CME Euro FX (E) Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3895 |
1.4021 |
0.0126 |
0.9% |
1.3450 |
| High |
1.4035 |
1.4021 |
-0.0014 |
-0.1% |
1.4035 |
| Low |
1.3895 |
1.3846 |
-0.0049 |
-0.4% |
1.3416 |
| Close |
1.4002 |
1.3972 |
-0.0030 |
-0.2% |
1.4002 |
| Range |
0.0140 |
0.0175 |
0.0035 |
25.0% |
0.0619 |
| ATR |
0.0164 |
0.0165 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,952 |
1,597 |
-355 |
-18.2% |
6,319 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4471 |
1.4397 |
1.4068 |
|
| R3 |
1.4296 |
1.4222 |
1.4020 |
|
| R2 |
1.4121 |
1.4121 |
1.4004 |
|
| R1 |
1.4047 |
1.4047 |
1.3988 |
1.3997 |
| PP |
1.3946 |
1.3946 |
1.3946 |
1.3921 |
| S1 |
1.3872 |
1.3872 |
1.3956 |
1.3822 |
| S2 |
1.3771 |
1.3771 |
1.3940 |
|
| S3 |
1.3596 |
1.3697 |
1.3924 |
|
| S4 |
1.3421 |
1.3522 |
1.3876 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5675 |
1.5457 |
1.4342 |
|
| R3 |
1.5056 |
1.4838 |
1.4172 |
|
| R2 |
1.4437 |
1.4437 |
1.4115 |
|
| R1 |
1.4219 |
1.4219 |
1.4059 |
1.4328 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3872 |
| S1 |
1.3600 |
1.3600 |
1.3945 |
1.3709 |
| S2 |
1.3199 |
1.3199 |
1.3889 |
|
| S3 |
1.2580 |
1.2981 |
1.3832 |
|
| S4 |
1.1961 |
1.2362 |
1.3662 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4765 |
|
2.618 |
1.4479 |
|
1.618 |
1.4304 |
|
1.000 |
1.4196 |
|
0.618 |
1.4129 |
|
HIGH |
1.4021 |
|
0.618 |
1.3954 |
|
0.500 |
1.3934 |
|
0.382 |
1.3913 |
|
LOW |
1.3846 |
|
0.618 |
1.3738 |
|
1.000 |
1.3671 |
|
1.618 |
1.3563 |
|
2.618 |
1.3388 |
|
4.250 |
1.3102 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3959 |
1.3939 |
| PP |
1.3946 |
1.3906 |
| S1 |
1.3934 |
1.3874 |
|