CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4244 |
1.4303 |
0.0059 |
0.4% |
1.4071 |
| High |
1.4319 |
1.4339 |
0.0020 |
0.1% |
1.4339 |
| Low |
1.4198 |
1.4126 |
-0.0072 |
-0.5% |
1.4038 |
| Close |
1.4303 |
1.4198 |
-0.0105 |
-0.7% |
1.4198 |
| Range |
0.0121 |
0.0213 |
0.0092 |
76.0% |
0.0301 |
| ATR |
0.0166 |
0.0170 |
0.0003 |
2.0% |
0.0000 |
| Volume |
345,179 |
416,968 |
71,789 |
20.8% |
1,704,528 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4860 |
1.4742 |
1.4315 |
|
| R3 |
1.4647 |
1.4529 |
1.4257 |
|
| R2 |
1.4434 |
1.4434 |
1.4237 |
|
| R1 |
1.4316 |
1.4316 |
1.4218 |
1.4269 |
| PP |
1.4221 |
1.4221 |
1.4221 |
1.4197 |
| S1 |
1.4103 |
1.4103 |
1.4178 |
1.4056 |
| S2 |
1.4008 |
1.4008 |
1.4159 |
|
| S3 |
1.3795 |
1.3890 |
1.4139 |
|
| S4 |
1.3582 |
1.3677 |
1.4081 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5095 |
1.4947 |
1.4364 |
|
| R3 |
1.4794 |
1.4646 |
1.4281 |
|
| R2 |
1.4493 |
1.4493 |
1.4253 |
|
| R1 |
1.4345 |
1.4345 |
1.4226 |
1.4419 |
| PP |
1.4192 |
1.4192 |
1.4192 |
1.4229 |
| S1 |
1.4044 |
1.4044 |
1.4170 |
1.4118 |
| S2 |
1.3891 |
1.3891 |
1.4143 |
|
| S3 |
1.3590 |
1.3743 |
1.4115 |
|
| S4 |
1.3289 |
1.3442 |
1.4032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4339 |
1.4038 |
0.0301 |
2.1% |
0.0149 |
1.0% |
53% |
True |
False |
340,905 |
| 10 |
1.4430 |
1.4038 |
0.0392 |
2.8% |
0.0176 |
1.2% |
41% |
False |
False |
349,278 |
| 20 |
1.4925 |
1.4038 |
0.0887 |
6.2% |
0.0174 |
1.2% |
18% |
False |
False |
318,619 |
| 40 |
1.4925 |
1.4000 |
0.0925 |
6.5% |
0.0155 |
1.1% |
21% |
False |
False |
299,356 |
| 60 |
1.4925 |
1.3696 |
0.1229 |
8.7% |
0.0145 |
1.0% |
41% |
False |
False |
256,099 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.7% |
0.0141 |
1.0% |
52% |
False |
False |
192,340 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0141 |
1.0% |
65% |
False |
False |
153,988 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0135 |
1.0% |
65% |
False |
False |
128,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5244 |
|
2.618 |
1.4897 |
|
1.618 |
1.4684 |
|
1.000 |
1.4552 |
|
0.618 |
1.4471 |
|
HIGH |
1.4339 |
|
0.618 |
1.4258 |
|
0.500 |
1.4233 |
|
0.382 |
1.4207 |
|
LOW |
1.4126 |
|
0.618 |
1.3994 |
|
1.000 |
1.3913 |
|
1.618 |
1.3781 |
|
2.618 |
1.3568 |
|
4.250 |
1.3221 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4233 |
1.4233 |
| PP |
1.4221 |
1.4221 |
| S1 |
1.4210 |
1.4210 |
|