CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4151 |
1.4225 |
0.0074 |
0.5% |
1.4351 |
| High |
1.4232 |
1.4279 |
0.0047 |
0.3% |
1.4430 |
| Low |
1.4112 |
1.4186 |
0.0074 |
0.5% |
1.4056 |
| Close |
1.4218 |
1.4216 |
-0.0002 |
0.0% |
1.4100 |
| Range |
0.0120 |
0.0093 |
-0.0027 |
-22.5% |
0.0374 |
| ATR |
0.0176 |
0.0170 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
347,068 |
283,754 |
-63,314 |
-18.2% |
1,788,260 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4506 |
1.4454 |
1.4267 |
|
| R3 |
1.4413 |
1.4361 |
1.4242 |
|
| R2 |
1.4320 |
1.4320 |
1.4233 |
|
| R1 |
1.4268 |
1.4268 |
1.4225 |
1.4248 |
| PP |
1.4227 |
1.4227 |
1.4227 |
1.4217 |
| S1 |
1.4175 |
1.4175 |
1.4207 |
1.4155 |
| S2 |
1.4134 |
1.4134 |
1.4199 |
|
| S3 |
1.4041 |
1.4082 |
1.4190 |
|
| S4 |
1.3948 |
1.3989 |
1.4165 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5317 |
1.5083 |
1.4306 |
|
| R3 |
1.4943 |
1.4709 |
1.4203 |
|
| R2 |
1.4569 |
1.4569 |
1.4169 |
|
| R1 |
1.4335 |
1.4335 |
1.4134 |
1.4265 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4161 |
| S1 |
1.3961 |
1.3961 |
1.4066 |
1.3891 |
| S2 |
1.3821 |
1.3821 |
1.4031 |
|
| S3 |
1.3447 |
1.3587 |
1.3997 |
|
| S4 |
1.3073 |
1.3213 |
1.3894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4330 |
1.4038 |
0.0292 |
2.1% |
0.0167 |
1.2% |
61% |
False |
False |
336,405 |
| 10 |
1.4884 |
1.4038 |
0.0846 |
6.0% |
0.0209 |
1.5% |
21% |
False |
False |
375,089 |
| 20 |
1.4925 |
1.4038 |
0.0887 |
6.2% |
0.0176 |
1.2% |
20% |
False |
False |
309,253 |
| 40 |
1.4925 |
1.4000 |
0.0925 |
6.5% |
0.0154 |
1.1% |
23% |
False |
False |
295,140 |
| 60 |
1.4925 |
1.3646 |
0.1279 |
9.0% |
0.0144 |
1.0% |
45% |
False |
False |
243,511 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0139 |
1.0% |
53% |
False |
False |
182,824 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0139 |
1.0% |
66% |
False |
False |
146,371 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0134 |
0.9% |
66% |
False |
False |
121,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4674 |
|
2.618 |
1.4522 |
|
1.618 |
1.4429 |
|
1.000 |
1.4372 |
|
0.618 |
1.4336 |
|
HIGH |
1.4279 |
|
0.618 |
1.4243 |
|
0.500 |
1.4233 |
|
0.382 |
1.4222 |
|
LOW |
1.4186 |
|
0.618 |
1.4129 |
|
1.000 |
1.4093 |
|
1.618 |
1.4036 |
|
2.618 |
1.3943 |
|
4.250 |
1.3791 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4233 |
1.4197 |
| PP |
1.4227 |
1.4178 |
| S1 |
1.4222 |
1.4159 |
|