CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4486 |
1.4629 |
0.0143 |
1.0% |
1.4308 |
| High |
1.4641 |
1.4658 |
0.0017 |
0.1% |
1.4641 |
| Low |
1.4448 |
1.4555 |
0.0107 |
0.7% |
1.4254 |
| Close |
1.4622 |
1.4585 |
-0.0037 |
-0.3% |
1.4622 |
| Range |
0.0193 |
0.0103 |
-0.0090 |
-46.6% |
0.0387 |
| ATR |
0.0168 |
0.0163 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
361,619 |
232,206 |
-129,413 |
-35.8% |
1,044,565 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4908 |
1.4850 |
1.4642 |
|
| R3 |
1.4805 |
1.4747 |
1.4613 |
|
| R2 |
1.4702 |
1.4702 |
1.4604 |
|
| R1 |
1.4644 |
1.4644 |
1.4594 |
1.4622 |
| PP |
1.4599 |
1.4599 |
1.4599 |
1.4588 |
| S1 |
1.4541 |
1.4541 |
1.4576 |
1.4519 |
| S2 |
1.4496 |
1.4496 |
1.4566 |
|
| S3 |
1.4393 |
1.4438 |
1.4557 |
|
| S4 |
1.4290 |
1.4335 |
1.4528 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5531 |
1.4835 |
|
| R3 |
1.5280 |
1.5144 |
1.4728 |
|
| R2 |
1.4893 |
1.4893 |
1.4693 |
|
| R1 |
1.4757 |
1.4757 |
1.4657 |
1.4825 |
| PP |
1.4506 |
1.4506 |
1.4506 |
1.4540 |
| S1 |
1.4370 |
1.4370 |
1.4587 |
1.4438 |
| S2 |
1.4119 |
1.4119 |
1.4551 |
|
| S3 |
1.3732 |
1.3983 |
1.4516 |
|
| S4 |
1.3345 |
1.3596 |
1.4409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4658 |
1.4254 |
0.0404 |
2.8% |
0.0159 |
1.1% |
82% |
True |
False |
255,354 |
| 10 |
1.4658 |
1.3963 |
0.0695 |
4.8% |
0.0153 |
1.0% |
89% |
True |
False |
306,386 |
| 20 |
1.4658 |
1.3963 |
0.0695 |
4.8% |
0.0164 |
1.1% |
89% |
True |
False |
327,832 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.6% |
0.0164 |
1.1% |
65% |
False |
False |
305,025 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.2% |
0.0152 |
1.0% |
71% |
False |
False |
299,537 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.4% |
0.0144 |
1.0% |
78% |
False |
False |
230,547 |
| 100 |
1.4925 |
1.2952 |
0.1973 |
13.5% |
0.0144 |
1.0% |
83% |
False |
False |
184,598 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.1% |
0.0139 |
1.0% |
84% |
False |
False |
153,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5096 |
|
2.618 |
1.4928 |
|
1.618 |
1.4825 |
|
1.000 |
1.4761 |
|
0.618 |
1.4722 |
|
HIGH |
1.4658 |
|
0.618 |
1.4619 |
|
0.500 |
1.4607 |
|
0.382 |
1.4594 |
|
LOW |
1.4555 |
|
0.618 |
1.4491 |
|
1.000 |
1.4452 |
|
1.618 |
1.4388 |
|
2.618 |
1.4285 |
|
4.250 |
1.4117 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4607 |
1.4553 |
| PP |
1.4599 |
1.4522 |
| S1 |
1.4592 |
1.4490 |
|