CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3366 |
1.3484 |
0.0118 |
0.9% |
1.3367 |
| High |
1.3366 |
1.3615 |
0.0249 |
1.9% |
1.3615 |
| Low |
1.3366 |
1.3470 |
0.0104 |
0.8% |
1.3285 |
| Close |
1.3366 |
1.3612 |
0.0246 |
1.8% |
1.3612 |
| Range |
0.0000 |
0.0145 |
0.0145 |
|
0.0330 |
| ATR |
0.0089 |
0.0100 |
0.0011 |
12.9% |
0.0000 |
| Volume |
322 |
478 |
156 |
48.4% |
1,146 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4001 |
1.3951 |
1.3692 |
|
| R3 |
1.3856 |
1.3806 |
1.3652 |
|
| R2 |
1.3711 |
1.3711 |
1.3639 |
|
| R1 |
1.3661 |
1.3661 |
1.3625 |
1.3686 |
| PP |
1.3566 |
1.3566 |
1.3566 |
1.3578 |
| S1 |
1.3516 |
1.3516 |
1.3599 |
1.3541 |
| S2 |
1.3421 |
1.3421 |
1.3585 |
|
| S3 |
1.3276 |
1.3371 |
1.3572 |
|
| S4 |
1.3131 |
1.3226 |
1.3532 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4494 |
1.4383 |
1.3794 |
|
| R3 |
1.4164 |
1.4053 |
1.3703 |
|
| R2 |
1.3834 |
1.3834 |
1.3673 |
|
| R1 |
1.3723 |
1.3723 |
1.3642 |
1.3779 |
| PP |
1.3504 |
1.3504 |
1.3504 |
1.3532 |
| S1 |
1.3393 |
1.3393 |
1.3582 |
1.3449 |
| S2 |
1.3174 |
1.3174 |
1.3552 |
|
| S3 |
1.2844 |
1.3063 |
1.3521 |
|
| S4 |
1.2514 |
1.2733 |
1.3431 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4231 |
|
2.618 |
1.3995 |
|
1.618 |
1.3850 |
|
1.000 |
1.3760 |
|
0.618 |
1.3705 |
|
HIGH |
1.3615 |
|
0.618 |
1.3560 |
|
0.500 |
1.3543 |
|
0.382 |
1.3525 |
|
LOW |
1.3470 |
|
0.618 |
1.3380 |
|
1.000 |
1.3325 |
|
1.618 |
1.3235 |
|
2.618 |
1.3090 |
|
4.250 |
1.2854 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3589 |
1.3558 |
| PP |
1.3566 |
1.3504 |
| S1 |
1.3543 |
1.3450 |
|