CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4043 |
1.4089 |
0.0046 |
0.3% |
1.4089 |
| High |
1.4162 |
1.4262 |
0.0100 |
0.7% |
1.4262 |
| Low |
1.4033 |
1.4086 |
0.0053 |
0.4% |
1.3925 |
| Close |
1.4099 |
1.4231 |
0.0132 |
0.9% |
1.4231 |
| Range |
0.0129 |
0.0176 |
0.0047 |
36.4% |
0.0337 |
| ATR |
0.0156 |
0.0157 |
0.0001 |
0.9% |
0.0000 |
| Volume |
4,547 |
4,627 |
80 |
1.8% |
14,939 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4721 |
1.4652 |
1.4328 |
|
| R3 |
1.4545 |
1.4476 |
1.4279 |
|
| R2 |
1.4369 |
1.4369 |
1.4263 |
|
| R1 |
1.4300 |
1.4300 |
1.4247 |
1.4335 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4210 |
| S1 |
1.4124 |
1.4124 |
1.4215 |
1.4159 |
| S2 |
1.4017 |
1.4017 |
1.4199 |
|
| S3 |
1.3841 |
1.3948 |
1.4183 |
|
| S4 |
1.3665 |
1.3772 |
1.4134 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5150 |
1.5028 |
1.4416 |
|
| R3 |
1.4813 |
1.4691 |
1.4324 |
|
| R2 |
1.4476 |
1.4476 |
1.4293 |
|
| R1 |
1.4354 |
1.4354 |
1.4262 |
1.4415 |
| PP |
1.4139 |
1.4139 |
1.4139 |
1.4170 |
| S1 |
1.4017 |
1.4017 |
1.4200 |
1.4078 |
| S2 |
1.3802 |
1.3802 |
1.4169 |
|
| S3 |
1.3465 |
1.3680 |
1.4138 |
|
| S4 |
1.3128 |
1.3343 |
1.4046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4262 |
1.3925 |
0.0337 |
2.4% |
0.0140 |
1.0% |
91% |
True |
False |
2,987 |
| 10 |
1.4295 |
1.3925 |
0.0370 |
2.6% |
0.0142 |
1.0% |
83% |
False |
False |
2,015 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0173 |
1.2% |
32% |
False |
False |
1,517 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0148 |
1.0% |
32% |
False |
False |
989 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0130 |
0.9% |
44% |
False |
False |
748 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0107 |
0.8% |
56% |
False |
False |
565 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0092 |
0.6% |
68% |
False |
False |
452 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0080 |
0.6% |
68% |
False |
False |
377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5010 |
|
2.618 |
1.4723 |
|
1.618 |
1.4547 |
|
1.000 |
1.4438 |
|
0.618 |
1.4371 |
|
HIGH |
1.4262 |
|
0.618 |
1.4195 |
|
0.500 |
1.4174 |
|
0.382 |
1.4153 |
|
LOW |
1.4086 |
|
0.618 |
1.3977 |
|
1.000 |
1.3910 |
|
1.618 |
1.3801 |
|
2.618 |
1.3625 |
|
4.250 |
1.3338 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4212 |
1.4192 |
| PP |
1.4193 |
1.4154 |
| S1 |
1.4174 |
1.4115 |
|