CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4541 |
1.4646 |
0.0105 |
0.7% |
1.4270 |
| High |
1.4652 |
1.4649 |
-0.0003 |
0.0% |
1.4601 |
| Low |
1.4520 |
1.4521 |
0.0001 |
0.0% |
1.4221 |
| Close |
1.4649 |
1.4536 |
-0.0113 |
-0.8% |
1.4582 |
| Range |
0.0132 |
0.0128 |
-0.0004 |
-3.0% |
0.0380 |
| ATR |
0.0155 |
0.0153 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
54,302 |
93,497 |
39,195 |
72.2% |
29,726 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4953 |
1.4872 |
1.4606 |
|
| R3 |
1.4825 |
1.4744 |
1.4571 |
|
| R2 |
1.4697 |
1.4697 |
1.4559 |
|
| R1 |
1.4616 |
1.4616 |
1.4548 |
1.4593 |
| PP |
1.4569 |
1.4569 |
1.4569 |
1.4557 |
| S1 |
1.4488 |
1.4488 |
1.4524 |
1.4465 |
| S2 |
1.4441 |
1.4441 |
1.4513 |
|
| S3 |
1.4313 |
1.4360 |
1.4501 |
|
| S4 |
1.4185 |
1.4232 |
1.4466 |
|
|
| 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 |
1.4652 |
1.4287 |
0.0365 |
2.5% |
0.0148 |
1.0% |
68% |
False |
False |
39,647 |
| 10 |
1.4652 |
1.3968 |
0.0684 |
4.7% |
0.0145 |
1.0% |
83% |
False |
False |
21,744 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.0% |
0.0156 |
1.1% |
84% |
False |
False |
11,483 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.5% |
0.0157 |
1.1% |
64% |
False |
False |
6,091 |
| 60 |
1.4875 |
1.3814 |
0.1061 |
7.3% |
0.0140 |
1.0% |
68% |
False |
False |
4,182 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0116 |
0.8% |
77% |
False |
False |
3,147 |
| 100 |
1.4875 |
1.3236 |
0.1639 |
11.3% |
0.0099 |
0.7% |
79% |
False |
False |
2,519 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.0% |
0.0087 |
0.6% |
83% |
False |
False |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5193 |
|
2.618 |
1.4984 |
|
1.618 |
1.4856 |
|
1.000 |
1.4777 |
|
0.618 |
1.4728 |
|
HIGH |
1.4649 |
|
0.618 |
1.4600 |
|
0.500 |
1.4585 |
|
0.382 |
1.4570 |
|
LOW |
1.4521 |
|
0.618 |
1.4442 |
|
1.000 |
1.4393 |
|
1.618 |
1.4314 |
|
2.618 |
1.4186 |
|
4.250 |
1.3977 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4585 |
1.4583 |
| PP |
1.4569 |
1.4567 |
| S1 |
1.4552 |
1.4552 |
|