CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4094 |
1.4060 |
-0.0034 |
-0.2% |
1.4229 |
| High |
1.4127 |
1.4099 |
-0.0028 |
-0.2% |
1.4275 |
| Low |
1.4094 |
1.4060 |
-0.0034 |
-0.2% |
1.4035 |
| Close |
1.4090 |
1.4129 |
0.0039 |
0.3% |
1.4011 |
| Range |
0.0033 |
0.0039 |
0.0006 |
18.2% |
0.0240 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
54 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4213 |
1.4210 |
1.4150 |
|
| R3 |
1.4174 |
1.4171 |
1.4140 |
|
| R2 |
1.4135 |
1.4135 |
1.4136 |
|
| R1 |
1.4132 |
1.4132 |
1.4133 |
1.4134 |
| PP |
1.4096 |
1.4096 |
1.4096 |
1.4097 |
| S1 |
1.4093 |
1.4093 |
1.4125 |
1.4095 |
| S2 |
1.4057 |
1.4057 |
1.4122 |
|
| S3 |
1.4018 |
1.4054 |
1.4118 |
|
| S4 |
1.3979 |
1.4015 |
1.4108 |
|
|
| 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 |
1.4135 |
1.4035 |
0.0100 |
0.7% |
0.0014 |
0.1% |
94% |
False |
False |
3 |
| 10 |
1.4731 |
1.4035 |
0.0696 |
4.9% |
0.0066 |
0.5% |
14% |
False |
False |
9 |
| 20 |
1.4735 |
1.4035 |
0.0700 |
5.0% |
0.0054 |
0.4% |
13% |
False |
False |
7 |
| 40 |
1.4735 |
1.3990 |
0.0745 |
5.3% |
0.0031 |
0.2% |
19% |
False |
False |
6 |
| 60 |
1.4735 |
1.3582 |
0.1153 |
8.2% |
0.0025 |
0.2% |
47% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4265 |
|
2.618 |
1.4201 |
|
1.618 |
1.4162 |
|
1.000 |
1.4138 |
|
0.618 |
1.4123 |
|
HIGH |
1.4099 |
|
0.618 |
1.4084 |
|
0.500 |
1.4080 |
|
0.382 |
1.4075 |
|
LOW |
1.4060 |
|
0.618 |
1.4036 |
|
1.000 |
1.4021 |
|
1.618 |
1.3997 |
|
2.618 |
1.3958 |
|
4.250 |
1.3894 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4113 |
1.4113 |
| PP |
1.4096 |
1.4097 |
| S1 |
1.4080 |
1.4081 |
|