CME Euro FX (E) Future December 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 |
1.4695 |
1.4720 |
0.0025 |
0.2% |
1.4480 |
High |
1.4718 |
1.4720 |
0.0002 |
0.0% |
1.4735 |
Low |
1.4674 |
1.4720 |
0.0046 |
0.3% |
1.4480 |
Close |
1.4706 |
1.4729 |
0.0023 |
0.2% |
1.4726 |
Range |
0.0044 |
0.0000 |
-0.0044 |
-100.0% |
0.0255 |
ATR |
0.0072 |
0.0068 |
-0.0004 |
-5.8% |
0.0000 |
Volume |
8 |
3 |
-5 |
-62.5% |
8 |
|
Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4723 |
1.4726 |
1.4729 |
|
R3 |
1.4723 |
1.4726 |
1.4729 |
|
R2 |
1.4723 |
1.4723 |
1.4729 |
|
R1 |
1.4726 |
1.4726 |
1.4729 |
1.4725 |
PP |
1.4723 |
1.4723 |
1.4723 |
1.4722 |
S1 |
1.4726 |
1.4726 |
1.4729 |
1.4725 |
S2 |
1.4723 |
1.4723 |
1.4729 |
|
S3 |
1.4723 |
1.4726 |
1.4729 |
|
S4 |
1.4723 |
1.4726 |
1.4729 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5412 |
1.5324 |
1.4866 |
|
R3 |
1.5157 |
1.5069 |
1.4796 |
|
R2 |
1.4902 |
1.4902 |
1.4773 |
|
R1 |
1.4814 |
1.4814 |
1.4749 |
1.4858 |
PP |
1.4647 |
1.4647 |
1.4647 |
1.4669 |
S1 |
1.4559 |
1.4559 |
1.4703 |
1.4603 |
S2 |
1.4392 |
1.4392 |
1.4679 |
|
S3 |
1.4137 |
1.4304 |
1.4656 |
|
S4 |
1.3882 |
1.4049 |
1.4586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4735 |
1.4674 |
0.0061 |
0.4% |
0.0018 |
0.1% |
90% |
False |
False |
4 |
10 |
1.4735 |
1.4360 |
0.0375 |
2.5% |
0.0030 |
0.2% |
98% |
False |
False |
5 |
20 |
1.4735 |
1.4074 |
0.0661 |
4.5% |
0.0030 |
0.2% |
99% |
False |
False |
3 |
40 |
1.4735 |
1.3705 |
0.1030 |
7.0% |
0.0020 |
0.1% |
99% |
False |
False |
6 |
60 |
1.4735 |
1.3415 |
0.1320 |
9.0% |
0.0014 |
0.1% |
100% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4720 |
2.618 |
1.4720 |
1.618 |
1.4720 |
1.000 |
1.4720 |
0.618 |
1.4720 |
HIGH |
1.4720 |
0.618 |
1.4720 |
0.500 |
1.4720 |
0.382 |
1.4720 |
LOW |
1.4720 |
0.618 |
1.4720 |
1.000 |
1.4720 |
1.618 |
1.4720 |
2.618 |
1.4720 |
4.250 |
1.4720 |
|
|
Fisher Pivots for day following 04-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4726 |
1.4721 |
PP |
1.4723 |
1.4713 |
S1 |
1.4720 |
1.4705 |
|