CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4065 |
1.3950 |
-0.0115 |
-0.8% |
1.4094 |
| High |
1.4145 |
1.3950 |
-0.0195 |
-1.4% |
1.4225 |
| Low |
1.4050 |
1.3911 |
-0.0139 |
-1.0% |
1.4050 |
| Close |
1.4112 |
1.3971 |
-0.0141 |
-1.0% |
1.4112 |
| Range |
0.0095 |
0.0039 |
-0.0056 |
-58.9% |
0.0175 |
| ATR |
0.0090 |
0.0098 |
0.0008 |
8.9% |
0.0000 |
| Volume |
6 |
15 |
9 |
150.0% |
39 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4061 |
1.4055 |
1.3992 |
|
| R3 |
1.4022 |
1.4016 |
1.3982 |
|
| R2 |
1.3983 |
1.3983 |
1.3978 |
|
| R1 |
1.3977 |
1.3977 |
1.3975 |
1.3980 |
| PP |
1.3944 |
1.3944 |
1.3944 |
1.3946 |
| S1 |
1.3938 |
1.3938 |
1.3967 |
1.3941 |
| S2 |
1.3905 |
1.3905 |
1.3964 |
|
| S3 |
1.3866 |
1.3899 |
1.3960 |
|
| S4 |
1.3827 |
1.3860 |
1.3950 |
|
|
| 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 |
1.3911 |
0.0314 |
2.2% |
0.0053 |
0.4% |
19% |
False |
True |
10 |
| 10 |
1.4267 |
1.3911 |
0.0356 |
2.5% |
0.0035 |
0.2% |
17% |
False |
True |
10 |
| 20 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0054 |
0.4% |
7% |
False |
True |
8 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0037 |
0.3% |
7% |
False |
True |
5 |
| 60 |
1.4735 |
1.3691 |
0.1044 |
7.5% |
0.0028 |
0.2% |
27% |
False |
False |
6 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0023 |
0.2% |
42% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4116 |
|
2.618 |
1.4052 |
|
1.618 |
1.4013 |
|
1.000 |
1.3989 |
|
0.618 |
1.3974 |
|
HIGH |
1.3950 |
|
0.618 |
1.3935 |
|
0.500 |
1.3931 |
|
0.382 |
1.3926 |
|
LOW |
1.3911 |
|
0.618 |
1.3887 |
|
1.000 |
1.3872 |
|
1.618 |
1.3848 |
|
2.618 |
1.3809 |
|
4.250 |
1.3745 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3958 |
1.4068 |
| PP |
1.3944 |
1.4036 |
| S1 |
1.3931 |
1.4003 |
|