CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4035 |
1.4094 |
0.0059 |
0.4% |
1.4229 |
| High |
1.4035 |
1.4127 |
0.0092 |
0.7% |
1.4275 |
| Low |
1.4035 |
1.4094 |
0.0059 |
0.4% |
1.4035 |
| Close |
1.4011 |
1.4090 |
0.0079 |
0.6% |
1.4011 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0240 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
54 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4203 |
1.4179 |
1.4108 |
|
| R3 |
1.4170 |
1.4146 |
1.4099 |
|
| R2 |
1.4137 |
1.4137 |
1.4096 |
|
| R1 |
1.4113 |
1.4113 |
1.4093 |
1.4109 |
| PP |
1.4104 |
1.4104 |
1.4104 |
1.4101 |
| S1 |
1.4080 |
1.4080 |
1.4087 |
1.4076 |
| S2 |
1.4071 |
1.4071 |
1.4084 |
|
| S3 |
1.4038 |
1.4047 |
1.4081 |
|
| S4 |
1.4005 |
1.4014 |
1.4072 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4827 |
1.4659 |
1.4143 |
|
| R3 |
1.4587 |
1.4419 |
1.4077 |
|
| R2 |
1.4347 |
1.4347 |
1.4055 |
|
| R1 |
1.4179 |
1.4179 |
1.4033 |
1.4143 |
| PP |
1.4107 |
1.4107 |
1.4107 |
1.4089 |
| S1 |
1.3939 |
1.3939 |
1.3989 |
1.3903 |
| S2 |
1.3867 |
1.3867 |
1.3967 |
|
| S3 |
1.3627 |
1.3699 |
1.3945 |
|
| S4 |
1.3387 |
1.3459 |
1.3879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4267 |
1.4035 |
0.0232 |
1.6% |
0.0016 |
0.1% |
24% |
False |
False |
10 |
| 10 |
1.4731 |
1.4035 |
0.0696 |
4.9% |
0.0067 |
0.5% |
8% |
False |
False |
9 |
| 20 |
1.4735 |
1.4035 |
0.0700 |
5.0% |
0.0057 |
0.4% |
8% |
False |
False |
7 |
| 40 |
1.4735 |
1.3990 |
0.0745 |
5.3% |
0.0030 |
0.2% |
13% |
False |
False |
6 |
| 60 |
1.4735 |
1.3582 |
0.1153 |
8.2% |
0.0024 |
0.2% |
44% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4267 |
|
2.618 |
1.4213 |
|
1.618 |
1.4180 |
|
1.000 |
1.4160 |
|
0.618 |
1.4147 |
|
HIGH |
1.4127 |
|
0.618 |
1.4114 |
|
0.500 |
1.4111 |
|
0.382 |
1.4107 |
|
LOW |
1.4094 |
|
0.618 |
1.4074 |
|
1.000 |
1.4061 |
|
1.618 |
1.4041 |
|
2.618 |
1.4008 |
|
4.250 |
1.3954 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4111 |
1.4088 |
| PP |
1.4104 |
1.4087 |
| S1 |
1.4097 |
1.4085 |
|