CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4813 |
1.4524 |
-0.0289 |
-2.0% |
1.4810 |
| High |
1.4884 |
1.4575 |
-0.0309 |
-2.1% |
1.4925 |
| Low |
1.4496 |
1.4294 |
-0.0202 |
-1.4% |
1.4294 |
| Close |
1.4508 |
1.4323 |
-0.0185 |
-1.3% |
1.4323 |
| Range |
0.0388 |
0.0281 |
-0.0107 |
-27.6% |
0.0631 |
| ATR |
0.0158 |
0.0167 |
0.0009 |
5.6% |
0.0000 |
| Volume |
498,234 |
522,015 |
23,781 |
4.8% |
1,888,452 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5240 |
1.5063 |
1.4478 |
|
| R3 |
1.4959 |
1.4782 |
1.4400 |
|
| R2 |
1.4678 |
1.4678 |
1.4375 |
|
| R1 |
1.4501 |
1.4501 |
1.4349 |
1.4449 |
| PP |
1.4397 |
1.4397 |
1.4397 |
1.4372 |
| S1 |
1.4220 |
1.4220 |
1.4297 |
1.4168 |
| S2 |
1.4116 |
1.4116 |
1.4271 |
|
| S3 |
1.3835 |
1.3939 |
1.4246 |
|
| S4 |
1.3554 |
1.3658 |
1.4168 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.5996 |
1.4670 |
|
| R3 |
1.5776 |
1.5365 |
1.4497 |
|
| R2 |
1.5145 |
1.5145 |
1.4439 |
|
| R1 |
1.4734 |
1.4734 |
1.4381 |
1.4624 |
| PP |
1.4514 |
1.4514 |
1.4514 |
1.4459 |
| S1 |
1.4103 |
1.4103 |
1.4265 |
1.3993 |
| S2 |
1.3883 |
1.3883 |
1.4207 |
|
| S3 |
1.3252 |
1.3472 |
1.4149 |
|
| S4 |
1.2621 |
1.2841 |
1.3976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4925 |
1.4294 |
0.0631 |
4.4% |
0.0223 |
1.6% |
5% |
False |
True |
377,690 |
| 10 |
1.4925 |
1.4294 |
0.0631 |
4.4% |
0.0173 |
1.2% |
5% |
False |
True |
287,960 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.5% |
0.0164 |
1.1% |
24% |
False |
False |
282,218 |
| 40 |
1.4925 |
1.3733 |
0.1192 |
8.3% |
0.0146 |
1.0% |
49% |
False |
False |
285,390 |
| 60 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0137 |
1.0% |
60% |
False |
False |
198,119 |
| 80 |
1.4925 |
1.2952 |
0.1973 |
13.8% |
0.0139 |
1.0% |
69% |
False |
False |
148,789 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0134 |
0.9% |
71% |
False |
False |
119,080 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0124 |
0.9% |
71% |
False |
False |
99,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5769 |
|
2.618 |
1.5311 |
|
1.618 |
1.5030 |
|
1.000 |
1.4856 |
|
0.618 |
1.4749 |
|
HIGH |
1.4575 |
|
0.618 |
1.4468 |
|
0.500 |
1.4435 |
|
0.382 |
1.4401 |
|
LOW |
1.4294 |
|
0.618 |
1.4120 |
|
1.000 |
1.4013 |
|
1.618 |
1.3839 |
|
2.618 |
1.3558 |
|
4.250 |
1.3100 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4435 |
1.4610 |
| PP |
1.4397 |
1.4514 |
| S1 |
1.4360 |
1.4419 |
|