CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4148 |
1.4181 |
0.0033 |
0.2% |
1.4312 |
| High |
1.4224 |
1.4285 |
0.0061 |
0.4% |
1.4377 |
| Low |
1.4076 |
1.4018 |
-0.0058 |
-0.4% |
1.4018 |
| Close |
1.4176 |
1.4058 |
-0.0118 |
-0.8% |
1.4058 |
| Range |
0.0148 |
0.0267 |
0.0119 |
80.4% |
0.0359 |
| ATR |
0.0160 |
0.0168 |
0.0008 |
4.8% |
0.0000 |
| Volume |
1,431 |
972 |
-459 |
-32.1% |
4,870 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4757 |
1.4205 |
|
| R3 |
1.4654 |
1.4490 |
1.4131 |
|
| R2 |
1.4387 |
1.4387 |
1.4107 |
|
| R1 |
1.4223 |
1.4223 |
1.4082 |
1.4172 |
| PP |
1.4120 |
1.4120 |
1.4120 |
1.4095 |
| S1 |
1.3956 |
1.3956 |
1.4034 |
1.3905 |
| S2 |
1.3853 |
1.3853 |
1.4009 |
|
| S3 |
1.3586 |
1.3689 |
1.3985 |
|
| S4 |
1.3319 |
1.3422 |
1.3911 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5228 |
1.5002 |
1.4255 |
|
| R3 |
1.4869 |
1.4643 |
1.4157 |
|
| R2 |
1.4510 |
1.4510 |
1.4124 |
|
| R1 |
1.4284 |
1.4284 |
1.4091 |
1.4218 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4118 |
| S1 |
1.3925 |
1.3925 |
1.4025 |
1.3859 |
| S2 |
1.3792 |
1.3792 |
1.3992 |
|
| S3 |
1.3433 |
1.3566 |
1.3959 |
|
| S4 |
1.3074 |
1.3207 |
1.3861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4377 |
1.4018 |
0.0359 |
2.6% |
0.0195 |
1.4% |
11% |
False |
True |
974 |
| 10 |
1.4875 |
1.4018 |
0.0857 |
6.1% |
0.0205 |
1.5% |
5% |
False |
True |
1,019 |
| 20 |
1.4875 |
1.4018 |
0.0857 |
6.1% |
0.0172 |
1.2% |
5% |
False |
True |
795 |
| 40 |
1.4875 |
1.3941 |
0.0934 |
6.6% |
0.0139 |
1.0% |
13% |
False |
False |
577 |
| 60 |
1.4875 |
1.3499 |
0.1376 |
9.8% |
0.0113 |
0.8% |
41% |
False |
False |
416 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0093 |
0.7% |
45% |
False |
False |
313 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0080 |
0.6% |
60% |
False |
False |
251 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0068 |
0.5% |
60% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5420 |
|
2.618 |
1.4984 |
|
1.618 |
1.4717 |
|
1.000 |
1.4552 |
|
0.618 |
1.4450 |
|
HIGH |
1.4285 |
|
0.618 |
1.4183 |
|
0.500 |
1.4152 |
|
0.382 |
1.4120 |
|
LOW |
1.4018 |
|
0.618 |
1.3853 |
|
1.000 |
1.3751 |
|
1.618 |
1.3586 |
|
2.618 |
1.3319 |
|
4.250 |
1.2883 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4152 |
1.4192 |
| PP |
1.4120 |
1.4147 |
| S1 |
1.4089 |
1.4103 |
|