CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3524 |
1.3618 |
0.0094 |
0.7% |
1.3612 |
| High |
1.3650 |
1.3812 |
0.0162 |
1.2% |
1.3700 |
| Low |
1.3524 |
1.3574 |
0.0050 |
0.4% |
1.3453 |
| Close |
1.3637 |
1.3787 |
0.0150 |
1.1% |
1.3463 |
| Range |
0.0126 |
0.0238 |
0.0112 |
88.9% |
0.0247 |
| ATR |
0.0157 |
0.0162 |
0.0006 |
3.7% |
0.0000 |
| Volume |
375 |
1,273 |
898 |
239.5% |
2,443 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4438 |
1.4351 |
1.3918 |
|
| R3 |
1.4200 |
1.4113 |
1.3852 |
|
| R2 |
1.3962 |
1.3962 |
1.3831 |
|
| R1 |
1.3875 |
1.3875 |
1.3809 |
1.3919 |
| PP |
1.3724 |
1.3724 |
1.3724 |
1.3746 |
| S1 |
1.3637 |
1.3637 |
1.3765 |
1.3681 |
| S2 |
1.3486 |
1.3486 |
1.3743 |
|
| S3 |
1.3248 |
1.3399 |
1.3722 |
|
| S4 |
1.3010 |
1.3161 |
1.3656 |
|
|
| 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 |
1.4824 |
|
2.618 |
1.4435 |
|
1.618 |
1.4197 |
|
1.000 |
1.4050 |
|
0.618 |
1.3959 |
|
HIGH |
1.3812 |
|
0.618 |
1.3721 |
|
0.500 |
1.3693 |
|
0.382 |
1.3665 |
|
LOW |
1.3574 |
|
0.618 |
1.3427 |
|
1.000 |
1.3336 |
|
1.618 |
1.3189 |
|
2.618 |
1.2951 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3756 |
1.3729 |
| PP |
1.3724 |
1.3672 |
| S1 |
1.3693 |
1.3614 |
|