CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4303 |
1.4130 |
-0.0173 |
-1.2% |
1.4071 |
| High |
1.4339 |
1.4139 |
-0.0200 |
-1.4% |
1.4339 |
| Low |
1.4126 |
1.3963 |
-0.0163 |
-1.2% |
1.4038 |
| Close |
1.4198 |
1.4054 |
-0.0144 |
-1.0% |
1.4198 |
| Range |
0.0213 |
0.0176 |
-0.0037 |
-17.4% |
0.0301 |
| ATR |
0.0170 |
0.0174 |
0.0005 |
2.8% |
0.0000 |
| Volume |
416,968 |
407,144 |
-9,824 |
-2.4% |
1,704,528 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4580 |
1.4493 |
1.4151 |
|
| R3 |
1.4404 |
1.4317 |
1.4102 |
|
| R2 |
1.4228 |
1.4228 |
1.4086 |
|
| R1 |
1.4141 |
1.4141 |
1.4070 |
1.4097 |
| PP |
1.4052 |
1.4052 |
1.4052 |
1.4030 |
| S1 |
1.3965 |
1.3965 |
1.4038 |
1.3921 |
| S2 |
1.3876 |
1.3876 |
1.4022 |
|
| S3 |
1.3700 |
1.3789 |
1.4006 |
|
| S4 |
1.3524 |
1.3613 |
1.3957 |
|
|
| 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 |
1.3963 |
0.0376 |
2.7% |
0.0145 |
1.0% |
24% |
False |
True |
360,022 |
| 10 |
1.4413 |
1.3963 |
0.0450 |
3.2% |
0.0174 |
1.2% |
20% |
False |
True |
352,269 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0178 |
1.3% |
9% |
False |
True |
338,976 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0155 |
1.1% |
9% |
False |
True |
303,668 |
| 60 |
1.4925 |
1.3696 |
0.1229 |
8.7% |
0.0147 |
1.0% |
29% |
False |
False |
262,845 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.8% |
0.0142 |
1.0% |
42% |
False |
False |
197,424 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.7% |
0.0141 |
1.0% |
58% |
False |
False |
158,059 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.7% |
0.0136 |
1.0% |
58% |
False |
False |
131,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4887 |
|
2.618 |
1.4600 |
|
1.618 |
1.4424 |
|
1.000 |
1.4315 |
|
0.618 |
1.4248 |
|
HIGH |
1.4139 |
|
0.618 |
1.4072 |
|
0.500 |
1.4051 |
|
0.382 |
1.4030 |
|
LOW |
1.3963 |
|
0.618 |
1.3854 |
|
1.000 |
1.3787 |
|
1.618 |
1.3678 |
|
2.618 |
1.3502 |
|
4.250 |
1.3215 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4053 |
1.4151 |
| PP |
1.4052 |
1.4119 |
| S1 |
1.4051 |
1.4086 |
|