CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4765 |
1.4481 |
-0.0284 |
-1.9% |
1.4766 |
| High |
1.4831 |
1.4527 |
-0.0304 |
-2.0% |
1.4875 |
| Low |
1.4459 |
1.4256 |
-0.0203 |
-1.4% |
1.4256 |
| Close |
1.4463 |
1.4278 |
-0.0185 |
-1.3% |
1.4278 |
| Range |
0.0372 |
0.0271 |
-0.0101 |
-27.2% |
0.0619 |
| ATR |
0.0145 |
0.0154 |
0.0009 |
6.2% |
0.0000 |
| Volume |
895 |
2,025 |
1,130 |
126.3% |
5,321 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5167 |
1.4993 |
1.4427 |
|
| R3 |
1.4896 |
1.4722 |
1.4353 |
|
| R2 |
1.4625 |
1.4625 |
1.4328 |
|
| R1 |
1.4451 |
1.4451 |
1.4303 |
1.4403 |
| PP |
1.4354 |
1.4354 |
1.4354 |
1.4329 |
| S1 |
1.4180 |
1.4180 |
1.4253 |
1.4132 |
| S2 |
1.4083 |
1.4083 |
1.4228 |
|
| S3 |
1.3812 |
1.3909 |
1.4203 |
|
| S4 |
1.3541 |
1.3638 |
1.4129 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.5921 |
1.4618 |
|
| R3 |
1.5708 |
1.5302 |
1.4448 |
|
| R2 |
1.5089 |
1.5089 |
1.4391 |
|
| R1 |
1.4683 |
1.4683 |
1.4335 |
1.4577 |
| PP |
1.4470 |
1.4470 |
1.4470 |
1.4416 |
| S1 |
1.4064 |
1.4064 |
1.4221 |
1.3958 |
| S2 |
1.3851 |
1.3851 |
1.4165 |
|
| S3 |
1.3232 |
1.3445 |
1.4108 |
|
| S4 |
1.2613 |
1.2826 |
1.3938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4875 |
1.4256 |
0.0619 |
4.3% |
0.0214 |
1.5% |
4% |
False |
True |
1,064 |
| 10 |
1.4875 |
1.4256 |
0.0619 |
4.3% |
0.0165 |
1.2% |
4% |
False |
True |
849 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.4% |
0.0151 |
1.1% |
23% |
False |
False |
667 |
| 40 |
1.4875 |
1.3775 |
0.1100 |
7.7% |
0.0128 |
0.9% |
46% |
False |
False |
489 |
| 60 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0100 |
0.7% |
60% |
False |
False |
336 |
| 80 |
1.4875 |
1.3020 |
0.1855 |
13.0% |
0.0083 |
0.6% |
68% |
False |
False |
253 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0072 |
0.5% |
71% |
False |
False |
203 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0060 |
0.4% |
71% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5679 |
|
2.618 |
1.5236 |
|
1.618 |
1.4965 |
|
1.000 |
1.4798 |
|
0.618 |
1.4694 |
|
HIGH |
1.4527 |
|
0.618 |
1.4423 |
|
0.500 |
1.4392 |
|
0.382 |
1.4360 |
|
LOW |
1.4256 |
|
0.618 |
1.4089 |
|
1.000 |
1.3985 |
|
1.618 |
1.3818 |
|
2.618 |
1.3547 |
|
4.250 |
1.3104 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4392 |
1.4566 |
| PP |
1.4354 |
1.4470 |
| S1 |
1.4316 |
1.4374 |
|