CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4130 |
1.4044 |
-0.0086 |
-0.6% |
1.4071 |
| High |
1.4139 |
1.4127 |
-0.0012 |
-0.1% |
1.4339 |
| Low |
1.3963 |
1.3995 |
0.0032 |
0.2% |
1.4038 |
| Close |
1.4054 |
1.4103 |
0.0049 |
0.3% |
1.4198 |
| Range |
0.0176 |
0.0132 |
-0.0044 |
-25.0% |
0.0301 |
| ATR |
0.0174 |
0.0171 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
407,144 |
308,773 |
-98,371 |
-24.2% |
1,704,528 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4471 |
1.4419 |
1.4176 |
|
| R3 |
1.4339 |
1.4287 |
1.4139 |
|
| R2 |
1.4207 |
1.4207 |
1.4127 |
|
| R1 |
1.4155 |
1.4155 |
1.4115 |
1.4181 |
| PP |
1.4075 |
1.4075 |
1.4075 |
1.4088 |
| S1 |
1.4023 |
1.4023 |
1.4091 |
1.4049 |
| S2 |
1.3943 |
1.3943 |
1.4079 |
|
| S3 |
1.3811 |
1.3891 |
1.4067 |
|
| S4 |
1.3679 |
1.3759 |
1.4030 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5095 |
1.4947 |
1.4364 |
|
| R3 |
1.4794 |
1.4646 |
1.4281 |
|
| R2 |
1.4493 |
1.4493 |
1.4253 |
|
| R1 |
1.4345 |
1.4345 |
1.4226 |
1.4419 |
| PP |
1.4192 |
1.4192 |
1.4192 |
1.4229 |
| S1 |
1.4044 |
1.4044 |
1.4170 |
1.4118 |
| S2 |
1.3891 |
1.3891 |
1.4143 |
|
| S3 |
1.3590 |
1.3743 |
1.4115 |
|
| S4 |
1.3289 |
1.3442 |
1.4032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4339 |
1.3963 |
0.0376 |
2.7% |
0.0147 |
1.0% |
37% |
False |
False |
352,363 |
| 10 |
1.4413 |
1.3963 |
0.0450 |
3.2% |
0.0173 |
1.2% |
31% |
False |
False |
351,291 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0176 |
1.3% |
15% |
False |
False |
342,511 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0156 |
1.1% |
15% |
False |
False |
305,704 |
| 60 |
1.4925 |
1.3729 |
0.1196 |
8.5% |
0.0146 |
1.0% |
31% |
False |
False |
267,957 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.7% |
0.0141 |
1.0% |
46% |
False |
False |
201,267 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0141 |
1.0% |
60% |
False |
False |
161,145 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0136 |
1.0% |
60% |
False |
False |
134,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4688 |
|
2.618 |
1.4473 |
|
1.618 |
1.4341 |
|
1.000 |
1.4259 |
|
0.618 |
1.4209 |
|
HIGH |
1.4127 |
|
0.618 |
1.4077 |
|
0.500 |
1.4061 |
|
0.382 |
1.4045 |
|
LOW |
1.3995 |
|
0.618 |
1.3913 |
|
1.000 |
1.3863 |
|
1.618 |
1.3781 |
|
2.618 |
1.3649 |
|
4.250 |
1.3434 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4089 |
1.4151 |
| PP |
1.4075 |
1.4135 |
| S1 |
1.4061 |
1.4119 |
|