CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4810 |
1.4809 |
-0.0001 |
0.0% |
1.4547 |
| High |
1.4885 |
1.4874 |
-0.0011 |
-0.1% |
1.4864 |
| Low |
1.4744 |
1.4738 |
-0.0006 |
0.0% |
1.4476 |
| Close |
1.4830 |
1.4803 |
-0.0027 |
-0.2% |
1.4820 |
| Range |
0.0141 |
0.0136 |
-0.0005 |
-3.5% |
0.0388 |
| ATR |
0.0139 |
0.0138 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
211,150 |
284,097 |
72,947 |
34.5% |
991,148 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5213 |
1.5144 |
1.4878 |
|
| R3 |
1.5077 |
1.5008 |
1.4840 |
|
| R2 |
1.4941 |
1.4941 |
1.4828 |
|
| R1 |
1.4872 |
1.4872 |
1.4815 |
1.4839 |
| PP |
1.4805 |
1.4805 |
1.4805 |
1.4788 |
| S1 |
1.4736 |
1.4736 |
1.4791 |
1.4703 |
| S2 |
1.4669 |
1.4669 |
1.4778 |
|
| S3 |
1.4533 |
1.4600 |
1.4766 |
|
| S4 |
1.4397 |
1.4464 |
1.4728 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5740 |
1.5033 |
|
| R3 |
1.5496 |
1.5352 |
1.4927 |
|
| R2 |
1.5108 |
1.5108 |
1.4891 |
|
| R1 |
1.4964 |
1.4964 |
1.4856 |
1.5036 |
| PP |
1.4720 |
1.4720 |
1.4720 |
1.4756 |
| S1 |
1.4576 |
1.4576 |
1.4784 |
1.4648 |
| S2 |
1.4332 |
1.4332 |
1.4749 |
|
| S3 |
1.3944 |
1.4188 |
1.4713 |
|
| S4 |
1.3556 |
1.3800 |
1.4607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4885 |
1.4614 |
0.0271 |
1.8% |
0.0126 |
0.9% |
70% |
False |
False |
249,665 |
| 10 |
1.4885 |
1.4186 |
0.0699 |
4.7% |
0.0141 |
1.0% |
88% |
False |
False |
231,528 |
| 20 |
1.4885 |
1.4131 |
0.0754 |
5.1% |
0.0139 |
0.9% |
89% |
False |
False |
257,554 |
| 40 |
1.4885 |
1.3733 |
0.1152 |
7.8% |
0.0134 |
0.9% |
93% |
False |
False |
260,048 |
| 60 |
1.4885 |
1.3411 |
0.1474 |
10.0% |
0.0128 |
0.9% |
94% |
False |
False |
174,936 |
| 80 |
1.4885 |
1.2864 |
0.2021 |
13.7% |
0.0132 |
0.9% |
96% |
False |
False |
131,391 |
| 100 |
1.4885 |
1.2864 |
0.2021 |
13.7% |
0.0130 |
0.9% |
96% |
False |
False |
105,149 |
| 120 |
1.4885 |
1.2864 |
0.2021 |
13.7% |
0.0117 |
0.8% |
96% |
False |
False |
87,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5452 |
|
2.618 |
1.5230 |
|
1.618 |
1.5094 |
|
1.000 |
1.5010 |
|
0.618 |
1.4958 |
|
HIGH |
1.4874 |
|
0.618 |
1.4822 |
|
0.500 |
1.4806 |
|
0.382 |
1.4790 |
|
LOW |
1.4738 |
|
0.618 |
1.4654 |
|
1.000 |
1.4602 |
|
1.618 |
1.4518 |
|
2.618 |
1.4382 |
|
4.250 |
1.4160 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4806 |
1.4812 |
| PP |
1.4805 |
1.4809 |
| S1 |
1.4804 |
1.4806 |
|