CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4399 |
1.4190 |
-0.0209 |
-1.5% |
1.4810 |
| High |
1.4413 |
1.4267 |
-0.0146 |
-1.0% |
1.4925 |
| Low |
1.4161 |
1.4115 |
-0.0046 |
-0.3% |
1.4294 |
| Close |
1.4184 |
1.4219 |
0.0035 |
0.2% |
1.4323 |
| Range |
0.0252 |
0.0152 |
-0.0100 |
-39.7% |
0.0631 |
| ATR |
0.0173 |
0.0171 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
352,822 |
363,974 |
11,152 |
3.2% |
1,888,452 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4656 |
1.4590 |
1.4303 |
|
| R3 |
1.4504 |
1.4438 |
1.4261 |
|
| R2 |
1.4352 |
1.4352 |
1.4247 |
|
| R1 |
1.4286 |
1.4286 |
1.4233 |
1.4319 |
| PP |
1.4200 |
1.4200 |
1.4200 |
1.4217 |
| S1 |
1.4134 |
1.4134 |
1.4205 |
1.4167 |
| S2 |
1.4048 |
1.4048 |
1.4191 |
|
| S3 |
1.3896 |
1.3982 |
1.4177 |
|
| S4 |
1.3744 |
1.3830 |
1.4135 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6407 |
1.5996 |
1.4670 |
|
| R3 |
1.5776 |
1.5365 |
1.4497 |
|
| R2 |
1.5145 |
1.5145 |
1.4439 |
|
| R1 |
1.4734 |
1.4734 |
1.4381 |
1.4624 |
| PP |
1.4514 |
1.4514 |
1.4514 |
1.4459 |
| S1 |
1.4103 |
1.4103 |
1.4265 |
1.3993 |
| S2 |
1.3883 |
1.3883 |
1.4207 |
|
| S3 |
1.3252 |
1.3472 |
1.4149 |
|
| S4 |
1.2621 |
1.2841 |
1.3976 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4575 |
1.4115 |
0.0460 |
3.2% |
0.0203 |
1.4% |
23% |
False |
True |
386,920 |
| 10 |
1.4925 |
1.4115 |
0.0810 |
5.7% |
0.0193 |
1.4% |
13% |
False |
True |
347,548 |
| 20 |
1.4925 |
1.4115 |
0.0810 |
5.7% |
0.0175 |
1.2% |
13% |
False |
True |
303,674 |
| 40 |
1.4925 |
1.3850 |
0.1075 |
7.6% |
0.0151 |
1.1% |
34% |
False |
False |
288,098 |
| 60 |
1.4925 |
1.3446 |
0.1479 |
10.4% |
0.0141 |
1.0% |
52% |
False |
False |
221,603 |
| 80 |
1.4925 |
1.3370 |
0.1555 |
10.9% |
0.0138 |
1.0% |
55% |
False |
False |
166,407 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0136 |
1.0% |
66% |
False |
False |
133,199 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0129 |
0.9% |
66% |
False |
False |
111,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4913 |
|
2.618 |
1.4665 |
|
1.618 |
1.4513 |
|
1.000 |
1.4419 |
|
0.618 |
1.4361 |
|
HIGH |
1.4267 |
|
0.618 |
1.4209 |
|
0.500 |
1.4191 |
|
0.382 |
1.4173 |
|
LOW |
1.4115 |
|
0.618 |
1.4021 |
|
1.000 |
1.3963 |
|
1.618 |
1.3869 |
|
2.618 |
1.3717 |
|
4.250 |
1.3469 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4210 |
1.4264 |
| PP |
1.4200 |
1.4249 |
| S1 |
1.4191 |
1.4234 |
|