CME Euro FX (E) Future December 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 |
1.4720 |
1.4731 |
0.0011 |
0.1% |
1.4480 |
| High |
1.4720 |
1.4731 |
0.0011 |
0.1% |
1.4735 |
| Low |
1.4720 |
1.4417 |
-0.0303 |
-2.1% |
1.4480 |
| Close |
1.4729 |
1.4415 |
-0.0314 |
-2.1% |
1.4726 |
| Range |
0.0000 |
0.0314 |
0.0314 |
|
0.0255 |
| ATR |
0.0068 |
0.0086 |
0.0018 |
25.8% |
0.0000 |
| Volume |
3 |
16 |
13 |
433.3% |
8 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5463 |
1.5253 |
1.4588 |
|
| R3 |
1.5149 |
1.4939 |
1.4501 |
|
| R2 |
1.4835 |
1.4835 |
1.4473 |
|
| R1 |
1.4625 |
1.4625 |
1.4444 |
1.4573 |
| PP |
1.4521 |
1.4521 |
1.4521 |
1.4495 |
| S1 |
1.4311 |
1.4311 |
1.4386 |
1.4259 |
| S2 |
1.4207 |
1.4207 |
1.4357 |
|
| S3 |
1.3893 |
1.3997 |
1.4329 |
|
| S4 |
1.3579 |
1.3683 |
1.4242 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5412 |
1.5324 |
1.4866 |
|
| R3 |
1.5157 |
1.5069 |
1.4796 |
|
| R2 |
1.4902 |
1.4902 |
1.4773 |
|
| R1 |
1.4814 |
1.4814 |
1.4749 |
1.4858 |
| PP |
1.4647 |
1.4647 |
1.4647 |
1.4669 |
| S1 |
1.4559 |
1.4559 |
1.4703 |
1.4603 |
| S2 |
1.4392 |
1.4392 |
1.4679 |
|
| S3 |
1.4137 |
1.4304 |
1.4656 |
|
| S4 |
1.3882 |
1.4049 |
1.4586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4735 |
1.4417 |
0.0318 |
2.2% |
0.0076 |
0.5% |
-1% |
False |
True |
7 |
| 10 |
1.4735 |
1.4417 |
0.0318 |
2.2% |
0.0051 |
0.4% |
-1% |
False |
True |
6 |
| 20 |
1.4735 |
1.4074 |
0.0661 |
4.6% |
0.0045 |
0.3% |
52% |
False |
False |
4 |
| 40 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0027 |
0.2% |
69% |
False |
False |
6 |
| 60 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0019 |
0.1% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6066 |
|
2.618 |
1.5553 |
|
1.618 |
1.5239 |
|
1.000 |
1.5045 |
|
0.618 |
1.4925 |
|
HIGH |
1.4731 |
|
0.618 |
1.4611 |
|
0.500 |
1.4574 |
|
0.382 |
1.4537 |
|
LOW |
1.4417 |
|
0.618 |
1.4223 |
|
1.000 |
1.4103 |
|
1.618 |
1.3909 |
|
2.618 |
1.3595 |
|
4.250 |
1.3083 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4574 |
1.4574 |
| PP |
1.4521 |
1.4521 |
| S1 |
1.4468 |
1.4468 |
|