CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4760 |
1.4766 |
0.0006 |
0.0% |
1.4504 |
| High |
1.4823 |
1.4875 |
0.0052 |
0.4% |
1.4813 |
| Low |
1.4694 |
1.4713 |
0.0019 |
0.1% |
1.4437 |
| Close |
1.4755 |
1.4783 |
0.0028 |
0.2% |
1.4774 |
| Range |
0.0129 |
0.0162 |
0.0033 |
25.6% |
0.0376 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.1% |
0.0000 |
| Volume |
793 |
815 |
22 |
2.8% |
3,174 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5276 |
1.5192 |
1.4872 |
|
| R3 |
1.5114 |
1.5030 |
1.4828 |
|
| R2 |
1.4952 |
1.4952 |
1.4813 |
|
| R1 |
1.4868 |
1.4868 |
1.4798 |
1.4910 |
| PP |
1.4790 |
1.4790 |
1.4790 |
1.4812 |
| S1 |
1.4706 |
1.4706 |
1.4768 |
1.4748 |
| S2 |
1.4628 |
1.4628 |
1.4753 |
|
| S3 |
1.4466 |
1.4544 |
1.4738 |
|
| S4 |
1.4304 |
1.4382 |
1.4694 |
|
|
| 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 |
1.4875 |
1.4694 |
0.0181 |
1.2% |
0.0120 |
0.8% |
49% |
True |
False |
810 |
| 10 |
1.4875 |
1.4282 |
0.0593 |
4.0% |
0.0134 |
0.9% |
84% |
True |
False |
647 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.2% |
0.0128 |
0.9% |
88% |
True |
False |
557 |
| 40 |
1.4875 |
1.3720 |
0.1155 |
7.8% |
0.0114 |
0.8% |
92% |
True |
False |
419 |
| 60 |
1.4875 |
1.3395 |
0.1480 |
10.0% |
0.0090 |
0.6% |
94% |
True |
False |
287 |
| 80 |
1.4875 |
1.2838 |
0.2037 |
13.8% |
0.0076 |
0.5% |
95% |
True |
False |
216 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
13.8% |
0.0065 |
0.4% |
95% |
True |
False |
173 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
13.8% |
0.0054 |
0.4% |
95% |
True |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5564 |
|
2.618 |
1.5299 |
|
1.618 |
1.5137 |
|
1.000 |
1.5037 |
|
0.618 |
1.4975 |
|
HIGH |
1.4875 |
|
0.618 |
1.4813 |
|
0.500 |
1.4794 |
|
0.382 |
1.4775 |
|
LOW |
1.4713 |
|
0.618 |
1.4613 |
|
1.000 |
1.4551 |
|
1.618 |
1.4451 |
|
2.618 |
1.4289 |
|
4.250 |
1.4025 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4794 |
1.4785 |
| PP |
1.4790 |
1.4784 |
| S1 |
1.4787 |
1.4784 |
|