CME Euro FX (E) Future September 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 |
1.4271 |
1.4089 |
-0.0182 |
-1.3% |
1.4021 |
| High |
1.4295 |
1.4097 |
-0.0198 |
-1.4% |
1.4295 |
| Low |
1.4088 |
1.3925 |
-0.0163 |
-1.2% |
1.4000 |
| Close |
1.4157 |
1.4016 |
-0.0141 |
-1.0% |
1.4157 |
| Range |
0.0207 |
0.0172 |
-0.0035 |
-16.9% |
0.0295 |
| ATR |
0.0160 |
0.0165 |
0.0005 |
3.2% |
0.0000 |
| Volume |
910 |
1,190 |
280 |
30.8% |
5,213 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4529 |
1.4444 |
1.4111 |
|
| R3 |
1.4357 |
1.4272 |
1.4063 |
|
| R2 |
1.4185 |
1.4185 |
1.4048 |
|
| R1 |
1.4100 |
1.4100 |
1.4032 |
1.4057 |
| PP |
1.4013 |
1.4013 |
1.4013 |
1.3991 |
| S1 |
1.3928 |
1.3928 |
1.4000 |
1.3885 |
| S2 |
1.3841 |
1.3841 |
1.3984 |
|
| S3 |
1.3669 |
1.3756 |
1.3969 |
|
| S4 |
1.3497 |
1.3584 |
1.3921 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5036 |
1.4891 |
1.4319 |
|
| R3 |
1.4741 |
1.4596 |
1.4238 |
|
| R2 |
1.4446 |
1.4446 |
1.4211 |
|
| R1 |
1.4301 |
1.4301 |
1.4184 |
1.4374 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4187 |
| S1 |
1.4006 |
1.4006 |
1.4130 |
1.4079 |
| S2 |
1.3856 |
1.3856 |
1.4103 |
|
| S3 |
1.3561 |
1.3711 |
1.4076 |
|
| S4 |
1.3266 |
1.3416 |
1.3995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4295 |
1.3925 |
0.0370 |
2.6% |
0.0139 |
1.0% |
25% |
False |
True |
1,063 |
| 10 |
1.4366 |
1.3925 |
0.0441 |
3.1% |
0.0169 |
1.2% |
21% |
False |
True |
1,025 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0171 |
1.2% |
10% |
False |
True |
964 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0143 |
1.0% |
10% |
False |
True |
677 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.2% |
0.0123 |
0.9% |
26% |
False |
False |
519 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.6% |
0.0103 |
0.7% |
42% |
False |
False |
393 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0088 |
0.6% |
58% |
False |
False |
315 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0075 |
0.5% |
58% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4828 |
|
2.618 |
1.4547 |
|
1.618 |
1.4375 |
|
1.000 |
1.4269 |
|
0.618 |
1.4203 |
|
HIGH |
1.4097 |
|
0.618 |
1.4031 |
|
0.500 |
1.4011 |
|
0.382 |
1.3991 |
|
LOW |
1.3925 |
|
0.618 |
1.3819 |
|
1.000 |
1.3753 |
|
1.618 |
1.3647 |
|
2.618 |
1.3475 |
|
4.250 |
1.3194 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4014 |
1.4110 |
| PP |
1.4013 |
1.4079 |
| S1 |
1.4011 |
1.4047 |
|