CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4089 |
1.4008 |
-0.0081 |
-0.6% |
1.4021 |
| High |
1.4097 |
1.4082 |
-0.0015 |
-0.1% |
1.4295 |
| Low |
1.3925 |
1.3962 |
0.0037 |
0.3% |
1.4000 |
| Close |
1.4016 |
1.4063 |
0.0047 |
0.3% |
1.4157 |
| Range |
0.0172 |
0.0120 |
-0.0052 |
-30.2% |
0.0295 |
| ATR |
0.0165 |
0.0162 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
1,190 |
2,955 |
1,765 |
148.3% |
5,213 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4349 |
1.4129 |
|
| R3 |
1.4276 |
1.4229 |
1.4096 |
|
| R2 |
1.4156 |
1.4156 |
1.4085 |
|
| R1 |
1.4109 |
1.4109 |
1.4074 |
1.4133 |
| PP |
1.4036 |
1.4036 |
1.4036 |
1.4047 |
| S1 |
1.3989 |
1.3989 |
1.4052 |
1.4013 |
| S2 |
1.3916 |
1.3916 |
1.4041 |
|
| S3 |
1.3796 |
1.3869 |
1.4030 |
|
| S4 |
1.3676 |
1.3749 |
1.3997 |
|
|
| 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 |
1.3925 |
0.0370 |
2.6% |
0.0141 |
1.0% |
37% |
False |
False |
1,496 |
| 10 |
1.4366 |
1.3925 |
0.0441 |
3.1% |
0.0167 |
1.2% |
31% |
False |
False |
1,222 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0169 |
1.2% |
15% |
False |
False |
1,098 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0144 |
1.0% |
15% |
False |
False |
744 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.2% |
0.0125 |
0.9% |
30% |
False |
False |
569 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0104 |
0.7% |
45% |
False |
False |
430 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0089 |
0.6% |
60% |
False |
False |
345 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0076 |
0.5% |
60% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4592 |
|
2.618 |
1.4396 |
|
1.618 |
1.4276 |
|
1.000 |
1.4202 |
|
0.618 |
1.4156 |
|
HIGH |
1.4082 |
|
0.618 |
1.4036 |
|
0.500 |
1.4022 |
|
0.382 |
1.4008 |
|
LOW |
1.3962 |
|
0.618 |
1.3888 |
|
1.000 |
1.3842 |
|
1.618 |
1.3768 |
|
2.618 |
1.3648 |
|
4.250 |
1.3452 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4049 |
1.4110 |
| PP |
1.4036 |
1.4094 |
| S1 |
1.4022 |
1.4079 |
|