CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4131 |
1.4308 |
0.0177 |
1.3% |
1.4130 |
| High |
1.4300 |
1.4422 |
0.0122 |
0.9% |
1.4300 |
| Low |
1.4122 |
1.4254 |
0.0132 |
0.9% |
1.3963 |
| Close |
1.4268 |
1.4379 |
0.0111 |
0.8% |
1.4268 |
| Range |
0.0178 |
0.0168 |
-0.0010 |
-5.6% |
0.0337 |
| ATR |
0.0166 |
0.0166 |
0.0000 |
0.1% |
0.0000 |
| Volume |
323,799 |
0 |
-323,799 |
-100.0% |
1,787,096 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4856 |
1.4785 |
1.4471 |
|
| R3 |
1.4688 |
1.4617 |
1.4425 |
|
| R2 |
1.4520 |
1.4520 |
1.4410 |
|
| R1 |
1.4449 |
1.4449 |
1.4394 |
1.4485 |
| PP |
1.4352 |
1.4352 |
1.4352 |
1.4369 |
| S1 |
1.4281 |
1.4281 |
1.4364 |
1.4317 |
| S2 |
1.4184 |
1.4184 |
1.4348 |
|
| S3 |
1.4016 |
1.4113 |
1.4333 |
|
| S4 |
1.3848 |
1.3945 |
1.4287 |
|
|
| 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 |
1.4422 |
1.3995 |
0.0427 |
3.0% |
0.0145 |
1.0% |
90% |
True |
False |
275,990 |
| 10 |
1.4422 |
1.3963 |
0.0459 |
3.2% |
0.0145 |
1.0% |
91% |
True |
False |
318,006 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0181 |
1.3% |
43% |
False |
False |
347,859 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0158 |
1.1% |
43% |
False |
False |
300,605 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.3% |
0.0149 |
1.0% |
54% |
False |
False |
285,198 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.5% |
0.0141 |
1.0% |
64% |
False |
False |
214,625 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0142 |
1.0% |
74% |
False |
False |
171,846 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0138 |
1.0% |
74% |
False |
False |
143,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5136 |
|
2.618 |
1.4862 |
|
1.618 |
1.4694 |
|
1.000 |
1.4590 |
|
0.618 |
1.4526 |
|
HIGH |
1.4422 |
|
0.618 |
1.4358 |
|
0.500 |
1.4338 |
|
0.382 |
1.4318 |
|
LOW |
1.4254 |
|
0.618 |
1.4150 |
|
1.000 |
1.4086 |
|
1.618 |
1.3982 |
|
2.618 |
1.3814 |
|
4.250 |
1.3540 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4365 |
1.4334 |
| PP |
1.4352 |
1.4288 |
| S1 |
1.4338 |
1.4243 |
|