CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4809 |
1.4807 |
-0.0002 |
0.0% |
1.4547 |
| High |
1.4874 |
1.4925 |
0.0051 |
0.3% |
1.4864 |
| Low |
1.4738 |
1.4758 |
0.0020 |
0.1% |
1.4476 |
| Close |
1.4803 |
1.4833 |
0.0030 |
0.2% |
1.4820 |
| Range |
0.0136 |
0.0167 |
0.0031 |
22.8% |
0.0388 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.5% |
0.0000 |
| Volume |
284,097 |
372,956 |
88,859 |
31.3% |
991,148 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5340 |
1.5253 |
1.4925 |
|
| R3 |
1.5173 |
1.5086 |
1.4879 |
|
| R2 |
1.5006 |
1.5006 |
1.4864 |
|
| R1 |
1.4919 |
1.4919 |
1.4848 |
1.4963 |
| PP |
1.4839 |
1.4839 |
1.4839 |
1.4860 |
| S1 |
1.4752 |
1.4752 |
1.4818 |
1.4796 |
| S2 |
1.4672 |
1.4672 |
1.4802 |
|
| S3 |
1.4505 |
1.4585 |
1.4787 |
|
| S4 |
1.4338 |
1.4418 |
1.4741 |
|
|
| 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 |
1.4925 |
1.4738 |
0.0187 |
1.3% |
0.0127 |
0.9% |
51% |
True |
False |
263,807 |
| 10 |
1.4925 |
1.4311 |
0.0614 |
4.1% |
0.0143 |
1.0% |
85% |
True |
False |
243,417 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.3% |
0.0142 |
1.0% |
88% |
True |
False |
263,406 |
| 40 |
1.4925 |
1.3733 |
0.1192 |
8.0% |
0.0135 |
0.9% |
92% |
True |
False |
267,944 |
| 60 |
1.4925 |
1.3411 |
0.1514 |
10.2% |
0.0129 |
0.9% |
94% |
True |
False |
181,139 |
| 80 |
1.4925 |
1.2864 |
0.2061 |
13.9% |
0.0133 |
0.9% |
96% |
True |
False |
136,047 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
13.9% |
0.0131 |
0.9% |
96% |
True |
False |
108,878 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
13.9% |
0.0118 |
0.8% |
96% |
True |
False |
90,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5635 |
|
2.618 |
1.5362 |
|
1.618 |
1.5195 |
|
1.000 |
1.5092 |
|
0.618 |
1.5028 |
|
HIGH |
1.4925 |
|
0.618 |
1.4861 |
|
0.500 |
1.4842 |
|
0.382 |
1.4822 |
|
LOW |
1.4758 |
|
0.618 |
1.4655 |
|
1.000 |
1.4591 |
|
1.618 |
1.4488 |
|
2.618 |
1.4321 |
|
4.250 |
1.4048 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4842 |
1.4833 |
| PP |
1.4839 |
1.4832 |
| S1 |
1.4836 |
1.4832 |
|