CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4188 |
1.4206 |
0.0018 |
0.1% |
1.4312 |
| High |
1.4234 |
1.4276 |
0.0042 |
0.3% |
1.4377 |
| Low |
1.4147 |
1.4158 |
0.0011 |
0.1% |
1.4018 |
| Close |
1.4174 |
1.4261 |
0.0087 |
0.6% |
1.4058 |
| Range |
0.0087 |
0.0118 |
0.0031 |
35.6% |
0.0359 |
| ATR |
0.0160 |
0.0157 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
1,161 |
1,265 |
104 |
9.0% |
4,870 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4586 |
1.4541 |
1.4326 |
|
| R3 |
1.4468 |
1.4423 |
1.4293 |
|
| R2 |
1.4350 |
1.4350 |
1.4283 |
|
| R1 |
1.4305 |
1.4305 |
1.4272 |
1.4328 |
| PP |
1.4232 |
1.4232 |
1.4232 |
1.4243 |
| S1 |
1.4187 |
1.4187 |
1.4250 |
1.4210 |
| S2 |
1.4114 |
1.4114 |
1.4239 |
|
| S3 |
1.3996 |
1.4069 |
1.4229 |
|
| S4 |
1.3878 |
1.3951 |
1.4196 |
|
|
| 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% |
0.0155 |
1.1% |
92% |
False |
False |
1,055 |
| 10 |
1.4527 |
1.4000 |
0.0527 |
3.7% |
0.0175 |
1.2% |
50% |
False |
False |
1,119 |
| 20 |
1.4875 |
1.4000 |
0.0875 |
6.1% |
0.0163 |
1.1% |
30% |
False |
False |
906 |
| 40 |
1.4875 |
1.3970 |
0.0905 |
6.3% |
0.0140 |
1.0% |
32% |
False |
False |
642 |
| 60 |
1.4875 |
1.3718 |
0.1157 |
8.1% |
0.0117 |
0.8% |
47% |
False |
False |
484 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0099 |
0.7% |
59% |
False |
False |
367 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0085 |
0.6% |
70% |
False |
False |
294 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0072 |
0.5% |
70% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4778 |
|
2.618 |
1.4585 |
|
1.618 |
1.4467 |
|
1.000 |
1.4394 |
|
0.618 |
1.4349 |
|
HIGH |
1.4276 |
|
0.618 |
1.4231 |
|
0.500 |
1.4217 |
|
0.382 |
1.4203 |
|
LOW |
1.4158 |
|
0.618 |
1.4085 |
|
1.000 |
1.4040 |
|
1.618 |
1.3967 |
|
2.618 |
1.3849 |
|
4.250 |
1.3657 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4246 |
1.4233 |
| PP |
1.4232 |
1.4204 |
| S1 |
1.4217 |
1.4176 |
|