CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4400 |
1.4229 |
-0.0171 |
-1.2% |
1.4735 |
| High |
1.4400 |
1.4275 |
-0.0125 |
-0.9% |
1.4735 |
| Low |
1.4250 |
1.4200 |
-0.0050 |
-0.4% |
1.4250 |
| Close |
1.4229 |
1.4234 |
0.0005 |
0.0% |
1.4229 |
| Range |
0.0150 |
0.0075 |
-0.0075 |
-50.0% |
0.0485 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
15 |
5 |
-10 |
-66.7% |
50 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4461 |
1.4423 |
1.4275 |
|
| R3 |
1.4386 |
1.4348 |
1.4255 |
|
| R2 |
1.4311 |
1.4311 |
1.4248 |
|
| R1 |
1.4273 |
1.4273 |
1.4241 |
1.4292 |
| PP |
1.4236 |
1.4236 |
1.4236 |
1.4246 |
| S1 |
1.4198 |
1.4198 |
1.4227 |
1.4217 |
| S2 |
1.4161 |
1.4161 |
1.4220 |
|
| S3 |
1.4086 |
1.4123 |
1.4213 |
|
| S4 |
1.4011 |
1.4048 |
1.4193 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5860 |
1.5529 |
1.4496 |
|
| R3 |
1.5375 |
1.5044 |
1.4362 |
|
| R2 |
1.4890 |
1.4890 |
1.4318 |
|
| R1 |
1.4559 |
1.4559 |
1.4273 |
1.4482 |
| PP |
1.4405 |
1.4405 |
1.4405 |
1.4366 |
| S1 |
1.4074 |
1.4074 |
1.4185 |
1.3997 |
| S2 |
1.3920 |
1.3920 |
1.4140 |
|
| S3 |
1.3435 |
1.3589 |
1.4096 |
|
| S4 |
1.2950 |
1.3104 |
1.3962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4731 |
1.4200 |
0.0531 |
3.7% |
0.0117 |
0.8% |
6% |
False |
True |
9 |
| 10 |
1.4735 |
1.4200 |
0.0535 |
3.8% |
0.0073 |
0.5% |
6% |
False |
True |
6 |
| 20 |
1.4735 |
1.4074 |
0.0661 |
4.6% |
0.0057 |
0.4% |
24% |
False |
False |
5 |
| 40 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0033 |
0.2% |
47% |
False |
False |
6 |
| 60 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0023 |
0.2% |
62% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4594 |
|
2.618 |
1.4471 |
|
1.618 |
1.4396 |
|
1.000 |
1.4350 |
|
0.618 |
1.4321 |
|
HIGH |
1.4275 |
|
0.618 |
1.4246 |
|
0.500 |
1.4238 |
|
0.382 |
1.4229 |
|
LOW |
1.4200 |
|
0.618 |
1.4154 |
|
1.000 |
1.4125 |
|
1.618 |
1.4079 |
|
2.618 |
1.4004 |
|
4.250 |
1.3881 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4238 |
1.4466 |
| PP |
1.4236 |
1.4388 |
| S1 |
1.4235 |
1.4311 |
|