CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3960 |
1.4070 |
0.0110 |
0.8% |
1.4094 |
| High |
1.4000 |
1.4110 |
0.0110 |
0.8% |
1.4225 |
| Low |
1.3959 |
1.4070 |
0.0111 |
0.8% |
1.4050 |
| Close |
1.3993 |
1.4061 |
0.0068 |
0.5% |
1.4112 |
| Range |
0.0041 |
0.0040 |
-0.0001 |
-2.4% |
0.0175 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.2% |
0.0000 |
| Volume |
1 |
14 |
13 |
1,300.0% |
39 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4200 |
1.4171 |
1.4083 |
|
| R3 |
1.4160 |
1.4131 |
1.4072 |
|
| R2 |
1.4120 |
1.4120 |
1.4068 |
|
| R1 |
1.4091 |
1.4091 |
1.4065 |
1.4086 |
| PP |
1.4080 |
1.4080 |
1.4080 |
1.4078 |
| S1 |
1.4051 |
1.4051 |
1.4057 |
1.4046 |
| S2 |
1.4040 |
1.4040 |
1.4054 |
|
| S3 |
1.4000 |
1.4011 |
1.4050 |
|
| S4 |
1.3960 |
1.3971 |
1.4039 |
|
|
| 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 |
1.4145 |
1.3911 |
0.0234 |
1.7% |
0.0043 |
0.3% |
64% |
False |
False |
11 |
| 10 |
1.4225 |
1.3911 |
0.0314 |
2.2% |
0.0038 |
0.3% |
48% |
False |
False |
9 |
| 20 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0052 |
0.4% |
18% |
False |
False |
9 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0039 |
0.3% |
18% |
False |
False |
6 |
| 60 |
1.4735 |
1.3705 |
0.1030 |
7.3% |
0.0030 |
0.2% |
35% |
False |
False |
7 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0023 |
0.2% |
49% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4280 |
|
2.618 |
1.4215 |
|
1.618 |
1.4175 |
|
1.000 |
1.4150 |
|
0.618 |
1.4135 |
|
HIGH |
1.4110 |
|
0.618 |
1.4095 |
|
0.500 |
1.4090 |
|
0.382 |
1.4085 |
|
LOW |
1.4070 |
|
0.618 |
1.4045 |
|
1.000 |
1.4030 |
|
1.618 |
1.4005 |
|
2.618 |
1.3965 |
|
4.250 |
1.3900 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4090 |
1.4052 |
| PP |
1.4080 |
1.4043 |
| S1 |
1.4071 |
1.4035 |
|