CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4078 |
1.4131 |
0.0053 |
0.4% |
1.4130 |
| High |
1.4203 |
1.4300 |
0.0097 |
0.7% |
1.4300 |
| Low |
1.4063 |
1.4122 |
0.0059 |
0.4% |
1.3963 |
| Close |
1.4137 |
1.4268 |
0.0131 |
0.9% |
1.4268 |
| Range |
0.0140 |
0.0178 |
0.0038 |
27.1% |
0.0337 |
| ATR |
0.0165 |
0.0166 |
0.0001 |
0.6% |
0.0000 |
| Volume |
371,820 |
323,799 |
-48,021 |
-12.9% |
1,787,096 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4764 |
1.4694 |
1.4366 |
|
| R3 |
1.4586 |
1.4516 |
1.4317 |
|
| R2 |
1.4408 |
1.4408 |
1.4301 |
|
| R1 |
1.4338 |
1.4338 |
1.4284 |
1.4373 |
| PP |
1.4230 |
1.4230 |
1.4230 |
1.4248 |
| S1 |
1.4160 |
1.4160 |
1.4252 |
1.4195 |
| S2 |
1.4052 |
1.4052 |
1.4235 |
|
| S3 |
1.3874 |
1.3982 |
1.4219 |
|
| S4 |
1.3696 |
1.3804 |
1.4170 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5188 |
1.5065 |
1.4453 |
|
| R3 |
1.4851 |
1.4728 |
1.4361 |
|
| R2 |
1.4514 |
1.4514 |
1.4330 |
|
| R1 |
1.4391 |
1.4391 |
1.4299 |
1.4453 |
| PP |
1.4177 |
1.4177 |
1.4177 |
1.4208 |
| S1 |
1.4054 |
1.4054 |
1.4237 |
1.4116 |
| S2 |
1.3840 |
1.3840 |
1.4206 |
|
| S3 |
1.3503 |
1.3717 |
1.4175 |
|
| S4 |
1.3166 |
1.3380 |
1.4083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4300 |
1.3963 |
0.0337 |
2.4% |
0.0147 |
1.0% |
91% |
True |
False |
357,419 |
| 10 |
1.4339 |
1.3963 |
0.0376 |
2.6% |
0.0148 |
1.0% |
81% |
False |
False |
349,162 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0180 |
1.3% |
32% |
False |
False |
358,416 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0159 |
1.1% |
32% |
False |
False |
310,527 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.4% |
0.0147 |
1.0% |
45% |
False |
False |
285,612 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0142 |
1.0% |
57% |
False |
False |
214,634 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0142 |
1.0% |
68% |
False |
False |
171,850 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0138 |
1.0% |
68% |
False |
False |
143,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5057 |
|
2.618 |
1.4766 |
|
1.618 |
1.4588 |
|
1.000 |
1.4478 |
|
0.618 |
1.4410 |
|
HIGH |
1.4300 |
|
0.618 |
1.4232 |
|
0.500 |
1.4211 |
|
0.382 |
1.4190 |
|
LOW |
1.4122 |
|
0.618 |
1.4012 |
|
1.000 |
1.3944 |
|
1.618 |
1.3834 |
|
2.618 |
1.3656 |
|
4.250 |
1.3366 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4249 |
1.4230 |
| PP |
1.4230 |
1.4191 |
| S1 |
1.4211 |
1.4153 |
|