CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4071 |
1.4151 |
0.0080 |
0.6% |
1.4351 |
| High |
1.4236 |
1.4232 |
-0.0004 |
0.0% |
1.4430 |
| Low |
1.4038 |
1.4112 |
0.0074 |
0.5% |
1.4056 |
| Close |
1.4180 |
1.4218 |
0.0038 |
0.3% |
1.4100 |
| Range |
0.0198 |
0.0120 |
-0.0078 |
-39.4% |
0.0374 |
| ATR |
0.0180 |
0.0176 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
311,559 |
347,068 |
35,509 |
11.4% |
1,788,260 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4547 |
1.4503 |
1.4284 |
|
| R3 |
1.4427 |
1.4383 |
1.4251 |
|
| R2 |
1.4307 |
1.4307 |
1.4240 |
|
| R1 |
1.4263 |
1.4263 |
1.4229 |
1.4285 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4199 |
| S1 |
1.4143 |
1.4143 |
1.4207 |
1.4165 |
| S2 |
1.4067 |
1.4067 |
1.4196 |
|
| S3 |
1.3947 |
1.4023 |
1.4185 |
|
| S4 |
1.3827 |
1.3903 |
1.4152 |
|
|
| 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% |
0.0199 |
1.4% |
48% |
False |
False |
350,219 |
| 10 |
1.4925 |
1.4038 |
0.0887 |
6.2% |
0.0216 |
1.5% |
20% |
False |
False |
384,009 |
| 20 |
1.4925 |
1.4038 |
0.0887 |
6.2% |
0.0179 |
1.3% |
20% |
False |
False |
307,768 |
| 40 |
1.4925 |
1.4000 |
0.0925 |
6.5% |
0.0153 |
1.1% |
24% |
False |
False |
293,437 |
| 60 |
1.4925 |
1.3510 |
0.1415 |
10.0% |
0.0145 |
1.0% |
50% |
False |
False |
238,808 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.6% |
0.0140 |
1.0% |
53% |
False |
False |
179,290 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0139 |
1.0% |
66% |
False |
False |
143,537 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.5% |
0.0134 |
0.9% |
66% |
False |
False |
119,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4742 |
|
2.618 |
1.4546 |
|
1.618 |
1.4426 |
|
1.000 |
1.4352 |
|
0.618 |
1.4306 |
|
HIGH |
1.4232 |
|
0.618 |
1.4186 |
|
0.500 |
1.4172 |
|
0.382 |
1.4158 |
|
LOW |
1.4112 |
|
0.618 |
1.4038 |
|
1.000 |
1.3992 |
|
1.618 |
1.3918 |
|
2.618 |
1.3798 |
|
4.250 |
1.3602 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4203 |
1.4207 |
| PP |
1.4187 |
1.4195 |
| S1 |
1.4172 |
1.4184 |
|