CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4312 |
1.4296 |
-0.0016 |
-0.1% |
1.4766 |
| High |
1.4377 |
1.4358 |
-0.0019 |
-0.1% |
1.4875 |
| Low |
1.4200 |
1.4220 |
0.0020 |
0.1% |
1.4256 |
| Close |
1.4281 |
1.4341 |
0.0060 |
0.4% |
1.4278 |
| Range |
0.0177 |
0.0138 |
-0.0039 |
-22.0% |
0.0619 |
| ATR |
0.0156 |
0.0154 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,023 |
979 |
-44 |
-4.3% |
5,321 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4720 |
1.4669 |
1.4417 |
|
| R3 |
1.4582 |
1.4531 |
1.4379 |
|
| R2 |
1.4444 |
1.4444 |
1.4366 |
|
| R1 |
1.4393 |
1.4393 |
1.4354 |
1.4419 |
| PP |
1.4306 |
1.4306 |
1.4306 |
1.4319 |
| S1 |
1.4255 |
1.4255 |
1.4328 |
1.4281 |
| S2 |
1.4168 |
1.4168 |
1.4316 |
|
| S3 |
1.4030 |
1.4117 |
1.4303 |
|
| S4 |
1.3892 |
1.3979 |
1.4265 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.5921 |
1.4618 |
|
| R3 |
1.5708 |
1.5302 |
1.4448 |
|
| R2 |
1.5089 |
1.5089 |
1.4391 |
|
| R1 |
1.4683 |
1.4683 |
1.4335 |
1.4577 |
| PP |
1.4470 |
1.4470 |
1.4470 |
1.4416 |
| S1 |
1.4064 |
1.4064 |
1.4221 |
1.3958 |
| S2 |
1.3851 |
1.3851 |
1.4165 |
|
| S3 |
1.3232 |
1.3445 |
1.4108 |
|
| S4 |
1.2613 |
1.2826 |
1.3938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4875 |
1.4200 |
0.0675 |
4.7% |
0.0224 |
1.6% |
21% |
False |
False |
1,147 |
| 10 |
1.4875 |
1.4200 |
0.0675 |
4.7% |
0.0172 |
1.2% |
21% |
False |
False |
975 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.4% |
0.0158 |
1.1% |
31% |
False |
False |
700 |
| 40 |
1.4875 |
1.3814 |
0.1061 |
7.4% |
0.0132 |
0.9% |
50% |
False |
False |
532 |
| 60 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0103 |
0.7% |
64% |
False |
False |
369 |
| 80 |
1.4875 |
1.3236 |
0.1639 |
11.4% |
0.0085 |
0.6% |
67% |
False |
False |
278 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0074 |
0.5% |
74% |
False |
False |
223 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0062 |
0.4% |
74% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4945 |
|
2.618 |
1.4719 |
|
1.618 |
1.4581 |
|
1.000 |
1.4496 |
|
0.618 |
1.4443 |
|
HIGH |
1.4358 |
|
0.618 |
1.4305 |
|
0.500 |
1.4289 |
|
0.382 |
1.4273 |
|
LOW |
1.4220 |
|
0.618 |
1.4135 |
|
1.000 |
1.4082 |
|
1.618 |
1.3997 |
|
2.618 |
1.3859 |
|
4.250 |
1.3634 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4324 |
1.4364 |
| PP |
1.4306 |
1.4356 |
| S1 |
1.4289 |
1.4349 |
|