CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4092 |
1.4078 |
-0.0014 |
-0.1% |
1.4071 |
| High |
1.4113 |
1.4203 |
0.0090 |
0.6% |
1.4339 |
| Low |
1.4006 |
1.4063 |
0.0057 |
0.4% |
1.4038 |
| Close |
1.4070 |
1.4137 |
0.0067 |
0.5% |
1.4198 |
| Range |
0.0107 |
0.0140 |
0.0033 |
30.8% |
0.0301 |
| ATR |
0.0167 |
0.0165 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
375,560 |
371,820 |
-3,740 |
-1.0% |
1,704,528 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4554 |
1.4486 |
1.4214 |
|
| R3 |
1.4414 |
1.4346 |
1.4176 |
|
| R2 |
1.4274 |
1.4274 |
1.4163 |
|
| R1 |
1.4206 |
1.4206 |
1.4150 |
1.4240 |
| PP |
1.4134 |
1.4134 |
1.4134 |
1.4152 |
| S1 |
1.4066 |
1.4066 |
1.4124 |
1.4100 |
| S2 |
1.3994 |
1.3994 |
1.4111 |
|
| S3 |
1.3854 |
1.3926 |
1.4099 |
|
| S4 |
1.3714 |
1.3786 |
1.4060 |
|
|
| 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% |
0.0154 |
1.1% |
46% |
False |
False |
376,053 |
| 10 |
1.4339 |
1.3963 |
0.0376 |
2.7% |
0.0157 |
1.1% |
46% |
False |
False |
354,349 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0175 |
1.2% |
18% |
False |
False |
350,948 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.8% |
0.0157 |
1.1% |
18% |
False |
False |
310,219 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.4% |
0.0147 |
1.0% |
34% |
False |
False |
280,331 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.7% |
0.0140 |
1.0% |
48% |
False |
False |
210,595 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0141 |
1.0% |
62% |
False |
False |
168,613 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.6% |
0.0136 |
1.0% |
62% |
False |
False |
140,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4798 |
|
2.618 |
1.4570 |
|
1.618 |
1.4430 |
|
1.000 |
1.4343 |
|
0.618 |
1.4290 |
|
HIGH |
1.4203 |
|
0.618 |
1.4150 |
|
0.500 |
1.4133 |
|
0.382 |
1.4116 |
|
LOW |
1.4063 |
|
0.618 |
1.3976 |
|
1.000 |
1.3923 |
|
1.618 |
1.3836 |
|
2.618 |
1.3696 |
|
4.250 |
1.3468 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4136 |
1.4124 |
| PP |
1.4134 |
1.4112 |
| S1 |
1.4133 |
1.4099 |
|