CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4181 |
1.4021 |
-0.0160 |
-1.1% |
1.4312 |
| High |
1.4285 |
1.4190 |
-0.0095 |
-0.7% |
1.4377 |
| Low |
1.4018 |
1.4000 |
-0.0018 |
-0.1% |
1.4018 |
| Close |
1.4058 |
1.4138 |
0.0080 |
0.6% |
1.4058 |
| Range |
0.0267 |
0.0190 |
-0.0077 |
-28.8% |
0.0359 |
| ATR |
0.0168 |
0.0169 |
0.0002 |
0.9% |
0.0000 |
| Volume |
972 |
1,084 |
112 |
11.5% |
4,870 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4679 |
1.4599 |
1.4243 |
|
| R3 |
1.4489 |
1.4409 |
1.4190 |
|
| R2 |
1.4299 |
1.4299 |
1.4173 |
|
| R1 |
1.4219 |
1.4219 |
1.4155 |
1.4259 |
| PP |
1.4109 |
1.4109 |
1.4109 |
1.4130 |
| S1 |
1.4029 |
1.4029 |
1.4121 |
1.4069 |
| S2 |
1.3919 |
1.3919 |
1.4103 |
|
| S3 |
1.3729 |
1.3839 |
1.4086 |
|
| S4 |
1.3539 |
1.3649 |
1.4034 |
|
|
| 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 |
1.4366 |
1.4000 |
0.0366 |
2.6% |
0.0198 |
1.4% |
38% |
False |
True |
986 |
| 10 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0210 |
1.5% |
16% |
False |
True |
1,048 |
| 20 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0177 |
1.2% |
16% |
False |
True |
834 |
| 40 |
1.4875 |
1.3970 |
0.0905 |
6.4% |
0.0139 |
1.0% |
19% |
False |
False |
600 |
| 60 |
1.4875 |
1.3499 |
0.1376 |
9.7% |
0.0116 |
0.8% |
46% |
False |
False |
434 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0096 |
0.7% |
50% |
False |
False |
327 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0082 |
0.6% |
64% |
False |
False |
262 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0069 |
0.5% |
64% |
False |
False |
219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4998 |
|
2.618 |
1.4687 |
|
1.618 |
1.4497 |
|
1.000 |
1.4380 |
|
0.618 |
1.4307 |
|
HIGH |
1.4190 |
|
0.618 |
1.4117 |
|
0.500 |
1.4095 |
|
0.382 |
1.4073 |
|
LOW |
1.4000 |
|
0.618 |
1.3883 |
|
1.000 |
1.3810 |
|
1.618 |
1.3693 |
|
2.618 |
1.3503 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4124 |
1.4143 |
| PP |
1.4109 |
1.4141 |
| S1 |
1.4095 |
1.4140 |
|