CME Euro FX (E) Future September 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 |
1.4448 |
1.4590 |
0.0142 |
1.0% |
1.4270 |
| High |
1.4601 |
1.4616 |
0.0015 |
0.1% |
1.4601 |
| Low |
1.4410 |
1.4513 |
0.0103 |
0.7% |
1.4221 |
| Close |
1.4582 |
1.4543 |
-0.0039 |
-0.3% |
1.4582 |
| Range |
0.0191 |
0.0103 |
-0.0088 |
-46.1% |
0.0380 |
| ATR |
0.0161 |
0.0157 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
14,635 |
29,125 |
14,490 |
99.0% |
29,726 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4866 |
1.4808 |
1.4600 |
|
| R3 |
1.4763 |
1.4705 |
1.4571 |
|
| R2 |
1.4660 |
1.4660 |
1.4562 |
|
| R1 |
1.4602 |
1.4602 |
1.4552 |
1.4580 |
| PP |
1.4557 |
1.4557 |
1.4557 |
1.4546 |
| S1 |
1.4499 |
1.4499 |
1.4534 |
1.4477 |
| S2 |
1.4454 |
1.4454 |
1.4524 |
|
| S3 |
1.4351 |
1.4396 |
1.4515 |
|
| S4 |
1.4248 |
1.4293 |
1.4486 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5475 |
1.4791 |
|
| R3 |
1.5228 |
1.5095 |
1.4687 |
|
| R2 |
1.4848 |
1.4848 |
1.4652 |
|
| R1 |
1.4715 |
1.4715 |
1.4617 |
1.4782 |
| PP |
1.4468 |
1.4468 |
1.4468 |
1.4501 |
| S1 |
1.4335 |
1.4335 |
1.4547 |
1.4402 |
| S2 |
1.4088 |
1.4088 |
1.4512 |
|
| S3 |
1.3708 |
1.3955 |
1.4478 |
|
| S4 |
1.3328 |
1.3575 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4616 |
1.4221 |
0.0395 |
2.7% |
0.0156 |
1.1% |
82% |
True |
False |
11,770 |
| 10 |
1.4616 |
1.3925 |
0.0691 |
4.8% |
0.0148 |
1.0% |
89% |
True |
False |
7,379 |
| 20 |
1.4616 |
1.3925 |
0.0691 |
4.8% |
0.0159 |
1.1% |
89% |
True |
False |
4,193 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.5% |
0.0155 |
1.1% |
65% |
False |
False |
2,430 |
| 60 |
1.4875 |
1.3775 |
0.1100 |
7.6% |
0.0138 |
0.9% |
70% |
False |
False |
1,724 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0115 |
0.8% |
78% |
False |
False |
1,300 |
| 100 |
1.4875 |
1.3020 |
0.1855 |
12.8% |
0.0098 |
0.7% |
82% |
False |
False |
1,041 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.0% |
0.0086 |
0.6% |
84% |
False |
False |
868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5054 |
|
2.618 |
1.4886 |
|
1.618 |
1.4783 |
|
1.000 |
1.4719 |
|
0.618 |
1.4680 |
|
HIGH |
1.4616 |
|
0.618 |
1.4577 |
|
0.500 |
1.4565 |
|
0.382 |
1.4552 |
|
LOW |
1.4513 |
|
0.618 |
1.4449 |
|
1.000 |
1.4410 |
|
1.618 |
1.4346 |
|
2.618 |
1.4243 |
|
4.250 |
1.4075 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4565 |
1.4513 |
| PP |
1.4557 |
1.4482 |
| S1 |
1.4550 |
1.4452 |
|