CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4127 |
1.4139 |
0.0012 |
0.1% |
1.4229 |
| High |
1.4127 |
1.4225 |
0.0098 |
0.7% |
1.4275 |
| Low |
1.4127 |
1.4132 |
0.0005 |
0.0% |
1.4035 |
| Close |
1.4127 |
1.4214 |
0.0087 |
0.6% |
1.4011 |
| Range |
0.0000 |
0.0093 |
0.0093 |
|
0.0240 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.3% |
0.0000 |
| Volume |
11 |
18 |
7 |
63.6% |
54 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4469 |
1.4435 |
1.4265 |
|
| R3 |
1.4376 |
1.4342 |
1.4240 |
|
| R2 |
1.4283 |
1.4283 |
1.4231 |
|
| R1 |
1.4249 |
1.4249 |
1.4223 |
1.4266 |
| PP |
1.4190 |
1.4190 |
1.4190 |
1.4199 |
| S1 |
1.4156 |
1.4156 |
1.4205 |
1.4173 |
| S2 |
1.4097 |
1.4097 |
1.4197 |
|
| S3 |
1.4004 |
1.4063 |
1.4188 |
|
| S4 |
1.3911 |
1.3970 |
1.4163 |
|
|
| 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 |
1.4225 |
1.4035 |
0.0190 |
1.3% |
0.0033 |
0.2% |
94% |
True |
False |
6 |
| 10 |
1.4400 |
1.4035 |
0.0365 |
2.6% |
0.0044 |
0.3% |
49% |
False |
False |
10 |
| 20 |
1.4735 |
1.4035 |
0.0700 |
4.9% |
0.0047 |
0.3% |
26% |
False |
False |
8 |
| 40 |
1.4735 |
1.3990 |
0.0745 |
5.2% |
0.0034 |
0.2% |
30% |
False |
False |
5 |
| 60 |
1.4735 |
1.3663 |
0.1072 |
7.5% |
0.0026 |
0.2% |
51% |
False |
False |
6 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0021 |
0.2% |
61% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4620 |
|
2.618 |
1.4468 |
|
1.618 |
1.4375 |
|
1.000 |
1.4318 |
|
0.618 |
1.4282 |
|
HIGH |
1.4225 |
|
0.618 |
1.4189 |
|
0.500 |
1.4179 |
|
0.382 |
1.4168 |
|
LOW |
1.4132 |
|
0.618 |
1.4075 |
|
1.000 |
1.4039 |
|
1.618 |
1.3982 |
|
2.618 |
1.3889 |
|
4.250 |
1.3737 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4202 |
1.4190 |
| PP |
1.4190 |
1.4166 |
| S1 |
1.4179 |
1.4143 |
|