CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4481 |
1.4312 |
-0.0169 |
-1.2% |
1.4766 |
| High |
1.4527 |
1.4377 |
-0.0150 |
-1.0% |
1.4875 |
| Low |
1.4256 |
1.4200 |
-0.0056 |
-0.4% |
1.4256 |
| Close |
1.4278 |
1.4281 |
0.0003 |
0.0% |
1.4278 |
| Range |
0.0271 |
0.0177 |
-0.0094 |
-34.7% |
0.0619 |
| ATR |
0.0154 |
0.0156 |
0.0002 |
1.1% |
0.0000 |
| Volume |
2,025 |
1,023 |
-1,002 |
-49.5% |
5,321 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4817 |
1.4726 |
1.4378 |
|
| R3 |
1.4640 |
1.4549 |
1.4330 |
|
| R2 |
1.4463 |
1.4463 |
1.4313 |
|
| R1 |
1.4372 |
1.4372 |
1.4297 |
1.4329 |
| PP |
1.4286 |
1.4286 |
1.4286 |
1.4265 |
| S1 |
1.4195 |
1.4195 |
1.4265 |
1.4152 |
| S2 |
1.4109 |
1.4109 |
1.4249 |
|
| S3 |
1.3932 |
1.4018 |
1.4232 |
|
| S4 |
1.3755 |
1.3841 |
1.4184 |
|
|
| 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 |
1.4200 |
0.0675 |
4.7% |
0.0222 |
1.6% |
12% |
False |
True |
1,110 |
| 10 |
1.4875 |
1.4200 |
0.0675 |
4.7% |
0.0174 |
1.2% |
12% |
False |
True |
903 |
| 20 |
1.4875 |
1.4100 |
0.0775 |
5.4% |
0.0153 |
1.1% |
23% |
False |
False |
698 |
| 40 |
1.4875 |
1.3814 |
0.1061 |
7.4% |
0.0130 |
0.9% |
44% |
False |
False |
511 |
| 60 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0102 |
0.7% |
60% |
False |
False |
353 |
| 80 |
1.4875 |
1.3153 |
0.1722 |
12.1% |
0.0084 |
0.6% |
66% |
False |
False |
266 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0072 |
0.5% |
71% |
False |
False |
213 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0061 |
0.4% |
71% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5129 |
|
2.618 |
1.4840 |
|
1.618 |
1.4663 |
|
1.000 |
1.4554 |
|
0.618 |
1.4486 |
|
HIGH |
1.4377 |
|
0.618 |
1.4309 |
|
0.500 |
1.4289 |
|
0.382 |
1.4268 |
|
LOW |
1.4200 |
|
0.618 |
1.4091 |
|
1.000 |
1.4023 |
|
1.618 |
1.3914 |
|
2.618 |
1.3737 |
|
4.250 |
1.3448 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4289 |
1.4516 |
| PP |
1.4286 |
1.4437 |
| S1 |
1.4284 |
1.4359 |
|