CME Euro FX (E) Future December 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 |
1.4229 |
1.4267 |
0.0038 |
0.3% |
1.4735 |
| High |
1.4275 |
1.4267 |
-0.0008 |
-0.1% |
1.4735 |
| Low |
1.4200 |
1.4218 |
0.0018 |
0.1% |
1.4250 |
| Close |
1.4234 |
1.4292 |
0.0058 |
0.4% |
1.4229 |
| Range |
0.0075 |
0.0049 |
-0.0026 |
-34.7% |
0.0485 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
5 |
37 |
32 |
640.0% |
50 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4398 |
1.4319 |
|
| R3 |
1.4357 |
1.4349 |
1.4305 |
|
| R2 |
1.4308 |
1.4308 |
1.4301 |
|
| R1 |
1.4300 |
1.4300 |
1.4296 |
1.4304 |
| PP |
1.4259 |
1.4259 |
1.4259 |
1.4261 |
| S1 |
1.4251 |
1.4251 |
1.4288 |
1.4255 |
| S2 |
1.4210 |
1.4210 |
1.4283 |
|
| S3 |
1.4161 |
1.4202 |
1.4279 |
|
| S4 |
1.4112 |
1.4153 |
1.4265 |
|
|
| 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% |
0.0118 |
0.8% |
17% |
False |
False |
15 |
| 10 |
1.4735 |
1.4200 |
0.0535 |
3.7% |
0.0078 |
0.5% |
17% |
False |
False |
9 |
| 20 |
1.4735 |
1.4074 |
0.0661 |
4.6% |
0.0058 |
0.4% |
33% |
False |
False |
7 |
| 40 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0033 |
0.2% |
53% |
False |
False |
7 |
| 60 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0023 |
0.2% |
66% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4475 |
|
2.618 |
1.4395 |
|
1.618 |
1.4346 |
|
1.000 |
1.4316 |
|
0.618 |
1.4297 |
|
HIGH |
1.4267 |
|
0.618 |
1.4248 |
|
0.500 |
1.4243 |
|
0.382 |
1.4237 |
|
LOW |
1.4218 |
|
0.618 |
1.4188 |
|
1.000 |
1.4169 |
|
1.618 |
1.4139 |
|
2.618 |
1.4090 |
|
4.250 |
1.4010 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4276 |
1.4300 |
| PP |
1.4259 |
1.4297 |
| S1 |
1.4243 |
1.4295 |
|