CME Euro FX (E) 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 |
1.3618 |
1.3759 |
0.0141 |
1.0% |
1.3612 |
| High |
1.3812 |
1.3908 |
0.0096 |
0.7% |
1.3700 |
| Low |
1.3574 |
1.3712 |
0.0138 |
1.0% |
1.3453 |
| Close |
1.3787 |
1.3876 |
0.0089 |
0.6% |
1.3463 |
| Range |
0.0238 |
0.0196 |
-0.0042 |
-17.6% |
0.0247 |
| ATR |
0.0162 |
0.0165 |
0.0002 |
1.5% |
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 |
1.4420 |
1.4344 |
1.3984 |
|
| R3 |
1.4224 |
1.4148 |
1.3930 |
|
| R2 |
1.4028 |
1.4028 |
1.3912 |
|
| R1 |
1.3952 |
1.3952 |
1.3894 |
1.3990 |
| PP |
1.3832 |
1.3832 |
1.3832 |
1.3851 |
| S1 |
1.3756 |
1.3756 |
1.3858 |
1.3794 |
| S2 |
1.3636 |
1.3636 |
1.3840 |
|
| S3 |
1.3440 |
1.3560 |
1.3822 |
|
| S4 |
1.3244 |
1.3364 |
1.3768 |
|
|
| 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 |
1.4741 |
|
2.618 |
1.4421 |
|
1.618 |
1.4225 |
|
1.000 |
1.4104 |
|
0.618 |
1.4029 |
|
HIGH |
1.3908 |
|
0.618 |
1.3833 |
|
0.500 |
1.3810 |
|
0.382 |
1.3787 |
|
LOW |
1.3712 |
|
0.618 |
1.3591 |
|
1.000 |
1.3516 |
|
1.618 |
1.3395 |
|
2.618 |
1.3199 |
|
4.250 |
1.2879 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3854 |
1.3823 |
| PP |
1.3832 |
1.3769 |
| S1 |
1.3810 |
1.3716 |
|