CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4308 |
1.4389 |
0.0081 |
0.6% |
1.4130 |
| High |
1.4422 |
1.4458 |
0.0036 |
0.2% |
1.4300 |
| Low |
1.4254 |
1.4318 |
0.0064 |
0.4% |
1.3963 |
| Close |
1.4379 |
1.4369 |
-0.0010 |
-0.1% |
1.4268 |
| Range |
0.0168 |
0.0140 |
-0.0028 |
-16.7% |
0.0337 |
| ATR |
0.0166 |
0.0164 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
0 |
353,581 |
353,581 |
|
1,787,096 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4802 |
1.4725 |
1.4446 |
|
| R3 |
1.4662 |
1.4585 |
1.4408 |
|
| R2 |
1.4522 |
1.4522 |
1.4395 |
|
| R1 |
1.4445 |
1.4445 |
1.4382 |
1.4414 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4366 |
| S1 |
1.4305 |
1.4305 |
1.4356 |
1.4274 |
| S2 |
1.4242 |
1.4242 |
1.4343 |
|
| S3 |
1.4102 |
1.4165 |
1.4331 |
|
| S4 |
1.3962 |
1.4025 |
1.4292 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5188 |
1.5065 |
1.4453 |
|
| R3 |
1.4851 |
1.4728 |
1.4361 |
|
| R2 |
1.4514 |
1.4514 |
1.4330 |
|
| R1 |
1.4391 |
1.4391 |
1.4299 |
1.4453 |
| PP |
1.4177 |
1.4177 |
1.4177 |
1.4208 |
| S1 |
1.4054 |
1.4054 |
1.4237 |
1.4116 |
| S2 |
1.3840 |
1.3840 |
1.4206 |
|
| S3 |
1.3503 |
1.3717 |
1.4175 |
|
| S4 |
1.3166 |
1.3380 |
1.4083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4458 |
1.4006 |
0.0452 |
3.1% |
0.0147 |
1.0% |
80% |
True |
False |
284,952 |
| 10 |
1.4458 |
1.3963 |
0.0495 |
3.4% |
0.0147 |
1.0% |
82% |
True |
False |
318,657 |
| 20 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0182 |
1.3% |
42% |
False |
False |
351,333 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0160 |
1.1% |
42% |
False |
False |
304,444 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.3% |
0.0150 |
1.0% |
53% |
False |
False |
290,476 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.5% |
0.0142 |
1.0% |
63% |
False |
False |
219,035 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0142 |
1.0% |
73% |
False |
False |
175,379 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0139 |
1.0% |
73% |
False |
False |
146,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5053 |
|
2.618 |
1.4825 |
|
1.618 |
1.4685 |
|
1.000 |
1.4598 |
|
0.618 |
1.4545 |
|
HIGH |
1.4458 |
|
0.618 |
1.4405 |
|
0.500 |
1.4388 |
|
0.382 |
1.4371 |
|
LOW |
1.4318 |
|
0.618 |
1.4231 |
|
1.000 |
1.4178 |
|
1.618 |
1.4091 |
|
2.618 |
1.3951 |
|
4.250 |
1.3723 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4388 |
1.4343 |
| PP |
1.4382 |
1.4316 |
| S1 |
1.4375 |
1.4290 |
|