CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4807 |
1.4813 |
0.0006 |
0.0% |
1.4547 |
| High |
1.4925 |
1.4884 |
-0.0041 |
-0.3% |
1.4864 |
| Low |
1.4758 |
1.4496 |
-0.0262 |
-1.8% |
1.4476 |
| Close |
1.4833 |
1.4508 |
-0.0325 |
-2.2% |
1.4820 |
| Range |
0.0167 |
0.0388 |
0.0221 |
132.3% |
0.0388 |
| ATR |
0.0140 |
0.0158 |
0.0018 |
12.6% |
0.0000 |
| Volume |
372,956 |
498,234 |
125,278 |
33.6% |
991,148 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5793 |
1.5539 |
1.4721 |
|
| R3 |
1.5405 |
1.5151 |
1.4615 |
|
| R2 |
1.5017 |
1.5017 |
1.4579 |
|
| R1 |
1.4763 |
1.4763 |
1.4544 |
1.4696 |
| PP |
1.4629 |
1.4629 |
1.4629 |
1.4596 |
| S1 |
1.4375 |
1.4375 |
1.4472 |
1.4308 |
| S2 |
1.4241 |
1.4241 |
1.4437 |
|
| S3 |
1.3853 |
1.3987 |
1.4401 |
|
| S4 |
1.3465 |
1.3599 |
1.4295 |
|
|
| 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 |
1.4496 |
0.0429 |
3.0% |
0.0183 |
1.3% |
3% |
False |
True |
308,175 |
| 10 |
1.4925 |
1.4476 |
0.0449 |
3.1% |
0.0159 |
1.1% |
7% |
False |
False |
263,000 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.4% |
0.0155 |
1.1% |
47% |
False |
False |
272,743 |
| 40 |
1.4925 |
1.3733 |
0.1192 |
8.2% |
0.0143 |
1.0% |
65% |
False |
False |
277,639 |
| 60 |
1.4925 |
1.3411 |
0.1514 |
10.4% |
0.0134 |
0.9% |
72% |
False |
False |
189,428 |
| 80 |
1.4925 |
1.2900 |
0.2025 |
14.0% |
0.0136 |
0.9% |
79% |
False |
False |
142,269 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.2% |
0.0134 |
0.9% |
80% |
False |
False |
113,860 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.2% |
0.0122 |
0.8% |
80% |
False |
False |
94,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6533 |
|
2.618 |
1.5900 |
|
1.618 |
1.5512 |
|
1.000 |
1.5272 |
|
0.618 |
1.5124 |
|
HIGH |
1.4884 |
|
0.618 |
1.4736 |
|
0.500 |
1.4690 |
|
0.382 |
1.4644 |
|
LOW |
1.4496 |
|
0.618 |
1.4256 |
|
1.000 |
1.4108 |
|
1.618 |
1.3868 |
|
2.618 |
1.3480 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4690 |
1.4711 |
| PP |
1.4629 |
1.4643 |
| S1 |
1.4569 |
1.4576 |
|