CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4807 |
1.4810 |
0.0003 |
0.0% |
1.4547 |
| High |
1.4862 |
1.4885 |
0.0023 |
0.2% |
1.4864 |
| Low |
1.4781 |
1.4744 |
-0.0037 |
-0.3% |
1.4476 |
| Close |
1.4820 |
1.4830 |
0.0010 |
0.1% |
1.4820 |
| Range |
0.0081 |
0.0141 |
0.0060 |
74.1% |
0.0388 |
| ATR |
0.0138 |
0.0139 |
0.0000 |
0.1% |
0.0000 |
| Volume |
174,442 |
211,150 |
36,708 |
21.0% |
991,148 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5243 |
1.5177 |
1.4908 |
|
| R3 |
1.5102 |
1.5036 |
1.4869 |
|
| R2 |
1.4961 |
1.4961 |
1.4856 |
|
| R1 |
1.4895 |
1.4895 |
1.4843 |
1.4928 |
| PP |
1.4820 |
1.4820 |
1.4820 |
1.4836 |
| S1 |
1.4754 |
1.4754 |
1.4817 |
1.4787 |
| S2 |
1.4679 |
1.4679 |
1.4804 |
|
| S3 |
1.4538 |
1.4613 |
1.4791 |
|
| S4 |
1.4397 |
1.4472 |
1.4752 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5740 |
1.5033 |
|
| R3 |
1.5496 |
1.5352 |
1.4927 |
|
| R2 |
1.5108 |
1.5108 |
1.4891 |
|
| R1 |
1.4964 |
1.4964 |
1.4856 |
1.5036 |
| PP |
1.4720 |
1.4720 |
1.4720 |
1.4756 |
| S1 |
1.4576 |
1.4576 |
1.4784 |
1.4648 |
| S2 |
1.4332 |
1.4332 |
1.4749 |
|
| S3 |
1.3944 |
1.4188 |
1.4713 |
|
| S4 |
1.3556 |
1.3800 |
1.4607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4885 |
1.4476 |
0.0409 |
2.8% |
0.0132 |
0.9% |
87% |
True |
False |
240,459 |
| 10 |
1.4885 |
1.4137 |
0.0748 |
5.0% |
0.0154 |
1.0% |
93% |
True |
False |
243,303 |
| 20 |
1.4885 |
1.4131 |
0.0754 |
5.1% |
0.0136 |
0.9% |
93% |
True |
False |
253,351 |
| 40 |
1.4885 |
1.3733 |
0.1152 |
7.8% |
0.0133 |
0.9% |
95% |
True |
False |
253,867 |
| 60 |
1.4885 |
1.3411 |
0.1474 |
9.9% |
0.0128 |
0.9% |
96% |
True |
False |
170,214 |
| 80 |
1.4885 |
1.2864 |
0.2021 |
13.6% |
0.0132 |
0.9% |
97% |
True |
False |
127,843 |
| 100 |
1.4885 |
1.2864 |
0.2021 |
13.6% |
0.0129 |
0.9% |
97% |
True |
False |
102,308 |
| 120 |
1.4885 |
1.2864 |
0.2021 |
13.6% |
0.0117 |
0.8% |
97% |
True |
False |
85,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5484 |
|
2.618 |
1.5254 |
|
1.618 |
1.5113 |
|
1.000 |
1.5026 |
|
0.618 |
1.4972 |
|
HIGH |
1.4885 |
|
0.618 |
1.4831 |
|
0.500 |
1.4815 |
|
0.382 |
1.4798 |
|
LOW |
1.4744 |
|
0.618 |
1.4657 |
|
1.000 |
1.4603 |
|
1.618 |
1.4516 |
|
2.618 |
1.4375 |
|
4.250 |
1.4145 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4825 |
1.4825 |
| PP |
1.4820 |
1.4820 |
| S1 |
1.4815 |
1.4815 |
|