CME Euro FX (E) Future March 2012
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 |
1.4004 |
1.4079 |
0.0075 |
0.5% |
1.4184 |
High |
1.4068 |
1.4079 |
0.0011 |
0.1% |
1.4242 |
Low |
1.4004 |
1.4079 |
0.0075 |
0.5% |
1.3962 |
Close |
1.4039 |
1.4079 |
0.0040 |
0.3% |
1.3962 |
Range |
0.0064 |
0.0000 |
-0.0064 |
-100.0% |
0.0280 |
ATR |
|
|
|
|
|
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4079 |
1.4079 |
1.4079 |
|
R3 |
1.4079 |
1.4079 |
1.4079 |
|
R2 |
1.4079 |
1.4079 |
1.4079 |
|
R1 |
1.4079 |
1.4079 |
1.4079 |
1.4079 |
PP |
1.4079 |
1.4079 |
1.4079 |
1.4079 |
S1 |
1.4079 |
1.4079 |
1.4079 |
1.4079 |
S2 |
1.4079 |
1.4079 |
1.4079 |
|
S3 |
1.4079 |
1.4079 |
1.4079 |
|
S4 |
1.4079 |
1.4079 |
1.4079 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4895 |
1.4709 |
1.4116 |
|
R3 |
1.4615 |
1.4429 |
1.4039 |
|
R2 |
1.4335 |
1.4335 |
1.4013 |
|
R1 |
1.4149 |
1.4149 |
1.3988 |
1.4102 |
PP |
1.4055 |
1.4055 |
1.4055 |
1.4032 |
S1 |
1.3869 |
1.3869 |
1.3936 |
1.3822 |
S2 |
1.3775 |
1.3775 |
1.3911 |
|
S3 |
1.3495 |
1.3589 |
1.3885 |
|
S4 |
1.3215 |
1.3309 |
1.3808 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4079 |
2.618 |
1.4079 |
1.618 |
1.4079 |
1.000 |
1.4079 |
0.618 |
1.4079 |
HIGH |
1.4079 |
0.618 |
1.4079 |
0.500 |
1.4079 |
0.382 |
1.4079 |
LOW |
1.4079 |
0.618 |
1.4079 |
1.000 |
1.4079 |
1.618 |
1.4079 |
2.618 |
1.4079 |
4.250 |
1.4079 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4079 |
1.4060 |
PP |
1.4079 |
1.4040 |
S1 |
1.4079 |
1.4021 |
|