CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3484 |
1.3588 |
0.0104 |
0.8% |
1.3367 |
| High |
1.3615 |
1.3588 |
-0.0027 |
-0.2% |
1.3615 |
| Low |
1.3470 |
1.3588 |
0.0118 |
0.9% |
1.3285 |
| Close |
1.3612 |
1.3588 |
-0.0024 |
-0.2% |
1.3612 |
| Range |
0.0145 |
0.0000 |
-0.0145 |
-100.0% |
0.0330 |
| ATR |
0.0100 |
0.0095 |
-0.0005 |
-5.4% |
0.0000 |
| Volume |
478 |
539 |
61 |
12.8% |
1,146 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3588 |
1.3588 |
1.3588 |
|
| R3 |
1.3588 |
1.3588 |
1.3588 |
|
| R2 |
1.3588 |
1.3588 |
1.3588 |
|
| R1 |
1.3588 |
1.3588 |
1.3588 |
1.3588 |
| PP |
1.3588 |
1.3588 |
1.3588 |
1.3588 |
| S1 |
1.3588 |
1.3588 |
1.3588 |
1.3588 |
| S2 |
1.3588 |
1.3588 |
1.3588 |
|
| S3 |
1.3588 |
1.3588 |
1.3588 |
|
| S4 |
1.3588 |
1.3588 |
1.3588 |
|
|
| 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 |
1.3588 |
|
2.618 |
1.3588 |
|
1.618 |
1.3588 |
|
1.000 |
1.3588 |
|
0.618 |
1.3588 |
|
HIGH |
1.3588 |
|
0.618 |
1.3588 |
|
0.500 |
1.3588 |
|
0.382 |
1.3588 |
|
LOW |
1.3588 |
|
0.618 |
1.3588 |
|
1.000 |
1.3588 |
|
1.618 |
1.3588 |
|
2.618 |
1.3588 |
|
4.250 |
1.3588 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3588 |
1.3556 |
| PP |
1.3588 |
1.3523 |
| S1 |
1.3588 |
1.3491 |
|