CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4389 |
1.4330 |
-0.0059 |
-0.4% |
1.4130 |
| High |
1.4458 |
1.4512 |
0.0054 |
0.4% |
1.4300 |
| Low |
1.4318 |
1.4322 |
0.0004 |
0.0% |
1.3963 |
| Close |
1.4369 |
1.4480 |
0.0111 |
0.8% |
1.4268 |
| Range |
0.0140 |
0.0190 |
0.0050 |
35.7% |
0.0337 |
| ATR |
0.0164 |
0.0166 |
0.0002 |
1.1% |
0.0000 |
| Volume |
353,581 |
329,365 |
-24,216 |
-6.8% |
1,787,096 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5008 |
1.4934 |
1.4585 |
|
| R3 |
1.4818 |
1.4744 |
1.4532 |
|
| R2 |
1.4628 |
1.4628 |
1.4515 |
|
| R1 |
1.4554 |
1.4554 |
1.4497 |
1.4591 |
| PP |
1.4438 |
1.4438 |
1.4438 |
1.4457 |
| S1 |
1.4364 |
1.4364 |
1.4463 |
1.4401 |
| S2 |
1.4248 |
1.4248 |
1.4445 |
|
| S3 |
1.4058 |
1.4174 |
1.4428 |
|
| S4 |
1.3868 |
1.3984 |
1.4376 |
|
|
| 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 |
1.4512 |
1.4063 |
0.0449 |
3.1% |
0.0163 |
1.1% |
93% |
True |
False |
275,713 |
| 10 |
1.4512 |
1.3963 |
0.0549 |
3.8% |
0.0157 |
1.1% |
94% |
True |
False |
323,218 |
| 20 |
1.4884 |
1.3963 |
0.0921 |
6.4% |
0.0183 |
1.3% |
56% |
False |
False |
349,153 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.6% |
0.0162 |
1.1% |
54% |
False |
False |
306,279 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.2% |
0.0151 |
1.0% |
63% |
False |
False |
295,014 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.5% |
0.0143 |
1.0% |
71% |
False |
False |
223,143 |
| 100 |
1.4925 |
1.2864 |
0.2061 |
14.2% |
0.0143 |
1.0% |
78% |
False |
False |
178,669 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.2% |
0.0140 |
1.0% |
78% |
False |
False |
148,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5320 |
|
2.618 |
1.5009 |
|
1.618 |
1.4819 |
|
1.000 |
1.4702 |
|
0.618 |
1.4629 |
|
HIGH |
1.4512 |
|
0.618 |
1.4439 |
|
0.500 |
1.4417 |
|
0.382 |
1.4395 |
|
LOW |
1.4322 |
|
0.618 |
1.4205 |
|
1.000 |
1.4132 |
|
1.618 |
1.4015 |
|
2.618 |
1.3825 |
|
4.250 |
1.3515 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4459 |
1.4448 |
| PP |
1.4438 |
1.4415 |
| S1 |
1.4417 |
1.4383 |
|