CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4103 |
1.4188 |
0.0085 |
0.6% |
1.4312 |
| High |
1.4187 |
1.4234 |
0.0047 |
0.3% |
1.4377 |
| Low |
1.4076 |
1.4147 |
0.0071 |
0.5% |
1.4018 |
| Close |
1.4176 |
1.4174 |
-0.0002 |
0.0% |
1.4058 |
| Range |
0.0111 |
0.0087 |
-0.0024 |
-21.6% |
0.0359 |
| ATR |
0.0165 |
0.0160 |
-0.0006 |
-3.4% |
0.0000 |
| Volume |
793 |
1,161 |
368 |
46.4% |
4,870 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4446 |
1.4397 |
1.4222 |
|
| R3 |
1.4359 |
1.4310 |
1.4198 |
|
| R2 |
1.4272 |
1.4272 |
1.4190 |
|
| R1 |
1.4223 |
1.4223 |
1.4182 |
1.4204 |
| PP |
1.4185 |
1.4185 |
1.4185 |
1.4176 |
| S1 |
1.4136 |
1.4136 |
1.4166 |
1.4117 |
| S2 |
1.4098 |
1.4098 |
1.4158 |
|
| S3 |
1.4011 |
1.4049 |
1.4150 |
|
| S4 |
1.3924 |
1.3962 |
1.4126 |
|
|
| 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 |
1.4285 |
1.4000 |
0.0285 |
2.0% |
0.0161 |
1.1% |
61% |
False |
False |
1,088 |
| 10 |
1.4831 |
1.4000 |
0.0831 |
5.9% |
0.0201 |
1.4% |
21% |
False |
False |
1,082 |
| 20 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0167 |
1.2% |
20% |
False |
False |
865 |
| 40 |
1.4875 |
1.3970 |
0.0905 |
6.4% |
0.0140 |
1.0% |
23% |
False |
False |
625 |
| 60 |
1.4875 |
1.3700 |
0.1175 |
8.3% |
0.0116 |
0.8% |
40% |
False |
False |
465 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0097 |
0.7% |
53% |
False |
False |
351 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0084 |
0.6% |
66% |
False |
False |
281 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0071 |
0.5% |
66% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4604 |
|
2.618 |
1.4462 |
|
1.618 |
1.4375 |
|
1.000 |
1.4321 |
|
0.618 |
1.4288 |
|
HIGH |
1.4234 |
|
0.618 |
1.4201 |
|
0.500 |
1.4191 |
|
0.382 |
1.4180 |
|
LOW |
1.4147 |
|
0.618 |
1.4093 |
|
1.000 |
1.4060 |
|
1.618 |
1.4006 |
|
2.618 |
1.3919 |
|
4.250 |
1.3777 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4191 |
1.4155 |
| PP |
1.4185 |
1.4136 |
| S1 |
1.4180 |
1.4117 |
|