CME Euro FX (E) Future September 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 1.4780 1.4766 -0.0014 -0.1% 1.4504
High 1.4808 1.4836 0.0028 0.2% 1.4813
Low 1.4738 1.4701 -0.0037 -0.3% 1.4437
Close 1.4774 1.4783 0.0009 0.1% 1.4774
Range 0.0070 0.0135 0.0065 92.9% 0.0376
ATR 0.0124 0.0125 0.0001 0.6% 0.0000
Volume 915 793 -122 -13.3% 3,174
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 1.5178 1.5116 1.4857
R3 1.5043 1.4981 1.4820
R2 1.4908 1.4908 1.4808
R1 1.4846 1.4846 1.4795 1.4877
PP 1.4773 1.4773 1.4773 1.4789
S1 1.4711 1.4711 1.4771 1.4742
S2 1.4638 1.4638 1.4758
S3 1.4503 1.4576 1.4746
S4 1.4368 1.4441 1.4709
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.5803 1.5664 1.4981
R3 1.5427 1.5288 1.4877
R2 1.5051 1.5051 1.4843
R1 1.4912 1.4912 1.4808 1.4982
PP 1.4675 1.4675 1.4675 1.4709
S1 1.4536 1.4536 1.4740 1.4606
S2 1.4299 1.4299 1.4705
S3 1.3923 1.4160 1.4671
S4 1.3547 1.3784 1.4567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4836 1.4437 0.0399 2.7% 0.0125 0.8% 87% True False 695
10 1.4836 1.4100 0.0736 5.0% 0.0143 1.0% 93% True False 621
20 1.4836 1.4097 0.0739 5.0% 0.0120 0.8% 93% True False 490
40 1.4836 1.3720 0.1116 7.5% 0.0111 0.7% 95% True False 379
60 1.4836 1.3395 0.1441 9.7% 0.0087 0.6% 96% True False 260
80 1.4836 1.2838 0.1998 13.5% 0.0073 0.5% 97% True False 196
100 1.4836 1.2838 0.1998 13.5% 0.0062 0.4% 97% True False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.5410
2.618 1.5189
1.618 1.5054
1.000 1.4971
0.618 1.4919
HIGH 1.4836
0.618 1.4784
0.500 1.4769
0.382 1.4753
LOW 1.4701
0.618 1.4618
1.000 1.4566
1.618 1.4483
2.618 1.4348
4.250 1.4127
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 1.4778 1.4778
PP 1.4773 1.4773
S1 1.4769 1.4769

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These figures are updated between 7pm and 10pm EST after a trading day.

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