CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4296 |
1.4353 |
0.0057 |
0.4% |
1.4766 |
| High |
1.4358 |
1.4366 |
0.0008 |
0.1% |
1.4875 |
| Low |
1.4220 |
1.4119 |
-0.0101 |
-0.7% |
1.4256 |
| Close |
1.4341 |
1.4142 |
-0.0199 |
-1.4% |
1.4278 |
| Range |
0.0138 |
0.0247 |
0.0109 |
79.0% |
0.0619 |
| ATR |
0.0154 |
0.0161 |
0.0007 |
4.3% |
0.0000 |
| Volume |
979 |
465 |
-514 |
-52.5% |
5,321 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4950 |
1.4793 |
1.4278 |
|
| R3 |
1.4703 |
1.4546 |
1.4210 |
|
| R2 |
1.4456 |
1.4456 |
1.4187 |
|
| R1 |
1.4299 |
1.4299 |
1.4165 |
1.4254 |
| PP |
1.4209 |
1.4209 |
1.4209 |
1.4187 |
| S1 |
1.4052 |
1.4052 |
1.4119 |
1.4007 |
| S2 |
1.3962 |
1.3962 |
1.4097 |
|
| S3 |
1.3715 |
1.3805 |
1.4074 |
|
| S4 |
1.3468 |
1.3558 |
1.4006 |
|
|
| 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 |
1.4831 |
1.4119 |
0.0712 |
5.0% |
0.0241 |
1.7% |
3% |
False |
True |
1,077 |
| 10 |
1.4875 |
1.4119 |
0.0756 |
5.3% |
0.0180 |
1.3% |
3% |
False |
True |
943 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.5% |
0.0164 |
1.2% |
5% |
False |
False |
711 |
| 40 |
1.4875 |
1.3827 |
0.1048 |
7.4% |
0.0134 |
1.0% |
30% |
False |
False |
539 |
| 60 |
1.4875 |
1.3470 |
0.1405 |
9.9% |
0.0107 |
0.8% |
48% |
False |
False |
377 |
| 80 |
1.4875 |
1.3236 |
0.1639 |
11.6% |
0.0088 |
0.6% |
55% |
False |
False |
283 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0076 |
0.5% |
64% |
False |
False |
227 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0064 |
0.5% |
64% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5416 |
|
2.618 |
1.5013 |
|
1.618 |
1.4766 |
|
1.000 |
1.4613 |
|
0.618 |
1.4519 |
|
HIGH |
1.4366 |
|
0.618 |
1.4272 |
|
0.500 |
1.4243 |
|
0.382 |
1.4213 |
|
LOW |
1.4119 |
|
0.618 |
1.3966 |
|
1.000 |
1.3872 |
|
1.618 |
1.3719 |
|
2.618 |
1.3472 |
|
4.250 |
1.3069 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4243 |
1.4248 |
| PP |
1.4209 |
1.4213 |
| S1 |
1.4176 |
1.4177 |
|