CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4524 |
1.4351 |
-0.0173 |
-1.2% |
1.4810 |
| High |
1.4575 |
1.4430 |
-0.0145 |
-1.0% |
1.4925 |
| Low |
1.4294 |
1.4242 |
-0.0052 |
-0.4% |
1.4294 |
| Close |
1.4323 |
1.4324 |
0.0001 |
0.0% |
1.4323 |
| Range |
0.0281 |
0.0188 |
-0.0093 |
-33.1% |
0.0631 |
| ATR |
0.0167 |
0.0168 |
0.0002 |
0.9% |
0.0000 |
| Volume |
522,015 |
377,241 |
-144,774 |
-27.7% |
1,888,452 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4896 |
1.4798 |
1.4427 |
|
| R3 |
1.4708 |
1.4610 |
1.4376 |
|
| R2 |
1.4520 |
1.4520 |
1.4358 |
|
| R1 |
1.4422 |
1.4422 |
1.4341 |
1.4377 |
| PP |
1.4332 |
1.4332 |
1.4332 |
1.4310 |
| S1 |
1.4234 |
1.4234 |
1.4307 |
1.4189 |
| S2 |
1.4144 |
1.4144 |
1.4290 |
|
| S3 |
1.3956 |
1.4046 |
1.4272 |
|
| S4 |
1.3768 |
1.3858 |
1.4221 |
|
|
| 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 |
1.4242 |
0.0683 |
4.8% |
0.0232 |
1.6% |
12% |
False |
True |
410,908 |
| 10 |
1.4925 |
1.4242 |
0.0683 |
4.8% |
0.0182 |
1.3% |
12% |
False |
True |
325,684 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.5% |
0.0164 |
1.1% |
24% |
False |
False |
288,304 |
| 40 |
1.4925 |
1.3836 |
0.1089 |
7.6% |
0.0147 |
1.0% |
45% |
False |
False |
287,605 |
| 60 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0138 |
1.0% |
60% |
False |
False |
204,390 |
| 80 |
1.4925 |
1.3083 |
0.1842 |
12.9% |
0.0139 |
1.0% |
67% |
False |
False |
153,499 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0135 |
0.9% |
71% |
False |
False |
122,851 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0125 |
0.9% |
71% |
False |
False |
102,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5229 |
|
2.618 |
1.4922 |
|
1.618 |
1.4734 |
|
1.000 |
1.4618 |
|
0.618 |
1.4546 |
|
HIGH |
1.4430 |
|
0.618 |
1.4358 |
|
0.500 |
1.4336 |
|
0.382 |
1.4314 |
|
LOW |
1.4242 |
|
0.618 |
1.4126 |
|
1.000 |
1.4054 |
|
1.618 |
1.3938 |
|
2.618 |
1.3750 |
|
4.250 |
1.3443 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4336 |
1.4563 |
| PP |
1.4332 |
1.4483 |
| S1 |
1.4328 |
1.4404 |
|