CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4646 |
1.4545 |
-0.0101 |
-0.7% |
1.4270 |
| High |
1.4649 |
1.4619 |
-0.0030 |
-0.2% |
1.4601 |
| Low |
1.4521 |
1.4435 |
-0.0086 |
-0.6% |
1.4221 |
| Close |
1.4536 |
1.4467 |
-0.0069 |
-0.5% |
1.4582 |
| Range |
0.0128 |
0.0184 |
0.0056 |
43.8% |
0.0380 |
| ATR |
0.0153 |
0.0155 |
0.0002 |
1.4% |
0.0000 |
| Volume |
93,497 |
163,860 |
70,363 |
75.3% |
29,726 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5059 |
1.4947 |
1.4568 |
|
| R3 |
1.4875 |
1.4763 |
1.4518 |
|
| R2 |
1.4691 |
1.4691 |
1.4501 |
|
| R1 |
1.4579 |
1.4579 |
1.4484 |
1.4543 |
| PP |
1.4507 |
1.4507 |
1.4507 |
1.4489 |
| S1 |
1.4395 |
1.4395 |
1.4450 |
1.4359 |
| S2 |
1.4323 |
1.4323 |
1.4433 |
|
| S3 |
1.4139 |
1.4211 |
1.4416 |
|
| S4 |
1.3955 |
1.4027 |
1.4366 |
|
|
| 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 |
1.4410 |
0.0242 |
1.7% |
0.0148 |
1.0% |
24% |
False |
False |
71,083 |
| 10 |
1.4652 |
1.4033 |
0.0619 |
4.3% |
0.0153 |
1.1% |
70% |
False |
False |
37,968 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.0% |
0.0153 |
1.1% |
75% |
False |
False |
19,653 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0158 |
1.1% |
57% |
False |
False |
10,182 |
| 60 |
1.4875 |
1.3827 |
0.1048 |
7.2% |
0.0141 |
1.0% |
61% |
False |
False |
6,910 |
| 80 |
1.4875 |
1.3470 |
0.1405 |
9.7% |
0.0118 |
0.8% |
71% |
False |
False |
5,196 |
| 100 |
1.4875 |
1.3236 |
0.1639 |
11.3% |
0.0101 |
0.7% |
75% |
False |
False |
4,157 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0089 |
0.6% |
80% |
False |
False |
3,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5401 |
|
2.618 |
1.5101 |
|
1.618 |
1.4917 |
|
1.000 |
1.4803 |
|
0.618 |
1.4733 |
|
HIGH |
1.4619 |
|
0.618 |
1.4549 |
|
0.500 |
1.4527 |
|
0.382 |
1.4505 |
|
LOW |
1.4435 |
|
0.618 |
1.4321 |
|
1.000 |
1.4251 |
|
1.618 |
1.4137 |
|
2.618 |
1.3953 |
|
4.250 |
1.3653 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4527 |
1.4544 |
| PP |
1.4507 |
1.4518 |
| S1 |
1.4487 |
1.4493 |
|