CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 25-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.3950 |
1.3940 |
-0.0010 |
-0.1% |
1.4004 |
High |
1.3950 |
1.3940 |
-0.0010 |
-0.1% |
1.4163 |
Low |
1.3950 |
1.3940 |
-0.0010 |
-0.1% |
1.4004 |
Close |
1.3977 |
1.3952 |
-0.0025 |
-0.2% |
1.4063 |
Range |
|
|
|
|
|
ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3944 |
1.3948 |
1.3952 |
|
R3 |
1.3944 |
1.3948 |
1.3952 |
|
R2 |
1.3944 |
1.3944 |
1.3952 |
|
R1 |
1.3948 |
1.3948 |
1.3952 |
1.3946 |
PP |
1.3944 |
1.3944 |
1.3944 |
1.3943 |
S1 |
1.3948 |
1.3948 |
1.3952 |
1.3946 |
S2 |
1.3944 |
1.3944 |
1.3952 |
|
S3 |
1.3944 |
1.3948 |
1.3952 |
|
S4 |
1.3944 |
1.3948 |
1.3952 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4554 |
1.4467 |
1.4150 |
|
R3 |
1.4395 |
1.4308 |
1.4107 |
|
R2 |
1.4236 |
1.4236 |
1.4092 |
|
R1 |
1.4149 |
1.4149 |
1.4078 |
1.4193 |
PP |
1.4077 |
1.4077 |
1.4077 |
1.4098 |
S1 |
1.3990 |
1.3990 |
1.4048 |
1.4034 |
S2 |
1.3918 |
1.3918 |
1.4034 |
|
S3 |
1.3759 |
1.3831 |
1.4019 |
|
S4 |
1.3600 |
1.3672 |
1.3976 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3940 |
2.618 |
1.3940 |
1.618 |
1.3940 |
1.000 |
1.3940 |
0.618 |
1.3940 |
HIGH |
1.3940 |
0.618 |
1.3940 |
0.500 |
1.3940 |
0.382 |
1.3940 |
LOW |
1.3940 |
0.618 |
1.3940 |
1.000 |
1.3940 |
1.618 |
1.3940 |
2.618 |
1.3940 |
4.250 |
1.3940 |
|
|
Fisher Pivots for day following 25-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3948 |
1.3947 |
PP |
1.3944 |
1.3943 |
S1 |
1.3940 |
1.3938 |
|