CME Euro FX (E) Future March 2012
Trading Metrics calculated at close of trading on 26-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.3940 |
1.4020 |
0.0080 |
0.6% |
1.4004 |
High |
1.3940 |
1.4020 |
0.0080 |
0.6% |
1.4163 |
Low |
1.3940 |
1.4020 |
0.0080 |
0.6% |
1.4004 |
Close |
1.3952 |
1.4020 |
0.0068 |
0.5% |
1.4063 |
Range |
|
|
|
|
|
ATR |
0.0089 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4020 |
1.4020 |
1.4020 |
|
R3 |
1.4020 |
1.4020 |
1.4020 |
|
R2 |
1.4020 |
1.4020 |
1.4020 |
|
R1 |
1.4020 |
1.4020 |
1.4020 |
1.4020 |
PP |
1.4020 |
1.4020 |
1.4020 |
1.4020 |
S1 |
1.4020 |
1.4020 |
1.4020 |
1.4020 |
S2 |
1.4020 |
1.4020 |
1.4020 |
|
S3 |
1.4020 |
1.4020 |
1.4020 |
|
S4 |
1.4020 |
1.4020 |
1.4020 |
|
|
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 |
1.4020 |
2.618 |
1.4020 |
1.618 |
1.4020 |
1.000 |
1.4020 |
0.618 |
1.4020 |
HIGH |
1.4020 |
0.618 |
1.4020 |
0.500 |
1.4020 |
0.382 |
1.4020 |
LOW |
1.4020 |
0.618 |
1.4020 |
1.000 |
1.4020 |
1.618 |
1.4020 |
2.618 |
1.4020 |
4.250 |
1.4020 |
|
|
Fisher Pivots for day following 26-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4020 |
1.4007 |
PP |
1.4020 |
1.3993 |
S1 |
1.4020 |
1.3980 |
|