CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.4135 |
1.4035 |
-0.0100 |
-0.7% |
1.4229 |
High |
1.4135 |
1.4035 |
-0.0100 |
-0.7% |
1.4275 |
Low |
1.4135 |
1.4035 |
-0.0100 |
-0.7% |
1.4035 |
Close |
1.4129 |
1.4011 |
-0.0118 |
-0.8% |
1.4011 |
Range |
|
|
|
|
|
ATR |
0.0091 |
0.0091 |
0.0000 |
0.3% |
0.0000 |
Volume |
7 |
1 |
-6 |
-85.7% |
54 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4027 |
1.4019 |
1.4011 |
|
R3 |
1.4027 |
1.4019 |
1.4011 |
|
R2 |
1.4027 |
1.4027 |
1.4011 |
|
R1 |
1.4019 |
1.4019 |
1.4011 |
1.4023 |
PP |
1.4027 |
1.4027 |
1.4027 |
1.4029 |
S1 |
1.4019 |
1.4019 |
1.4011 |
1.4023 |
S2 |
1.4027 |
1.4027 |
1.4011 |
|
S3 |
1.4027 |
1.4019 |
1.4011 |
|
S4 |
1.4027 |
1.4019 |
1.4011 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4827 |
1.4659 |
1.4143 |
|
R3 |
1.4587 |
1.4419 |
1.4077 |
|
R2 |
1.4347 |
1.4347 |
1.4055 |
|
R1 |
1.4179 |
1.4179 |
1.4033 |
1.4143 |
PP |
1.4107 |
1.4107 |
1.4107 |
1.4089 |
S1 |
1.3939 |
1.3939 |
1.3989 |
1.3903 |
S2 |
1.3867 |
1.3867 |
1.3967 |
|
S3 |
1.3627 |
1.3699 |
1.3945 |
|
S4 |
1.3387 |
1.3459 |
1.3879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4275 |
1.4035 |
0.0240 |
1.7% |
0.0025 |
0.2% |
-10% |
False |
True |
10 |
10 |
1.4735 |
1.4035 |
0.0700 |
5.0% |
0.0063 |
0.5% |
-3% |
False |
True |
10 |
20 |
1.4735 |
1.4035 |
0.0700 |
5.0% |
0.0055 |
0.4% |
-3% |
False |
True |
7 |
40 |
1.4735 |
1.3990 |
0.0745 |
5.3% |
0.0031 |
0.2% |
3% |
False |
False |
7 |
60 |
1.4735 |
1.3536 |
0.1199 |
8.6% |
0.0023 |
0.2% |
40% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4035 |
2.618 |
1.4035 |
1.618 |
1.4035 |
1.000 |
1.4035 |
0.618 |
1.4035 |
HIGH |
1.4035 |
0.618 |
1.4035 |
0.500 |
1.4035 |
0.382 |
1.4035 |
LOW |
1.4035 |
0.618 |
1.4035 |
1.000 |
1.4035 |
1.618 |
1.4035 |
2.618 |
1.4035 |
4.250 |
1.4035 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4035 |
1.4085 |
PP |
1.4027 |
1.4060 |
S1 |
1.4019 |
1.4036 |
|