CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4766 |
1.4760 |
-0.0006 |
0.0% |
1.4504 |
| High |
1.4836 |
1.4823 |
-0.0013 |
-0.1% |
1.4813 |
| Low |
1.4701 |
1.4694 |
-0.0007 |
0.0% |
1.4437 |
| Close |
1.4783 |
1.4755 |
-0.0028 |
-0.2% |
1.4774 |
| Range |
0.0135 |
0.0129 |
-0.0006 |
-4.4% |
0.0376 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.2% |
0.0000 |
| Volume |
793 |
793 |
0 |
0.0% |
3,174 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5144 |
1.5079 |
1.4826 |
|
| R3 |
1.5015 |
1.4950 |
1.4790 |
|
| R2 |
1.4886 |
1.4886 |
1.4779 |
|
| R1 |
1.4821 |
1.4821 |
1.4767 |
1.4789 |
| PP |
1.4757 |
1.4757 |
1.4757 |
1.4742 |
| S1 |
1.4692 |
1.4692 |
1.4743 |
1.4660 |
| S2 |
1.4628 |
1.4628 |
1.4731 |
|
| S3 |
1.4499 |
1.4563 |
1.4720 |
|
| S4 |
1.4370 |
1.4434 |
1.4684 |
|
|
| 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 |
1.4571 |
0.0265 |
1.8% |
0.0120 |
0.8% |
69% |
False |
False |
803 |
| 10 |
1.4836 |
1.4148 |
0.0688 |
4.7% |
0.0131 |
0.9% |
88% |
False |
False |
678 |
| 20 |
1.4836 |
1.4097 |
0.0739 |
5.0% |
0.0124 |
0.8% |
89% |
False |
False |
521 |
| 40 |
1.4836 |
1.3720 |
0.1116 |
7.6% |
0.0112 |
0.8% |
93% |
False |
False |
399 |
| 60 |
1.4836 |
1.3395 |
0.1441 |
9.8% |
0.0087 |
0.6% |
94% |
False |
False |
274 |
| 80 |
1.4836 |
1.2838 |
0.1998 |
13.5% |
0.0075 |
0.5% |
96% |
False |
False |
206 |
| 100 |
1.4836 |
1.2838 |
0.1998 |
13.5% |
0.0063 |
0.4% |
96% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5371 |
|
2.618 |
1.5161 |
|
1.618 |
1.5032 |
|
1.000 |
1.4952 |
|
0.618 |
1.4903 |
|
HIGH |
1.4823 |
|
0.618 |
1.4774 |
|
0.500 |
1.4759 |
|
0.382 |
1.4743 |
|
LOW |
1.4694 |
|
0.618 |
1.4614 |
|
1.000 |
1.4565 |
|
1.618 |
1.4485 |
|
2.618 |
1.4356 |
|
4.250 |
1.4146 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4759 |
1.4765 |
| PP |
1.4757 |
1.4762 |
| S1 |
1.4756 |
1.4758 |
|