CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4139 |
1.4065 |
-0.0074 |
-0.5% |
1.4094 |
| High |
1.4225 |
1.4145 |
-0.0080 |
-0.6% |
1.4225 |
| Low |
1.4132 |
1.4050 |
-0.0082 |
-0.6% |
1.4050 |
| Close |
1.4214 |
1.4112 |
-0.0102 |
-0.7% |
1.4112 |
| Range |
0.0093 |
0.0095 |
0.0002 |
2.2% |
0.0175 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
6.8% |
0.0000 |
| Volume |
18 |
6 |
-12 |
-66.7% |
39 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4387 |
1.4345 |
1.4164 |
|
| R3 |
1.4292 |
1.4250 |
1.4138 |
|
| R2 |
1.4197 |
1.4197 |
1.4129 |
|
| R1 |
1.4155 |
1.4155 |
1.4121 |
1.4176 |
| PP |
1.4102 |
1.4102 |
1.4102 |
1.4113 |
| S1 |
1.4060 |
1.4060 |
1.4103 |
1.4081 |
| S2 |
1.4007 |
1.4007 |
1.4095 |
|
| S3 |
1.3912 |
1.3965 |
1.4086 |
|
| S4 |
1.3817 |
1.3870 |
1.4060 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4654 |
1.4558 |
1.4208 |
|
| R3 |
1.4479 |
1.4383 |
1.4160 |
|
| R2 |
1.4304 |
1.4304 |
1.4144 |
|
| R1 |
1.4208 |
1.4208 |
1.4128 |
1.4256 |
| PP |
1.4129 |
1.4129 |
1.4129 |
1.4153 |
| S1 |
1.4033 |
1.4033 |
1.4096 |
1.4081 |
| S2 |
1.3954 |
1.3954 |
1.4080 |
|
| S3 |
1.3779 |
1.3858 |
1.4064 |
|
| S4 |
1.3604 |
1.3683 |
1.4016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4225 |
1.4050 |
0.0175 |
1.2% |
0.0052 |
0.4% |
35% |
False |
True |
7 |
| 10 |
1.4275 |
1.4035 |
0.0240 |
1.7% |
0.0038 |
0.3% |
32% |
False |
False |
9 |
| 20 |
1.4735 |
1.4035 |
0.0700 |
5.0% |
0.0052 |
0.4% |
11% |
False |
False |
7 |
| 40 |
1.4735 |
1.3990 |
0.0745 |
5.3% |
0.0036 |
0.3% |
16% |
False |
False |
5 |
| 60 |
1.4735 |
1.3663 |
0.1072 |
7.6% |
0.0028 |
0.2% |
42% |
False |
False |
6 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0023 |
0.2% |
53% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4549 |
|
2.618 |
1.4394 |
|
1.618 |
1.4299 |
|
1.000 |
1.4240 |
|
0.618 |
1.4204 |
|
HIGH |
1.4145 |
|
0.618 |
1.4109 |
|
0.500 |
1.4098 |
|
0.382 |
1.4086 |
|
LOW |
1.4050 |
|
0.618 |
1.3991 |
|
1.000 |
1.3955 |
|
1.618 |
1.3896 |
|
2.618 |
1.3801 |
|
4.250 |
1.3646 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4107 |
1.4138 |
| PP |
1.4102 |
1.4129 |
| S1 |
1.4098 |
1.4121 |
|