CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4545 |
1.4470 |
-0.0075 |
-0.5% |
1.4590 |
| High |
1.4619 |
1.4510 |
-0.0109 |
-0.7% |
1.4652 |
| Low |
1.4435 |
1.4281 |
-0.0154 |
-1.1% |
1.4281 |
| Close |
1.4467 |
1.4312 |
-0.0155 |
-1.1% |
1.4312 |
| Range |
0.0184 |
0.0229 |
0.0045 |
24.5% |
0.0371 |
| ATR |
0.0155 |
0.0161 |
0.0005 |
3.4% |
0.0000 |
| Volume |
163,860 |
320,045 |
156,185 |
95.3% |
660,829 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5055 |
1.4912 |
1.4438 |
|
| R3 |
1.4826 |
1.4683 |
1.4375 |
|
| R2 |
1.4597 |
1.4597 |
1.4354 |
|
| R1 |
1.4454 |
1.4454 |
1.4333 |
1.4411 |
| PP |
1.4368 |
1.4368 |
1.4368 |
1.4346 |
| S1 |
1.4225 |
1.4225 |
1.4291 |
1.4182 |
| S2 |
1.4139 |
1.4139 |
1.4270 |
|
| S3 |
1.3910 |
1.3996 |
1.4249 |
|
| S4 |
1.3681 |
1.3767 |
1.4186 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5528 |
1.5291 |
1.4516 |
|
| R3 |
1.5157 |
1.4920 |
1.4414 |
|
| R2 |
1.4786 |
1.4786 |
1.4380 |
|
| R1 |
1.4549 |
1.4549 |
1.4346 |
1.4482 |
| PP |
1.4415 |
1.4415 |
1.4415 |
1.4382 |
| S1 |
1.4178 |
1.4178 |
1.4278 |
1.4111 |
| S2 |
1.4044 |
1.4044 |
1.4244 |
|
| S3 |
1.3673 |
1.3807 |
1.4210 |
|
| S4 |
1.3302 |
1.3436 |
1.4108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4652 |
1.4281 |
0.0371 |
2.6% |
0.0155 |
1.1% |
8% |
False |
True |
132,165 |
| 10 |
1.4652 |
1.4086 |
0.0566 |
4.0% |
0.0163 |
1.1% |
40% |
False |
False |
69,518 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0157 |
1.1% |
53% |
False |
False |
35,583 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0161 |
1.1% |
41% |
False |
False |
18,175 |
| 60 |
1.4875 |
1.3874 |
0.1001 |
7.0% |
0.0143 |
1.0% |
44% |
False |
False |
12,233 |
| 80 |
1.4875 |
1.3470 |
0.1405 |
9.8% |
0.0121 |
0.8% |
60% |
False |
False |
9,196 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0103 |
0.7% |
62% |
False |
False |
7,358 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0091 |
0.6% |
72% |
False |
False |
6,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5483 |
|
2.618 |
1.5110 |
|
1.618 |
1.4881 |
|
1.000 |
1.4739 |
|
0.618 |
1.4652 |
|
HIGH |
1.4510 |
|
0.618 |
1.4423 |
|
0.500 |
1.4396 |
|
0.382 |
1.4368 |
|
LOW |
1.4281 |
|
0.618 |
1.4139 |
|
1.000 |
1.4052 |
|
1.618 |
1.3910 |
|
2.618 |
1.3681 |
|
4.250 |
1.3308 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4396 |
1.4465 |
| PP |
1.4368 |
1.4414 |
| S1 |
1.4340 |
1.4363 |
|