CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4353 |
1.4148 |
-0.0205 |
-1.4% |
1.4766 |
| High |
1.4366 |
1.4224 |
-0.0142 |
-1.0% |
1.4875 |
| Low |
1.4119 |
1.4076 |
-0.0043 |
-0.3% |
1.4256 |
| Close |
1.4142 |
1.4176 |
0.0034 |
0.2% |
1.4278 |
| Range |
0.0247 |
0.0148 |
-0.0099 |
-40.1% |
0.0619 |
| ATR |
0.0161 |
0.0160 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
465 |
1,431 |
966 |
207.7% |
5,321 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4603 |
1.4537 |
1.4257 |
|
| R3 |
1.4455 |
1.4389 |
1.4217 |
|
| R2 |
1.4307 |
1.4307 |
1.4203 |
|
| R1 |
1.4241 |
1.4241 |
1.4190 |
1.4274 |
| PP |
1.4159 |
1.4159 |
1.4159 |
1.4175 |
| S1 |
1.4093 |
1.4093 |
1.4162 |
1.4126 |
| S2 |
1.4011 |
1.4011 |
1.4149 |
|
| S3 |
1.3863 |
1.3945 |
1.4135 |
|
| S4 |
1.3715 |
1.3797 |
1.4095 |
|
|
| 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 |
1.4527 |
1.4076 |
0.0451 |
3.2% |
0.0196 |
1.4% |
22% |
False |
True |
1,184 |
| 10 |
1.4875 |
1.4076 |
0.0799 |
5.6% |
0.0185 |
1.3% |
13% |
False |
True |
1,013 |
| 20 |
1.4875 |
1.4076 |
0.0799 |
5.6% |
0.0166 |
1.2% |
13% |
False |
True |
767 |
| 40 |
1.4875 |
1.3874 |
0.1001 |
7.1% |
0.0135 |
1.0% |
30% |
False |
False |
558 |
| 60 |
1.4875 |
1.3470 |
0.1405 |
9.9% |
0.0109 |
0.8% |
50% |
False |
False |
400 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0090 |
0.6% |
53% |
False |
False |
301 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0077 |
0.5% |
66% |
False |
False |
241 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0066 |
0.5% |
66% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4853 |
|
2.618 |
1.4611 |
|
1.618 |
1.4463 |
|
1.000 |
1.4372 |
|
0.618 |
1.4315 |
|
HIGH |
1.4224 |
|
0.618 |
1.4167 |
|
0.500 |
1.4150 |
|
0.382 |
1.4133 |
|
LOW |
1.4076 |
|
0.618 |
1.3985 |
|
1.000 |
1.3928 |
|
1.618 |
1.3837 |
|
2.618 |
1.3689 |
|
4.250 |
1.3447 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4167 |
1.4221 |
| PP |
1.4159 |
1.4206 |
| S1 |
1.4150 |
1.4191 |
|