CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4231 |
1.4071 |
-0.0160 |
-1.1% |
1.4351 |
| High |
1.4330 |
1.4236 |
-0.0094 |
-0.7% |
1.4430 |
| Low |
1.4056 |
1.4038 |
-0.0018 |
-0.1% |
1.4056 |
| Close |
1.4100 |
1.4180 |
0.0080 |
0.6% |
1.4100 |
| Range |
0.0274 |
0.0198 |
-0.0076 |
-27.7% |
0.0374 |
| ATR |
0.0179 |
0.0180 |
0.0001 |
0.8% |
0.0000 |
| Volume |
375,674 |
311,559 |
-64,115 |
-17.1% |
1,788,260 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4745 |
1.4661 |
1.4289 |
|
| R3 |
1.4547 |
1.4463 |
1.4234 |
|
| R2 |
1.4349 |
1.4349 |
1.4216 |
|
| R1 |
1.4265 |
1.4265 |
1.4198 |
1.4307 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4173 |
| S1 |
1.4067 |
1.4067 |
1.4162 |
1.4109 |
| S2 |
1.3953 |
1.3953 |
1.4144 |
|
| S3 |
1.3755 |
1.3869 |
1.4126 |
|
| S4 |
1.3557 |
1.3671 |
1.4071 |
|
|
| 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 |
1.4413 |
1.4038 |
0.0375 |
2.6% |
0.0204 |
1.4% |
38% |
False |
True |
344,515 |
| 10 |
1.4925 |
1.4038 |
0.0887 |
6.3% |
0.0218 |
1.5% |
16% |
False |
True |
377,712 |
| 20 |
1.4925 |
1.4038 |
0.0887 |
6.3% |
0.0186 |
1.3% |
16% |
False |
True |
310,507 |
| 40 |
1.4925 |
1.4000 |
0.0925 |
6.5% |
0.0153 |
1.1% |
19% |
False |
False |
290,531 |
| 60 |
1.4925 |
1.3510 |
0.1415 |
10.0% |
0.0146 |
1.0% |
47% |
False |
False |
233,031 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.7% |
0.0140 |
1.0% |
51% |
False |
False |
174,967 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0139 |
1.0% |
64% |
False |
False |
140,070 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0133 |
0.9% |
64% |
False |
False |
116,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5078 |
|
2.618 |
1.4754 |
|
1.618 |
1.4556 |
|
1.000 |
1.4434 |
|
0.618 |
1.4358 |
|
HIGH |
1.4236 |
|
0.618 |
1.4160 |
|
0.500 |
1.4137 |
|
0.382 |
1.4114 |
|
LOW |
1.4038 |
|
0.618 |
1.3916 |
|
1.000 |
1.3840 |
|
1.618 |
1.3718 |
|
2.618 |
1.3520 |
|
4.250 |
1.3197 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4166 |
1.4184 |
| PP |
1.4151 |
1.4183 |
| S1 |
1.4137 |
1.4181 |
|