CME Euro FX (E) Future September 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 |
1.4089 |
1.4270 |
0.0181 |
1.3% |
1.4089 |
| High |
1.4262 |
1.4383 |
0.0121 |
0.8% |
1.4262 |
| Low |
1.4086 |
1.4221 |
0.0135 |
1.0% |
1.3925 |
| Close |
1.4231 |
1.4341 |
0.0110 |
0.8% |
1.4231 |
| Range |
0.0176 |
0.0162 |
-0.0014 |
-8.0% |
0.0337 |
| ATR |
0.0157 |
0.0158 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4,627 |
2,310 |
-2,317 |
-50.1% |
14,939 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4801 |
1.4733 |
1.4430 |
|
| R3 |
1.4639 |
1.4571 |
1.4386 |
|
| R2 |
1.4477 |
1.4477 |
1.4371 |
|
| R1 |
1.4409 |
1.4409 |
1.4356 |
1.4443 |
| PP |
1.4315 |
1.4315 |
1.4315 |
1.4332 |
| S1 |
1.4247 |
1.4247 |
1.4326 |
1.4281 |
| S2 |
1.4153 |
1.4153 |
1.4311 |
|
| S3 |
1.3991 |
1.4085 |
1.4296 |
|
| S4 |
1.3829 |
1.3923 |
1.4252 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5150 |
1.5028 |
1.4416 |
|
| R3 |
1.4813 |
1.4691 |
1.4324 |
|
| R2 |
1.4476 |
1.4476 |
1.4293 |
|
| R1 |
1.4354 |
1.4354 |
1.4262 |
1.4415 |
| PP |
1.4139 |
1.4139 |
1.4139 |
1.4170 |
| S1 |
1.4017 |
1.4017 |
1.4200 |
1.4078 |
| S2 |
1.3802 |
1.3802 |
1.4169 |
|
| S3 |
1.3465 |
1.3680 |
1.4138 |
|
| S4 |
1.3128 |
1.3343 |
1.4046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4383 |
1.3962 |
0.0421 |
2.9% |
0.0138 |
1.0% |
90% |
True |
False |
3,211 |
| 10 |
1.4383 |
1.3925 |
0.0458 |
3.2% |
0.0139 |
1.0% |
91% |
True |
False |
2,137 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0174 |
1.2% |
44% |
False |
False |
1,593 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0147 |
1.0% |
44% |
False |
False |
1,041 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0132 |
0.9% |
54% |
False |
False |
783 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0109 |
0.8% |
64% |
False |
False |
593 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0094 |
0.7% |
74% |
False |
False |
476 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0081 |
0.6% |
74% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5072 |
|
2.618 |
1.4807 |
|
1.618 |
1.4645 |
|
1.000 |
1.4545 |
|
0.618 |
1.4483 |
|
HIGH |
1.4383 |
|
0.618 |
1.4321 |
|
0.500 |
1.4302 |
|
0.382 |
1.4283 |
|
LOW |
1.4221 |
|
0.618 |
1.4121 |
|
1.000 |
1.4059 |
|
1.618 |
1.3959 |
|
2.618 |
1.3797 |
|
4.250 |
1.3533 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4328 |
1.4297 |
| PP |
1.4315 |
1.4252 |
| S1 |
1.4302 |
1.4208 |
|