CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4044 |
1.4092 |
0.0048 |
0.3% |
1.4071 |
| High |
1.4127 |
1.4113 |
-0.0014 |
-0.1% |
1.4339 |
| Low |
1.3995 |
1.4006 |
0.0011 |
0.1% |
1.4038 |
| Close |
1.4103 |
1.4070 |
-0.0033 |
-0.2% |
1.4198 |
| Range |
0.0132 |
0.0107 |
-0.0025 |
-18.9% |
0.0301 |
| ATR |
0.0171 |
0.0167 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
308,773 |
375,560 |
66,787 |
21.6% |
1,704,528 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4384 |
1.4334 |
1.4129 |
|
| R3 |
1.4277 |
1.4227 |
1.4099 |
|
| R2 |
1.4170 |
1.4170 |
1.4090 |
|
| R1 |
1.4120 |
1.4120 |
1.4080 |
1.4092 |
| PP |
1.4063 |
1.4063 |
1.4063 |
1.4049 |
| S1 |
1.4013 |
1.4013 |
1.4060 |
1.3985 |
| S2 |
1.3956 |
1.3956 |
1.4050 |
|
| S3 |
1.3849 |
1.3906 |
1.4041 |
|
| S4 |
1.3742 |
1.3799 |
1.4011 |
|
|
| 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% |
0.0150 |
1.1% |
28% |
False |
False |
370,724 |
| 10 |
1.4339 |
1.3963 |
0.0376 |
2.7% |
0.0159 |
1.1% |
28% |
False |
False |
353,565 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0174 |
1.2% |
11% |
False |
False |
346,177 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0156 |
1.1% |
11% |
False |
False |
308,223 |
| 60 |
1.4925 |
1.3729 |
0.1196 |
8.5% |
0.0147 |
1.0% |
29% |
False |
False |
274,176 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.8% |
0.0140 |
1.0% |
44% |
False |
False |
205,951 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0141 |
1.0% |
59% |
False |
False |
164,899 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0136 |
1.0% |
59% |
False |
False |
137,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4568 |
|
2.618 |
1.4393 |
|
1.618 |
1.4286 |
|
1.000 |
1.4220 |
|
0.618 |
1.4179 |
|
HIGH |
1.4113 |
|
0.618 |
1.4072 |
|
0.500 |
1.4060 |
|
0.382 |
1.4047 |
|
LOW |
1.4006 |
|
0.618 |
1.3940 |
|
1.000 |
1.3899 |
|
1.618 |
1.3833 |
|
2.618 |
1.3726 |
|
4.250 |
1.3551 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4067 |
1.4064 |
| PP |
1.4063 |
1.4057 |
| S1 |
1.4060 |
1.4051 |
|