0.0159 |
0.0157 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
234 |
375 |
141 |
60.3% |
2,443 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3982 |
1.3935 |
1.3706 |
|
| R3 |
1.3856 |
1.3809 |
1.3672 |
|
| R2 |
1.3730 |
1.3730 |
1.3660 |
|
| R1 |
1.3683 |
1.3683 |
1.3649 |
1.3707 |
| PP |
1.3604 |
1.3604 |
1.3604 |
1.3615 |
| S1 |
1.3557 |
1.3557 |
1.3625 |
1.3581 |
| S2 |
1.3478 |
1.3478 |
1.3614 |
|
| S3 |
1.3352 |
1.3431 |
1.3602 |
|
| S4 |
1.3226 |
1.3305 |
1.3568 |
|
|
| 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 |
1.4186 |
|
2.618 |
1.3980 |
|
1.618 |
1.3854 |
|
1.000 |
1.3776 |
|
0.618 |
1.3728 |
|
HIGH |
1.3650 |
|
0.618 |
1.3602 |
|
0.500 |
1.3587 |
|
0.382 |
1.3572 |
|
LOW |
1.3524 |
|
0.618 |
1.3446 |
|
1.000 |
1.3398 |
|
1.618 |
1.3320 |
|
2.618 |
1.3194 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3620 |
1.3602 |
| PP |
1.3604 |
1.3568 |
| S1 |
1.3587 |
1.3533 |
|