CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4766 |
1.4765 |
-0.0001 |
0.0% |
1.4504 |
| High |
1.4875 |
1.4831 |
-0.0044 |
-0.3% |
1.4813 |
| Low |
1.4713 |
1.4459 |
-0.0254 |
-1.7% |
1.4437 |
| Close |
1.4783 |
1.4463 |
-0.0320 |
-2.2% |
1.4774 |
| Range |
0.0162 |
0.0372 |
0.0210 |
129.6% |
0.0376 |
| ATR |
0.0128 |
0.0145 |
0.0017 |
13.7% |
0.0000 |
| Volume |
815 |
895 |
80 |
9.8% |
3,174 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5700 |
1.5454 |
1.4668 |
|
| R3 |
1.5328 |
1.5082 |
1.4565 |
|
| R2 |
1.4956 |
1.4956 |
1.4531 |
|
| R1 |
1.4710 |
1.4710 |
1.4497 |
1.4647 |
| PP |
1.4584 |
1.4584 |
1.4584 |
1.4553 |
| S1 |
1.4338 |
1.4338 |
1.4429 |
1.4275 |
| S2 |
1.4212 |
1.4212 |
1.4395 |
|
| S3 |
1.3840 |
1.3966 |
1.4361 |
|
| S4 |
1.3468 |
1.3594 |
1.4258 |
|
|
| 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 |
1.4459 |
0.0416 |
2.9% |
0.0174 |
1.2% |
1% |
False |
True |
842 |
| 10 |
1.4875 |
1.4437 |
0.0438 |
3.0% |
0.0151 |
1.0% |
6% |
False |
False |
692 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.4% |
0.0141 |
1.0% |
47% |
False |
False |
587 |
| 40 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0123 |
0.9% |
64% |
False |
False |
439 |
| 60 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0096 |
0.7% |
72% |
False |
False |
302 |
| 80 |
1.4875 |
1.2929 |
0.1946 |
13.5% |
0.0080 |
0.6% |
79% |
False |
False |
227 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0069 |
0.5% |
80% |
False |
False |
182 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0057 |
0.4% |
80% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6412 |
|
2.618 |
1.5805 |
|
1.618 |
1.5433 |
|
1.000 |
1.5203 |
|
0.618 |
1.5061 |
|
HIGH |
1.4831 |
|
0.618 |
1.4689 |
|
0.500 |
1.4645 |
|
0.382 |
1.4601 |
|
LOW |
1.4459 |
|
0.618 |
1.4229 |
|
1.000 |
1.4087 |
|
1.618 |
1.3857 |
|
2.618 |
1.3485 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4645 |
1.4667 |
| PP |
1.4584 |
1.4599 |
| S1 |
1.4524 |
1.4531 |
|