CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4206 |
1.4271 |
0.0065 |
0.5% |
1.4021 |
| High |
1.4276 |
1.4295 |
0.0019 |
0.1% |
1.4295 |
| Low |
1.4158 |
1.4088 |
-0.0070 |
-0.5% |
1.4000 |
| Close |
1.4261 |
1.4157 |
-0.0104 |
-0.7% |
1.4157 |
| Range |
0.0118 |
0.0207 |
0.0089 |
75.4% |
0.0295 |
| ATR |
0.0157 |
0.0160 |
0.0004 |
2.3% |
0.0000 |
| Volume |
1,265 |
910 |
-355 |
-28.1% |
5,213 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4801 |
1.4686 |
1.4271 |
|
| R3 |
1.4594 |
1.4479 |
1.4214 |
|
| R2 |
1.4387 |
1.4387 |
1.4195 |
|
| R1 |
1.4272 |
1.4272 |
1.4176 |
1.4226 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4157 |
| S1 |
1.4065 |
1.4065 |
1.4138 |
1.4019 |
| S2 |
1.3973 |
1.3973 |
1.4119 |
|
| S3 |
1.3766 |
1.3858 |
1.4100 |
|
| S4 |
1.3559 |
1.3651 |
1.4043 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5036 |
1.4891 |
1.4319 |
|
| R3 |
1.4741 |
1.4596 |
1.4238 |
|
| R2 |
1.4446 |
1.4446 |
1.4211 |
|
| R1 |
1.4301 |
1.4301 |
1.4184 |
1.4374 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4187 |
| S1 |
1.4006 |
1.4006 |
1.4130 |
1.4079 |
| S2 |
1.3856 |
1.3856 |
1.4103 |
|
| S3 |
1.3561 |
1.3711 |
1.4076 |
|
| S4 |
1.3266 |
1.3416 |
1.3995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4295 |
1.4000 |
0.0295 |
2.1% |
0.0143 |
1.0% |
53% |
True |
False |
1,042 |
| 10 |
1.4377 |
1.4000 |
0.0377 |
2.7% |
0.0169 |
1.2% |
42% |
False |
False |
1,008 |
| 20 |
1.4875 |
1.4000 |
0.0875 |
6.2% |
0.0167 |
1.2% |
18% |
False |
False |
928 |
| 40 |
1.4875 |
1.3970 |
0.0905 |
6.4% |
0.0142 |
1.0% |
21% |
False |
False |
659 |
| 60 |
1.4875 |
1.3718 |
0.1157 |
8.2% |
0.0121 |
0.9% |
38% |
False |
False |
499 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0101 |
0.7% |
51% |
False |
False |
378 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0086 |
0.6% |
65% |
False |
False |
303 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0074 |
0.5% |
65% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5175 |
|
2.618 |
1.4837 |
|
1.618 |
1.4630 |
|
1.000 |
1.4502 |
|
0.618 |
1.4423 |
|
HIGH |
1.4295 |
|
0.618 |
1.4216 |
|
0.500 |
1.4192 |
|
0.382 |
1.4167 |
|
LOW |
1.4088 |
|
0.618 |
1.3960 |
|
1.000 |
1.3881 |
|
1.618 |
1.3753 |
|
2.618 |
1.3546 |
|
4.250 |
1.3208 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4192 |
1.4192 |
| PP |
1.4180 |
1.4180 |
| S1 |
1.4169 |
1.4169 |
|