CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.4267 |
1.4100 |
-0.0167 |
-1.2% |
1.4735 |
High |
1.4267 |
1.4100 |
-0.0167 |
-1.2% |
1.4735 |
Low |
1.4218 |
1.4100 |
-0.0118 |
-0.8% |
1.4250 |
Close |
1.4292 |
1.4094 |
-0.0198 |
-1.4% |
1.4229 |
Range |
0.0049 |
0.0000 |
-0.0049 |
-100.0% |
0.0485 |
ATR |
0.0087 |
0.0095 |
0.0007 |
8.6% |
0.0000 |
Volume |
37 |
4 |
-33 |
-89.2% |
50 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4098 |
1.4096 |
1.4094 |
|
R3 |
1.4098 |
1.4096 |
1.4094 |
|
R2 |
1.4098 |
1.4098 |
1.4094 |
|
R1 |
1.4096 |
1.4096 |
1.4094 |
1.4097 |
PP |
1.4098 |
1.4098 |
1.4098 |
1.4099 |
S1 |
1.4096 |
1.4096 |
1.4094 |
1.4097 |
S2 |
1.4098 |
1.4098 |
1.4094 |
|
S3 |
1.4098 |
1.4096 |
1.4094 |
|
S4 |
1.4098 |
1.4096 |
1.4094 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5860 |
1.5529 |
1.4496 |
|
R3 |
1.5375 |
1.5044 |
1.4362 |
|
R2 |
1.4890 |
1.4890 |
1.4318 |
|
R1 |
1.4559 |
1.4559 |
1.4273 |
1.4482 |
PP |
1.4405 |
1.4405 |
1.4405 |
1.4366 |
S1 |
1.4074 |
1.4074 |
1.4185 |
1.3997 |
S2 |
1.3920 |
1.3920 |
1.4140 |
|
S3 |
1.3435 |
1.3589 |
1.4096 |
|
S4 |
1.2950 |
1.3104 |
1.3962 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4731 |
1.4100 |
0.0631 |
4.5% |
0.0118 |
0.8% |
-1% |
False |
True |
15 |
10 |
1.4735 |
1.4100 |
0.0635 |
4.5% |
0.0068 |
0.5% |
-1% |
False |
True |
10 |
20 |
1.4735 |
1.4074 |
0.0661 |
4.7% |
0.0058 |
0.4% |
3% |
False |
False |
7 |
40 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0033 |
0.2% |
32% |
False |
False |
7 |
60 |
1.4735 |
1.3425 |
0.1310 |
9.3% |
0.0023 |
0.2% |
51% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4100 |
2.618 |
1.4100 |
1.618 |
1.4100 |
1.000 |
1.4100 |
0.618 |
1.4100 |
HIGH |
1.4100 |
0.618 |
1.4100 |
0.500 |
1.4100 |
0.382 |
1.4100 |
LOW |
1.4100 |
0.618 |
1.4100 |
1.000 |
1.4100 |
1.618 |
1.4100 |
2.618 |
1.4100 |
4.250 |
1.4100 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4100 |
1.4188 |
PP |
1.4098 |
1.4156 |
S1 |
1.4096 |
1.4125 |
|