CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4225 |
1.4244 |
0.0019 |
0.1% |
1.4351 |
| High |
1.4279 |
1.4319 |
0.0040 |
0.3% |
1.4430 |
| Low |
1.4186 |
1.4198 |
0.0012 |
0.1% |
1.4056 |
| Close |
1.4216 |
1.4303 |
0.0087 |
0.6% |
1.4100 |
| Range |
0.0093 |
0.0121 |
0.0028 |
30.1% |
0.0374 |
| ATR |
0.0170 |
0.0166 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
283,754 |
345,179 |
61,425 |
21.6% |
1,788,260 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4636 |
1.4591 |
1.4370 |
|
| R3 |
1.4515 |
1.4470 |
1.4336 |
|
| R2 |
1.4394 |
1.4394 |
1.4325 |
|
| R1 |
1.4349 |
1.4349 |
1.4314 |
1.4372 |
| PP |
1.4273 |
1.4273 |
1.4273 |
1.4285 |
| S1 |
1.4228 |
1.4228 |
1.4292 |
1.4251 |
| S2 |
1.4152 |
1.4152 |
1.4281 |
|
| S3 |
1.4031 |
1.4107 |
1.4270 |
|
| S4 |
1.3910 |
1.3986 |
1.4236 |
|
|
| 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 |
2.0% |
0.0161 |
1.1% |
91% |
False |
False |
332,646 |
| 10 |
1.4575 |
1.4038 |
0.0537 |
3.8% |
0.0182 |
1.3% |
49% |
False |
False |
359,783 |
| 20 |
1.4925 |
1.4038 |
0.0887 |
6.2% |
0.0171 |
1.2% |
30% |
False |
False |
311,392 |
| 40 |
1.4925 |
1.4000 |
0.0925 |
6.5% |
0.0153 |
1.1% |
33% |
False |
False |
296,083 |
| 60 |
1.4925 |
1.3683 |
0.1242 |
8.7% |
0.0144 |
1.0% |
50% |
False |
False |
249,185 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0139 |
1.0% |
59% |
False |
False |
187,132 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0140 |
1.0% |
70% |
False |
False |
149,819 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0135 |
0.9% |
70% |
False |
False |
124,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4833 |
|
2.618 |
1.4636 |
|
1.618 |
1.4515 |
|
1.000 |
1.4440 |
|
0.618 |
1.4394 |
|
HIGH |
1.4319 |
|
0.618 |
1.4273 |
|
0.500 |
1.4259 |
|
0.382 |
1.4244 |
|
LOW |
1.4198 |
|
0.618 |
1.4123 |
|
1.000 |
1.4077 |
|
1.618 |
1.4002 |
|
2.618 |
1.3881 |
|
4.250 |
1.3684 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4288 |
1.4274 |
| PP |
1.4273 |
1.4245 |
| S1 |
1.4259 |
1.4216 |
|