CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4292 |
1.4374 |
0.0082 |
0.6% |
1.4590 |
| High |
1.4390 |
1.4456 |
0.0066 |
0.5% |
1.4652 |
| Low |
1.4280 |
1.4339 |
0.0059 |
0.4% |
1.4281 |
| Close |
1.4372 |
1.4426 |
0.0054 |
0.4% |
1.4312 |
| Range |
0.0110 |
0.0117 |
0.0007 |
6.4% |
0.0371 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
208,951 |
230,039 |
21,088 |
10.1% |
660,829 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4758 |
1.4709 |
1.4490 |
|
| R3 |
1.4641 |
1.4592 |
1.4458 |
|
| R2 |
1.4524 |
1.4524 |
1.4447 |
|
| R1 |
1.4475 |
1.4475 |
1.4437 |
1.4500 |
| PP |
1.4407 |
1.4407 |
1.4407 |
1.4419 |
| S1 |
1.4358 |
1.4358 |
1.4415 |
1.4383 |
| S2 |
1.4290 |
1.4290 |
1.4405 |
|
| S3 |
1.4173 |
1.4241 |
1.4394 |
|
| S4 |
1.4056 |
1.4124 |
1.4362 |
|
|
| 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 |
1.4649 |
1.4280 |
0.0369 |
2.6% |
0.0154 |
1.1% |
40% |
False |
False |
203,278 |
| 10 |
1.4652 |
1.4277 |
0.0375 |
2.6% |
0.0152 |
1.1% |
40% |
False |
False |
112,723 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.0% |
0.0145 |
1.0% |
69% |
False |
False |
57,430 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0161 |
1.1% |
53% |
False |
False |
29,132 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0141 |
1.0% |
53% |
False |
False |
19,543 |
| 80 |
1.4875 |
1.3499 |
0.1376 |
9.5% |
0.0123 |
0.9% |
67% |
False |
False |
14,683 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0106 |
0.7% |
70% |
False |
False |
11,748 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0092 |
0.6% |
78% |
False |
False |
9,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4953 |
|
2.618 |
1.4762 |
|
1.618 |
1.4645 |
|
1.000 |
1.4573 |
|
0.618 |
1.4528 |
|
HIGH |
1.4456 |
|
0.618 |
1.4411 |
|
0.500 |
1.4398 |
|
0.382 |
1.4384 |
|
LOW |
1.4339 |
|
0.618 |
1.4267 |
|
1.000 |
1.4222 |
|
1.618 |
1.4150 |
|
2.618 |
1.4033 |
|
4.250 |
1.3842 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4417 |
1.4416 |
| PP |
1.4407 |
1.4405 |
| S1 |
1.4398 |
1.4395 |
|