CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4046 |
1.4043 |
-0.0003 |
0.0% |
1.4021 |
| High |
1.4073 |
1.4162 |
0.0089 |
0.6% |
1.4295 |
| Low |
1.3968 |
1.4033 |
0.0065 |
0.5% |
1.4000 |
| Close |
1.4032 |
1.4099 |
0.0067 |
0.5% |
1.4157 |
| Range |
0.0105 |
0.0129 |
0.0024 |
22.9% |
0.0295 |
| ATR |
0.0158 |
0.0156 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
1,620 |
4,547 |
2,927 |
180.7% |
5,213 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4485 |
1.4421 |
1.4170 |
|
| R3 |
1.4356 |
1.4292 |
1.4134 |
|
| R2 |
1.4227 |
1.4227 |
1.4123 |
|
| R1 |
1.4163 |
1.4163 |
1.4111 |
1.4195 |
| PP |
1.4098 |
1.4098 |
1.4098 |
1.4114 |
| S1 |
1.4034 |
1.4034 |
1.4087 |
1.4066 |
| S2 |
1.3969 |
1.3969 |
1.4075 |
|
| S3 |
1.3840 |
1.3905 |
1.4064 |
|
| S4 |
1.3711 |
1.3776 |
1.4028 |
|
|
| 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% |
0.0147 |
1.0% |
47% |
False |
False |
2,244 |
| 10 |
1.4295 |
1.3925 |
0.0370 |
2.6% |
0.0151 |
1.1% |
47% |
False |
False |
1,649 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0168 |
1.2% |
18% |
False |
False |
1,331 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0146 |
1.0% |
18% |
False |
False |
884 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.2% |
0.0128 |
0.9% |
33% |
False |
False |
671 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0105 |
0.7% |
48% |
False |
False |
507 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0090 |
0.6% |
62% |
False |
False |
406 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0078 |
0.6% |
62% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4710 |
|
2.618 |
1.4500 |
|
1.618 |
1.4371 |
|
1.000 |
1.4291 |
|
0.618 |
1.4242 |
|
HIGH |
1.4162 |
|
0.618 |
1.4113 |
|
0.500 |
1.4098 |
|
0.382 |
1.4082 |
|
LOW |
1.4033 |
|
0.618 |
1.3953 |
|
1.000 |
1.3904 |
|
1.618 |
1.3824 |
|
2.618 |
1.3695 |
|
4.250 |
1.3485 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4099 |
1.4087 |
| PP |
1.4098 |
1.4074 |
| S1 |
1.4098 |
1.4062 |
|