CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4008 |
1.4046 |
0.0038 |
0.3% |
1.4021 |
| High |
1.4082 |
1.4073 |
-0.0009 |
-0.1% |
1.4295 |
| Low |
1.3962 |
1.3968 |
0.0006 |
0.0% |
1.4000 |
| Close |
1.4063 |
1.4032 |
-0.0031 |
-0.2% |
1.4157 |
| Range |
0.0120 |
0.0105 |
-0.0015 |
-12.5% |
0.0295 |
| ATR |
0.0162 |
0.0158 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
2,955 |
1,620 |
-1,335 |
-45.2% |
5,213 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4291 |
1.4090 |
|
| R3 |
1.4234 |
1.4186 |
1.4061 |
|
| R2 |
1.4129 |
1.4129 |
1.4051 |
|
| R1 |
1.4081 |
1.4081 |
1.4042 |
1.4053 |
| PP |
1.4024 |
1.4024 |
1.4024 |
1.4010 |
| S1 |
1.3976 |
1.3976 |
1.4022 |
1.3948 |
| S2 |
1.3919 |
1.3919 |
1.4013 |
|
| S3 |
1.3814 |
1.3871 |
1.4003 |
|
| S4 |
1.3709 |
1.3766 |
1.3974 |
|
|
| 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% |
0.0144 |
1.0% |
29% |
False |
False |
1,588 |
| 10 |
1.4295 |
1.3925 |
0.0370 |
2.6% |
0.0153 |
1.1% |
29% |
False |
False |
1,338 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0166 |
1.2% |
11% |
False |
False |
1,140 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0144 |
1.0% |
11% |
False |
False |
779 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.2% |
0.0127 |
0.9% |
27% |
False |
False |
595 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0105 |
0.8% |
43% |
False |
False |
450 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0090 |
0.6% |
59% |
False |
False |
361 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.5% |
0.0077 |
0.5% |
59% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4519 |
|
2.618 |
1.4348 |
|
1.618 |
1.4243 |
|
1.000 |
1.4178 |
|
0.618 |
1.4138 |
|
HIGH |
1.4073 |
|
0.618 |
1.4033 |
|
0.500 |
1.4021 |
|
0.382 |
1.4008 |
|
LOW |
1.3968 |
|
0.618 |
1.3903 |
|
1.000 |
1.3863 |
|
1.618 |
1.3798 |
|
2.618 |
1.3693 |
|
4.250 |
1.3522 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4028 |
1.4025 |
| PP |
1.4024 |
1.4018 |
| S1 |
1.4021 |
1.4011 |
|