CME Euro FX Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3634 |
1.3770 |
0.0136 |
1.0% |
1.3588 |
| High |
1.3640 |
1.3805 |
0.0165 |
1.2% |
1.3643 |
| Low |
1.3595 |
1.3745 |
0.0150 |
1.1% |
1.3463 |
| Close |
1.3637 |
1.3787 |
0.0150 |
1.1% |
1.3463 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0180 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
6.2% |
0.0000 |
| Volume |
375 |
1,273 |
898 |
239.5% |
2,443 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3959 |
1.3933 |
1.3820 |
|
| R3 |
1.3899 |
1.3873 |
1.3804 |
|
| R2 |
1.3839 |
1.3839 |
1.3798 |
|
| R1 |
1.3813 |
1.3813 |
1.3793 |
1.3826 |
| PP |
1.3779 |
1.3779 |
1.3779 |
1.3786 |
| S1 |
1.3753 |
1.3753 |
1.3782 |
1.3766 |
| S2 |
1.3719 |
1.3719 |
1.3776 |
|
| S3 |
1.3659 |
1.3693 |
1.3771 |
|
| S4 |
1.3599 |
1.3633 |
1.3754 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4063 |
1.3943 |
1.3562 |
|
| R3 |
1.3883 |
1.3763 |
1.3513 |
|
| R2 |
1.3703 |
1.3703 |
1.3496 |
|
| R1 |
1.3583 |
1.3583 |
1.3480 |
1.3553 |
| PP |
1.3523 |
1.3523 |
1.3523 |
1.3508 |
| S1 |
1.3403 |
1.3403 |
1.3447 |
1.3373 |
| S2 |
1.3343 |
1.3343 |
1.3430 |
|
| S3 |
1.3163 |
1.3223 |
1.3414 |
|
| S4 |
1.2983 |
1.3043 |
1.3364 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4060 |
|
2.618 |
1.3962 |
|
1.618 |
1.3902 |
|
1.000 |
1.3865 |
|
0.618 |
1.3842 |
|
HIGH |
1.3805 |
|
0.618 |
1.3782 |
|
0.500 |
1.3775 |
|
0.382 |
1.3768 |
|
LOW |
1.3745 |
|
0.618 |
1.3708 |
|
1.000 |
1.3685 |
|
1.618 |
1.3648 |
|
2.618 |
1.3588 |
|
4.250 |
1.3490 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3783 |
1.3747 |
| PP |
1.3779 |
1.3706 |
| S1 |
1.3775 |
1.3666 |
|