CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4190 |
1.4231 |
0.0041 |
0.3% |
1.4351 |
| High |
1.4267 |
1.4330 |
0.0063 |
0.4% |
1.4430 |
| Low |
1.4115 |
1.4056 |
-0.0059 |
-0.4% |
1.4056 |
| Close |
1.4219 |
1.4100 |
-0.0119 |
-0.8% |
1.4100 |
| Range |
0.0152 |
0.0274 |
0.0122 |
80.3% |
0.0374 |
| ATR |
0.0171 |
0.0179 |
0.0007 |
4.3% |
0.0000 |
| Volume |
363,974 |
375,674 |
11,700 |
3.2% |
1,788,260 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4984 |
1.4816 |
1.4251 |
|
| R3 |
1.4710 |
1.4542 |
1.4175 |
|
| R2 |
1.4436 |
1.4436 |
1.4150 |
|
| R1 |
1.4268 |
1.4268 |
1.4125 |
1.4215 |
| PP |
1.4162 |
1.4162 |
1.4162 |
1.4136 |
| S1 |
1.3994 |
1.3994 |
1.4075 |
1.3941 |
| S2 |
1.3888 |
1.3888 |
1.4050 |
|
| S3 |
1.3614 |
1.3720 |
1.4025 |
|
| S4 |
1.3340 |
1.3446 |
1.3949 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5317 |
1.5083 |
1.4306 |
|
| R3 |
1.4943 |
1.4709 |
1.4203 |
|
| R2 |
1.4569 |
1.4569 |
1.4169 |
|
| R1 |
1.4335 |
1.4335 |
1.4134 |
1.4265 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4161 |
| S1 |
1.3961 |
1.3961 |
1.4066 |
1.3891 |
| S2 |
1.3821 |
1.3821 |
1.4031 |
|
| S3 |
1.3447 |
1.3587 |
1.3997 |
|
| S4 |
1.3073 |
1.3213 |
1.3894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4430 |
1.4056 |
0.0374 |
2.7% |
0.0202 |
1.4% |
12% |
False |
True |
357,652 |
| 10 |
1.4925 |
1.4056 |
0.0869 |
6.2% |
0.0212 |
1.5% |
5% |
False |
True |
367,671 |
| 20 |
1.4925 |
1.4056 |
0.0869 |
6.2% |
0.0182 |
1.3% |
5% |
False |
True |
307,667 |
| 40 |
1.4925 |
1.3962 |
0.0963 |
6.8% |
0.0153 |
1.1% |
14% |
False |
False |
289,875 |
| 60 |
1.4925 |
1.3510 |
0.1415 |
10.0% |
0.0144 |
1.0% |
42% |
False |
False |
227,850 |
| 80 |
1.4925 |
1.3370 |
0.1555 |
11.0% |
0.0140 |
1.0% |
47% |
False |
False |
171,086 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0138 |
1.0% |
60% |
False |
False |
136,955 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0131 |
0.9% |
60% |
False |
False |
114,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5495 |
|
2.618 |
1.5047 |
|
1.618 |
1.4773 |
|
1.000 |
1.4604 |
|
0.618 |
1.4499 |
|
HIGH |
1.4330 |
|
0.618 |
1.4225 |
|
0.500 |
1.4193 |
|
0.382 |
1.4161 |
|
LOW |
1.4056 |
|
0.618 |
1.3887 |
|
1.000 |
1.3782 |
|
1.618 |
1.3613 |
|
2.618 |
1.3339 |
|
4.250 |
1.2892 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4235 |
| PP |
1.4162 |
1.4190 |
| S1 |
1.4131 |
1.4145 |
|