CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4351 |
1.4339 |
-0.0012 |
-0.1% |
1.4810 |
| High |
1.4430 |
1.4402 |
-0.0028 |
-0.2% |
1.4925 |
| Low |
1.4242 |
1.4258 |
0.0016 |
0.1% |
1.4294 |
| Close |
1.4324 |
1.4383 |
0.0059 |
0.4% |
1.4323 |
| Range |
0.0188 |
0.0144 |
-0.0044 |
-23.4% |
0.0631 |
| ATR |
0.0168 |
0.0167 |
-0.0002 |
-1.0% |
0.0000 |
| Volume |
377,241 |
318,549 |
-58,692 |
-15.6% |
1,888,452 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4780 |
1.4725 |
1.4462 |
|
| R3 |
1.4636 |
1.4581 |
1.4423 |
|
| R2 |
1.4492 |
1.4492 |
1.4409 |
|
| R1 |
1.4437 |
1.4437 |
1.4396 |
1.4465 |
| PP |
1.4348 |
1.4348 |
1.4348 |
1.4361 |
| S1 |
1.4293 |
1.4293 |
1.4370 |
1.4321 |
| S2 |
1.4204 |
1.4204 |
1.4357 |
|
| S3 |
1.4060 |
1.4149 |
1.4343 |
|
| S4 |
1.3916 |
1.4005 |
1.4304 |
|
|
| 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 |
4.7% |
0.0234 |
1.6% |
21% |
False |
False |
417,799 |
| 10 |
1.4925 |
1.4242 |
0.0683 |
4.7% |
0.0180 |
1.3% |
21% |
False |
False |
333,732 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.5% |
0.0168 |
1.2% |
31% |
False |
False |
295,619 |
| 40 |
1.4925 |
1.3836 |
0.1089 |
7.6% |
0.0148 |
1.0% |
50% |
False |
False |
288,770 |
| 60 |
1.4925 |
1.3411 |
0.1514 |
10.5% |
0.0138 |
1.0% |
64% |
False |
False |
209,683 |
| 80 |
1.4925 |
1.3217 |
0.1708 |
11.9% |
0.0137 |
1.0% |
68% |
False |
False |
157,466 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0135 |
0.9% |
74% |
False |
False |
126,036 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0126 |
0.9% |
74% |
False |
False |
105,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5014 |
|
2.618 |
1.4779 |
|
1.618 |
1.4635 |
|
1.000 |
1.4546 |
|
0.618 |
1.4491 |
|
HIGH |
1.4402 |
|
0.618 |
1.4347 |
|
0.500 |
1.4330 |
|
0.382 |
1.4313 |
|
LOW |
1.4258 |
|
0.618 |
1.4169 |
|
1.000 |
1.4114 |
|
1.618 |
1.4025 |
|
2.618 |
1.3881 |
|
4.250 |
1.3646 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4365 |
1.4409 |
| PP |
1.4348 |
1.4400 |
| S1 |
1.4330 |
1.4392 |
|