CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4577 |
1.4510 |
-0.0067 |
-0.5% |
1.4629 |
| High |
1.4659 |
1.4552 |
-0.0107 |
-0.7% |
1.4695 |
| Low |
1.4476 |
1.4322 |
-0.0154 |
-1.1% |
1.4322 |
| Close |
1.4509 |
1.4352 |
-0.0157 |
-1.1% |
1.4352 |
| Range |
0.0183 |
0.0230 |
0.0047 |
25.7% |
0.0373 |
| ATR |
0.0161 |
0.0166 |
0.0005 |
3.1% |
0.0000 |
| Volume |
348,504 |
114,642 |
-233,862 |
-67.1% |
1,271,988 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5099 |
1.4955 |
1.4479 |
|
| R3 |
1.4869 |
1.4725 |
1.4415 |
|
| R2 |
1.4639 |
1.4639 |
1.4394 |
|
| R1 |
1.4495 |
1.4495 |
1.4373 |
1.4452 |
| PP |
1.4409 |
1.4409 |
1.4409 |
1.4387 |
| S1 |
1.4265 |
1.4265 |
1.4331 |
1.4222 |
| S2 |
1.4179 |
1.4179 |
1.4310 |
|
| S3 |
1.3949 |
1.4035 |
1.4289 |
|
| S4 |
1.3719 |
1.3805 |
1.4226 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5575 |
1.5337 |
1.4557 |
|
| R3 |
1.5202 |
1.4964 |
1.4455 |
|
| R2 |
1.4829 |
1.4829 |
1.4420 |
|
| R1 |
1.4591 |
1.4591 |
1.4386 |
1.4524 |
| PP |
1.4456 |
1.4456 |
1.4456 |
1.4423 |
| S1 |
1.4218 |
1.4218 |
1.4318 |
1.4151 |
| S2 |
1.4083 |
1.4083 |
1.4284 |
|
| S3 |
1.3710 |
1.3845 |
1.4249 |
|
| S4 |
1.3337 |
1.3472 |
1.4147 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4695 |
1.4322 |
0.0373 |
2.6% |
0.0156 |
1.1% |
8% |
False |
True |
254,397 |
| 10 |
1.4695 |
1.4122 |
0.0573 |
4.0% |
0.0165 |
1.1% |
40% |
False |
False |
264,035 |
| 20 |
1.4695 |
1.3963 |
0.0732 |
5.1% |
0.0161 |
1.1% |
53% |
False |
False |
309,192 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0168 |
1.2% |
40% |
False |
False |
306,433 |
| 60 |
1.4925 |
1.3850 |
0.1075 |
7.5% |
0.0154 |
1.1% |
47% |
False |
False |
295,129 |
| 80 |
1.4925 |
1.3446 |
0.1479 |
10.3% |
0.0146 |
1.0% |
61% |
False |
False |
243,500 |
| 100 |
1.4925 |
1.3370 |
0.1555 |
10.8% |
0.0143 |
1.0% |
63% |
False |
False |
194,964 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.4% |
0.0140 |
1.0% |
72% |
False |
False |
162,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5530 |
|
2.618 |
1.5154 |
|
1.618 |
1.4924 |
|
1.000 |
1.4782 |
|
0.618 |
1.4694 |
|
HIGH |
1.4552 |
|
0.618 |
1.4464 |
|
0.500 |
1.4437 |
|
0.382 |
1.4410 |
|
LOW |
1.4322 |
|
0.618 |
1.4180 |
|
1.000 |
1.4092 |
|
1.618 |
1.3950 |
|
2.618 |
1.3720 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4437 |
1.4507 |
| PP |
1.4409 |
1.4455 |
| S1 |
1.4380 |
1.4404 |
|