CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4339 |
1.4399 |
0.0060 |
0.4% |
1.4810 |
| High |
1.4402 |
1.4413 |
0.0011 |
0.1% |
1.4925 |
| Low |
1.4258 |
1.4161 |
-0.0097 |
-0.7% |
1.4294 |
| Close |
1.4383 |
1.4184 |
-0.0199 |
-1.4% |
1.4323 |
| Range |
0.0144 |
0.0252 |
0.0108 |
75.0% |
0.0631 |
| ATR |
0.0167 |
0.0173 |
0.0006 |
3.7% |
0.0000 |
| Volume |
318,549 |
352,822 |
34,273 |
10.8% |
1,888,452 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5009 |
1.4848 |
1.4323 |
|
| R3 |
1.4757 |
1.4596 |
1.4253 |
|
| R2 |
1.4505 |
1.4505 |
1.4230 |
|
| R1 |
1.4344 |
1.4344 |
1.4207 |
1.4299 |
| PP |
1.4253 |
1.4253 |
1.4253 |
1.4230 |
| S1 |
1.4092 |
1.4092 |
1.4161 |
1.4047 |
| S2 |
1.4001 |
1.4001 |
1.4138 |
|
| S3 |
1.3749 |
1.3840 |
1.4115 |
|
| S4 |
1.3497 |
1.3588 |
1.4045 |
|
|
| 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 |
1.4884 |
1.4161 |
0.0723 |
5.1% |
0.0251 |
1.8% |
3% |
False |
True |
413,772 |
| 10 |
1.4925 |
1.4161 |
0.0764 |
5.4% |
0.0189 |
1.3% |
3% |
False |
True |
338,789 |
| 20 |
1.4925 |
1.4137 |
0.0788 |
5.6% |
0.0173 |
1.2% |
6% |
False |
False |
298,582 |
| 40 |
1.4925 |
1.3848 |
0.1077 |
7.6% |
0.0150 |
1.1% |
31% |
False |
False |
288,171 |
| 60 |
1.4925 |
1.3441 |
0.1484 |
10.5% |
0.0140 |
1.0% |
50% |
False |
False |
215,546 |
| 80 |
1.4925 |
1.3217 |
0.1708 |
12.0% |
0.0139 |
1.0% |
57% |
False |
False |
161,862 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0137 |
1.0% |
64% |
False |
False |
129,561 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0128 |
0.9% |
64% |
False |
False |
107,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5484 |
|
2.618 |
1.5073 |
|
1.618 |
1.4821 |
|
1.000 |
1.4665 |
|
0.618 |
1.4569 |
|
HIGH |
1.4413 |
|
0.618 |
1.4317 |
|
0.500 |
1.4287 |
|
0.382 |
1.4257 |
|
LOW |
1.4161 |
|
0.618 |
1.4005 |
|
1.000 |
1.3909 |
|
1.618 |
1.3753 |
|
2.618 |
1.3501 |
|
4.250 |
1.3090 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4287 |
1.4296 |
| PP |
1.4253 |
1.4258 |
| S1 |
1.4218 |
1.4221 |
|