CME Euro FX (E) Future September 2011


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Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 1.4760 1.4766 0.0006 0.0% 1.4504
High 1.4823 1.4875 0.0052 0.4% 1.4813
Low 1.4694 1.4713 0.0019 0.1% 1.4437
Close 1.4755 1.4783 0.0028 0.2% 1.4774
Range 0.0129 0.0162 0.0033 25.6% 0.0376
ATR 0.0125 0.0128 0.0003 2.1% 0.0000
Volume 793 815 22 2.8% 3,174
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 1.5276 1.5192 1.4872
R3 1.5114 1.5030 1.4828
R2 1.4952 1.4952 1.4813
R1 1.4868 1.4868 1.4798 1.4910
PP 1.4790 1.4790 1.4790 1.4812
S1 1.4706 1.4706 1.4768 1.4748
S2 1.4628 1.4628 1.4753
S3 1.4466 1.4544 1.4738
S4 1.4304 1.4382 1.4694
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 1.4875 1.4694 0.0181 1.2% 0.0120 0.8% 49% True False 810
10 1.4875 1.4282 0.0593 4.0% 0.0134 0.9% 84% True False 647
20 1.4875 1.4100 0.0775 5.2% 0.0128 0.9% 88% True False 557
40 1.4875 1.3720 0.1155 7.8% 0.0114 0.8% 92% True False 419
60 1.4875 1.3395 0.1480 10.0% 0.0090 0.6% 94% True False 287
80 1.4875 1.2838 0.2037 13.8% 0.0076 0.5% 95% True False 216
100 1.4875 1.2838 0.2037 13.8% 0.0065 0.4% 95% True False 173
120 1.4875 1.2838 0.2037 13.8% 0.0054 0.4% 95% True False 145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.5564
2.618 1.5299
1.618 1.5137
1.000 1.5037
0.618 1.4975
HIGH 1.4875
0.618 1.4813
0.500 1.4794
0.382 1.4775
LOW 1.4713
0.618 1.4613
1.000 1.4551
1.618 1.4451
2.618 1.4289
4.250 1.4025
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 1.4794 1.4785
PP 1.4790 1.4784
S1 1.4787 1.4784

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

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