CME Euro FX (E) Future September 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 |
1.4780 |
1.4766 |
-0.0014 |
-0.1% |
1.4504 |
| High |
1.4808 |
1.4836 |
0.0028 |
0.2% |
1.4813 |
| Low |
1.4738 |
1.4701 |
-0.0037 |
-0.3% |
1.4437 |
| Close |
1.4774 |
1.4783 |
0.0009 |
0.1% |
1.4774 |
| Range |
0.0070 |
0.0135 |
0.0065 |
92.9% |
0.0376 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
0.6% |
0.0000 |
| Volume |
915 |
793 |
-122 |
-13.3% |
3,174 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5178 |
1.5116 |
1.4857 |
|
| R3 |
1.5043 |
1.4981 |
1.4820 |
|
| R2 |
1.4908 |
1.4908 |
1.4808 |
|
| R1 |
1.4846 |
1.4846 |
1.4795 |
1.4877 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4789 |
| S1 |
1.4711 |
1.4711 |
1.4771 |
1.4742 |
| S2 |
1.4638 |
1.4638 |
1.4758 |
|
| S3 |
1.4503 |
1.4576 |
1.4746 |
|
| S4 |
1.4368 |
1.4441 |
1.4709 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5664 |
1.4981 |
|
| R3 |
1.5427 |
1.5288 |
1.4877 |
|
| R2 |
1.5051 |
1.5051 |
1.4843 |
|
| R1 |
1.4912 |
1.4912 |
1.4808 |
1.4982 |
| PP |
1.4675 |
1.4675 |
1.4675 |
1.4709 |
| S1 |
1.4536 |
1.4536 |
1.4740 |
1.4606 |
| S2 |
1.4299 |
1.4299 |
1.4705 |
|
| S3 |
1.3923 |
1.4160 |
1.4671 |
|
| S4 |
1.3547 |
1.3784 |
1.4567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4836 |
1.4437 |
0.0399 |
2.7% |
0.0125 |
0.8% |
87% |
True |
False |
695 |
| 10 |
1.4836 |
1.4100 |
0.0736 |
5.0% |
0.0143 |
1.0% |
93% |
True |
False |
621 |
| 20 |
1.4836 |
1.4097 |
0.0739 |
5.0% |
0.0120 |
0.8% |
93% |
True |
False |
490 |
| 40 |
1.4836 |
1.3720 |
0.1116 |
7.5% |
0.0111 |
0.7% |
95% |
True |
False |
379 |
| 60 |
1.4836 |
1.3395 |
0.1441 |
9.7% |
0.0087 |
0.6% |
96% |
True |
False |
260 |
| 80 |
1.4836 |
1.2838 |
0.1998 |
13.5% |
0.0073 |
0.5% |
97% |
True |
False |
196 |
| 100 |
1.4836 |
1.2838 |
0.1998 |
13.5% |
0.0062 |
0.4% |
97% |
True |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5410 |
|
2.618 |
1.5189 |
|
1.618 |
1.5054 |
|
1.000 |
1.4971 |
|
0.618 |
1.4919 |
|
HIGH |
1.4836 |
|
0.618 |
1.4784 |
|
0.500 |
1.4769 |
|
0.382 |
1.4753 |
|
LOW |
1.4701 |
|
0.618 |
1.4618 |
|
1.000 |
1.4566 |
|
1.618 |
1.4483 |
|
2.618 |
1.4348 |
|
4.250 |
1.4127 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4778 |
1.4778 |
| PP |
1.4773 |
1.4773 |
| S1 |
1.4769 |
1.4769 |
|