CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4470 |
1.4292 |
-0.0178 |
-1.2% |
1.4590 |
| High |
1.4510 |
1.4390 |
-0.0120 |
-0.8% |
1.4652 |
| Low |
1.4281 |
1.4280 |
-0.0001 |
0.0% |
1.4281 |
| Close |
1.4312 |
1.4372 |
0.0060 |
0.4% |
1.4312 |
| Range |
0.0229 |
0.0110 |
-0.0119 |
-52.0% |
0.0371 |
| ATR |
0.0161 |
0.0157 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
320,045 |
208,951 |
-111,094 |
-34.7% |
660,829 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4677 |
1.4635 |
1.4433 |
|
| R3 |
1.4567 |
1.4525 |
1.4402 |
|
| R2 |
1.4457 |
1.4457 |
1.4392 |
|
| R1 |
1.4415 |
1.4415 |
1.4382 |
1.4436 |
| PP |
1.4347 |
1.4347 |
1.4347 |
1.4358 |
| S1 |
1.4305 |
1.4305 |
1.4362 |
1.4326 |
| S2 |
1.4237 |
1.4237 |
1.4352 |
|
| S3 |
1.4127 |
1.4195 |
1.4342 |
|
| S4 |
1.4017 |
1.4085 |
1.4312 |
|
|
| 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 |
1.4280 |
0.0372 |
2.6% |
0.0157 |
1.1% |
25% |
False |
True |
168,131 |
| 10 |
1.4652 |
1.4221 |
0.0431 |
3.0% |
0.0156 |
1.1% |
35% |
False |
False |
89,950 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0149 |
1.0% |
61% |
False |
False |
45,982 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0161 |
1.1% |
47% |
False |
False |
23,389 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0142 |
1.0% |
47% |
False |
False |
15,712 |
| 80 |
1.4875 |
1.3499 |
0.1376 |
9.6% |
0.0122 |
0.8% |
63% |
False |
False |
11,808 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0104 |
0.7% |
66% |
False |
False |
9,447 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0091 |
0.6% |
75% |
False |
False |
7,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4858 |
|
2.618 |
1.4678 |
|
1.618 |
1.4568 |
|
1.000 |
1.4500 |
|
0.618 |
1.4458 |
|
HIGH |
1.4390 |
|
0.618 |
1.4348 |
|
0.500 |
1.4335 |
|
0.382 |
1.4322 |
|
LOW |
1.4280 |
|
0.618 |
1.4212 |
|
1.000 |
1.4170 |
|
1.618 |
1.4102 |
|
2.618 |
1.3992 |
|
4.250 |
1.3813 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4360 |
1.4450 |
| PP |
1.4347 |
1.4424 |
| S1 |
1.4335 |
1.4398 |
|