CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.3950 |
1.3983 |
0.0033 |
0.2% |
1.4094 |
High |
1.3950 |
1.3983 |
0.0033 |
0.2% |
1.4225 |
Low |
1.3911 |
1.3983 |
0.0072 |
0.5% |
1.4050 |
Close |
1.3971 |
1.4020 |
0.0049 |
0.4% |
1.4112 |
Range |
0.0039 |
0.0000 |
-0.0039 |
-100.0% |
0.0175 |
ATR |
0.0098 |
0.0091 |
-0.0006 |
-6.3% |
0.0000 |
Volume |
15 |
21 |
6 |
40.0% |
39 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3995 |
1.4008 |
1.4020 |
|
R3 |
1.3995 |
1.4008 |
1.4020 |
|
R2 |
1.3995 |
1.3995 |
1.4020 |
|
R1 |
1.4008 |
1.4008 |
1.4020 |
1.4002 |
PP |
1.3995 |
1.3995 |
1.3995 |
1.3992 |
S1 |
1.4008 |
1.4008 |
1.4020 |
1.4002 |
S2 |
1.3995 |
1.3995 |
1.4020 |
|
S3 |
1.3995 |
1.4008 |
1.4020 |
|
S4 |
1.3995 |
1.4008 |
1.4020 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4654 |
1.4558 |
1.4208 |
|
R3 |
1.4479 |
1.4383 |
1.4160 |
|
R2 |
1.4304 |
1.4304 |
1.4144 |
|
R1 |
1.4208 |
1.4208 |
1.4128 |
1.4256 |
PP |
1.4129 |
1.4129 |
1.4129 |
1.4153 |
S1 |
1.4033 |
1.4033 |
1.4096 |
1.4081 |
S2 |
1.3954 |
1.3954 |
1.4080 |
|
S3 |
1.3779 |
1.3858 |
1.4064 |
|
S4 |
1.3604 |
1.3683 |
1.4016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4225 |
1.3911 |
0.0314 |
2.2% |
0.0045 |
0.3% |
35% |
False |
False |
14 |
10 |
1.4225 |
1.3911 |
0.0314 |
2.2% |
0.0030 |
0.2% |
35% |
False |
False |
8 |
20 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0054 |
0.4% |
13% |
False |
False |
9 |
40 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0037 |
0.3% |
13% |
False |
False |
6 |
60 |
1.4735 |
1.3691 |
0.1044 |
7.4% |
0.0028 |
0.2% |
32% |
False |
False |
6 |
80 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0022 |
0.2% |
46% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3983 |
2.618 |
1.3983 |
1.618 |
1.3983 |
1.000 |
1.3983 |
0.618 |
1.3983 |
HIGH |
1.3983 |
0.618 |
1.3983 |
0.500 |
1.3983 |
0.382 |
1.3983 |
LOW |
1.3983 |
0.618 |
1.3983 |
1.000 |
1.3983 |
1.618 |
1.3983 |
2.618 |
1.3983 |
4.250 |
1.3983 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4008 |
1.4028 |
PP |
1.3995 |
1.4025 |
S1 |
1.3983 |
1.4023 |
|