CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4510 |
1.4334 |
-0.0176 |
-1.2% |
1.4629 |
| High |
1.4552 |
1.4397 |
-0.0155 |
-1.1% |
1.4695 |
| Low |
1.4322 |
1.4322 |
0.0000 |
0.0% |
1.4322 |
| Close |
1.4352 |
1.4394 |
0.0042 |
0.3% |
1.4352 |
| Range |
0.0230 |
0.0075 |
-0.0155 |
-67.4% |
0.0373 |
| ATR |
0.0166 |
0.0159 |
-0.0006 |
-3.9% |
0.0000 |
| Volume |
114,642 |
7,751 |
-106,891 |
-93.2% |
1,271,988 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4596 |
1.4570 |
1.4435 |
|
| R3 |
1.4521 |
1.4495 |
1.4415 |
|
| R2 |
1.4446 |
1.4446 |
1.4408 |
|
| R1 |
1.4420 |
1.4420 |
1.4401 |
1.4433 |
| PP |
1.4371 |
1.4371 |
1.4371 |
1.4378 |
| S1 |
1.4345 |
1.4345 |
1.4387 |
1.4358 |
| S2 |
1.4296 |
1.4296 |
1.4380 |
|
| S3 |
1.4221 |
1.4270 |
1.4373 |
|
| S4 |
1.4146 |
1.4195 |
1.4353 |
|
|
| 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% |
0.0150 |
1.0% |
19% |
False |
True |
209,506 |
| 10 |
1.4695 |
1.4254 |
0.0441 |
3.1% |
0.0155 |
1.1% |
32% |
False |
False |
232,430 |
| 20 |
1.4695 |
1.3963 |
0.0732 |
5.1% |
0.0151 |
1.1% |
59% |
False |
False |
290,796 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.7% |
0.0166 |
1.2% |
45% |
False |
False |
299,232 |
| 60 |
1.4925 |
1.3962 |
0.0963 |
6.7% |
0.0152 |
1.1% |
45% |
False |
False |
290,182 |
| 80 |
1.4925 |
1.3510 |
0.1415 |
9.8% |
0.0146 |
1.0% |
62% |
False |
False |
243,587 |
| 100 |
1.4925 |
1.3370 |
0.1555 |
10.8% |
0.0142 |
1.0% |
66% |
False |
False |
195,028 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.3% |
0.0140 |
1.0% |
74% |
False |
False |
162,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4716 |
|
2.618 |
1.4593 |
|
1.618 |
1.4518 |
|
1.000 |
1.4472 |
|
0.618 |
1.4443 |
|
HIGH |
1.4397 |
|
0.618 |
1.4368 |
|
0.500 |
1.4360 |
|
0.382 |
1.4351 |
|
LOW |
1.4322 |
|
0.618 |
1.4276 |
|
1.000 |
1.4247 |
|
1.618 |
1.4201 |
|
2.618 |
1.4126 |
|
4.250 |
1.4003 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4383 |
1.4491 |
| PP |
1.4371 |
1.4458 |
| S1 |
1.4360 |
1.4426 |
|