CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3257 |
1.3261 |
0.0004 |
0.0% |
1.3012 |
| High |
1.3257 |
1.3261 |
0.0004 |
0.0% |
1.3284 |
| Low |
1.3257 |
1.3261 |
0.0004 |
0.0% |
1.3005 |
| Close |
1.3257 |
1.3261 |
0.0004 |
0.0% |
1.3261 |
| Range |
|
|
|
|
|
| ATR |
0.0106 |
0.0098 |
-0.0007 |
-6.9% |
0.0000 |
| Volume |
500 |
210 |
-290 |
-58.0% |
1,248 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3261 |
1.3261 |
1.3261 |
|
| R3 |
1.3261 |
1.3261 |
1.3261 |
|
| R2 |
1.3261 |
1.3261 |
1.3261 |
|
| R1 |
1.3261 |
1.3261 |
1.3261 |
1.3261 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3261 |
| S1 |
1.3261 |
1.3261 |
1.3261 |
1.3261 |
| S2 |
1.3261 |
1.3261 |
1.3261 |
|
| S3 |
1.3261 |
1.3261 |
1.3261 |
|
| S4 |
1.3261 |
1.3261 |
1.3261 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4020 |
1.3920 |
1.3414 |
|
| R3 |
1.3741 |
1.3641 |
1.3338 |
|
| R2 |
1.3462 |
1.3462 |
1.3312 |
|
| R1 |
1.3362 |
1.3362 |
1.3287 |
1.3412 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3209 |
| S1 |
1.3083 |
1.3083 |
1.3235 |
1.3133 |
| S2 |
1.2904 |
1.2904 |
1.3210 |
|
| S3 |
1.2625 |
1.2804 |
1.3184 |
|
| S4 |
1.2346 |
1.2525 |
1.3108 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3261 |
|
2.618 |
1.3261 |
|
1.618 |
1.3261 |
|
1.000 |
1.3261 |
|
0.618 |
1.3261 |
|
HIGH |
1.3261 |
|
0.618 |
1.3261 |
|
0.500 |
1.3261 |
|
0.382 |
1.3261 |
|
LOW |
1.3261 |
|
0.618 |
1.3261 |
|
1.000 |
1.3261 |
|
1.618 |
1.3261 |
|
2.618 |
1.3261 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3271 |
| PP |
1.3261 |
1.3267 |
| S1 |
1.3261 |
1.3264 |
|