CME Euro FX (E) Future September 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 |
1.4369 |
1.4287 |
-0.0082 |
-0.6% |
1.4089 |
| High |
1.4417 |
1.4472 |
0.0055 |
0.4% |
1.4262 |
| Low |
1.4277 |
1.4287 |
0.0010 |
0.1% |
1.3925 |
| Close |
1.4330 |
1.4441 |
0.0111 |
0.8% |
1.4231 |
| Range |
0.0140 |
0.0185 |
0.0045 |
32.1% |
0.0337 |
| ATR |
0.0157 |
0.0159 |
0.0002 |
1.3% |
0.0000 |
| Volume |
6,104 |
6,677 |
573 |
9.4% |
14,939 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4955 |
1.4883 |
1.4543 |
|
| R3 |
1.4770 |
1.4698 |
1.4492 |
|
| R2 |
1.4585 |
1.4585 |
1.4475 |
|
| R1 |
1.4513 |
1.4513 |
1.4458 |
1.4549 |
| PP |
1.4400 |
1.4400 |
1.4400 |
1.4418 |
| S1 |
1.4328 |
1.4328 |
1.4424 |
1.4364 |
| S2 |
1.4215 |
1.4215 |
1.4407 |
|
| S3 |
1.4030 |
1.4143 |
1.4390 |
|
| S4 |
1.3845 |
1.3958 |
1.4339 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5150 |
1.5028 |
1.4416 |
|
| R3 |
1.4813 |
1.4691 |
1.4324 |
|
| R2 |
1.4476 |
1.4476 |
1.4293 |
|
| R1 |
1.4354 |
1.4354 |
1.4262 |
1.4415 |
| PP |
1.4139 |
1.4139 |
1.4139 |
1.4170 |
| S1 |
1.4017 |
1.4017 |
1.4200 |
1.4078 |
| S2 |
1.3802 |
1.3802 |
1.4169 |
|
| S3 |
1.3465 |
1.3680 |
1.4138 |
|
| S4 |
1.3128 |
1.3343 |
1.4046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4472 |
1.4033 |
0.0439 |
3.0% |
0.0158 |
1.1% |
93% |
True |
False |
4,853 |
| 10 |
1.4472 |
1.3925 |
0.0547 |
3.8% |
0.0151 |
1.0% |
94% |
True |
False |
3,220 |
| 20 |
1.4831 |
1.3925 |
0.0906 |
6.3% |
0.0176 |
1.2% |
57% |
False |
False |
2,151 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0152 |
1.1% |
54% |
False |
False |
1,354 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0135 |
0.9% |
62% |
False |
False |
996 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0111 |
0.8% |
71% |
False |
False |
753 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0096 |
0.7% |
79% |
False |
False |
603 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0084 |
0.6% |
79% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5258 |
|
2.618 |
1.4956 |
|
1.618 |
1.4771 |
|
1.000 |
1.4657 |
|
0.618 |
1.4586 |
|
HIGH |
1.4472 |
|
0.618 |
1.4401 |
|
0.500 |
1.4380 |
|
0.382 |
1.4358 |
|
LOW |
1.4287 |
|
0.618 |
1.4173 |
|
1.000 |
1.4102 |
|
1.618 |
1.3988 |
|
2.618 |
1.3803 |
|
4.250 |
1.3501 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4421 |
1.4410 |
| PP |
1.4400 |
1.4378 |
| S1 |
1.4380 |
1.4347 |
|