CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 27-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.4070 |
1.4227 |
0.0157 |
1.1% |
1.3950 |
High |
1.4110 |
1.4227 |
0.0117 |
0.8% |
1.4227 |
Low |
1.4070 |
1.4227 |
0.0157 |
1.1% |
1.3911 |
Close |
1.4061 |
1.4194 |
0.0133 |
0.9% |
1.4194 |
Range |
0.0040 |
0.0000 |
-0.0040 |
-100.0% |
0.0316 |
ATR |
0.0091 |
0.0097 |
0.0005 |
5.9% |
0.0000 |
Volume |
14 |
2 |
-12 |
-85.7% |
53 |
|
Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4216 |
1.4205 |
1.4194 |
|
R3 |
1.4216 |
1.4205 |
1.4194 |
|
R2 |
1.4216 |
1.4216 |
1.4194 |
|
R1 |
1.4205 |
1.4205 |
1.4194 |
1.4211 |
PP |
1.4216 |
1.4216 |
1.4216 |
1.4219 |
S1 |
1.4205 |
1.4205 |
1.4194 |
1.4211 |
S2 |
1.4216 |
1.4216 |
1.4194 |
|
S3 |
1.4216 |
1.4205 |
1.4194 |
|
S4 |
1.4216 |
1.4205 |
1.4194 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5059 |
1.4942 |
1.4368 |
|
R3 |
1.4743 |
1.4626 |
1.4281 |
|
R2 |
1.4427 |
1.4427 |
1.4252 |
|
R1 |
1.4310 |
1.4310 |
1.4223 |
1.4369 |
PP |
1.4111 |
1.4111 |
1.4111 |
1.4140 |
S1 |
1.3994 |
1.3994 |
1.4165 |
1.4053 |
S2 |
1.3795 |
1.3795 |
1.4136 |
|
S3 |
1.3479 |
1.3678 |
1.4107 |
|
S4 |
1.3163 |
1.3362 |
1.4020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4227 |
1.3911 |
0.0316 |
2.2% |
0.0024 |
0.2% |
90% |
True |
False |
10 |
10 |
1.4227 |
1.3911 |
0.0316 |
2.2% |
0.0038 |
0.3% |
90% |
True |
False |
9 |
20 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0051 |
0.4% |
34% |
False |
False |
9 |
40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0039 |
0.3% |
34% |
False |
False |
6 |
60 |
1.4735 |
1.3705 |
0.1030 |
7.3% |
0.0030 |
0.2% |
47% |
False |
False |
7 |
80 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0023 |
0.2% |
59% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4227 |
2.618 |
1.4227 |
1.618 |
1.4227 |
1.000 |
1.4227 |
0.618 |
1.4227 |
HIGH |
1.4227 |
0.618 |
1.4227 |
0.500 |
1.4227 |
0.382 |
1.4227 |
LOW |
1.4227 |
0.618 |
1.4227 |
1.000 |
1.4227 |
1.618 |
1.4227 |
2.618 |
1.4227 |
4.250 |
1.4227 |
|
|
Fisher Pivots for day following 27-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4227 |
1.4160 |
PP |
1.4216 |
1.4127 |
S1 |
1.4205 |
1.4093 |
|