CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4021 |
1.4103 |
0.0082 |
0.6% |
1.4312 |
| High |
1.4190 |
1.4187 |
-0.0003 |
0.0% |
1.4377 |
| Low |
1.4000 |
1.4076 |
0.0076 |
0.5% |
1.4018 |
| Close |
1.4138 |
1.4176 |
0.0038 |
0.3% |
1.4058 |
| Range |
0.0190 |
0.0111 |
-0.0079 |
-41.6% |
0.0359 |
| ATR |
0.0169 |
0.0165 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
1,084 |
793 |
-291 |
-26.8% |
4,870 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4479 |
1.4439 |
1.4237 |
|
| R3 |
1.4368 |
1.4328 |
1.4207 |
|
| R2 |
1.4257 |
1.4257 |
1.4196 |
|
| R1 |
1.4217 |
1.4217 |
1.4186 |
1.4237 |
| PP |
1.4146 |
1.4146 |
1.4146 |
1.4157 |
| S1 |
1.4106 |
1.4106 |
1.4166 |
1.4126 |
| S2 |
1.4035 |
1.4035 |
1.4156 |
|
| S3 |
1.3924 |
1.3995 |
1.4145 |
|
| S4 |
1.3813 |
1.3884 |
1.4115 |
|
|
| 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% |
0.0193 |
1.4% |
48% |
False |
False |
949 |
| 10 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0208 |
1.5% |
20% |
False |
False |
1,048 |
| 20 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0170 |
1.2% |
20% |
False |
False |
863 |
| 40 |
1.4875 |
1.3970 |
0.0905 |
6.4% |
0.0140 |
1.0% |
23% |
False |
False |
609 |
| 60 |
1.4875 |
1.3587 |
0.1288 |
9.1% |
0.0115 |
0.8% |
46% |
False |
False |
446 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0096 |
0.7% |
53% |
False |
False |
337 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0083 |
0.6% |
66% |
False |
False |
270 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0070 |
0.5% |
66% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4659 |
|
2.618 |
1.4478 |
|
1.618 |
1.4367 |
|
1.000 |
1.4298 |
|
0.618 |
1.4256 |
|
HIGH |
1.4187 |
|
0.618 |
1.4145 |
|
0.500 |
1.4132 |
|
0.382 |
1.4118 |
|
LOW |
1.4076 |
|
0.618 |
1.4007 |
|
1.000 |
1.3965 |
|
1.618 |
1.3896 |
|
2.618 |
1.3785 |
|
4.250 |
1.3604 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4161 |
1.4165 |
| PP |
1.4146 |
1.4154 |
| S1 |
1.4132 |
1.4143 |
|