CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4374 |
1.4401 |
0.0027 |
0.2% |
1.4590 |
| High |
1.4456 |
1.4410 |
-0.0046 |
-0.3% |
1.4652 |
| Low |
1.4339 |
1.4118 |
-0.0221 |
-1.5% |
1.4281 |
| Close |
1.4426 |
1.4132 |
-0.0294 |
-2.0% |
1.4312 |
| Range |
0.0117 |
0.0292 |
0.0175 |
149.6% |
0.0371 |
| ATR |
0.0154 |
0.0165 |
0.0011 |
7.1% |
0.0000 |
| Volume |
230,039 |
400,094 |
170,055 |
73.9% |
660,829 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5096 |
1.4906 |
1.4293 |
|
| R3 |
1.4804 |
1.4614 |
1.4212 |
|
| R2 |
1.4512 |
1.4512 |
1.4186 |
|
| R1 |
1.4322 |
1.4322 |
1.4159 |
1.4271 |
| PP |
1.4220 |
1.4220 |
1.4220 |
1.4195 |
| S1 |
1.4030 |
1.4030 |
1.4105 |
1.3979 |
| S2 |
1.3928 |
1.3928 |
1.4078 |
|
| S3 |
1.3636 |
1.3738 |
1.4052 |
|
| S4 |
1.3344 |
1.3446 |
1.3971 |
|
|
| 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 |
1.4619 |
1.4118 |
0.0501 |
3.5% |
0.0186 |
1.3% |
3% |
False |
True |
264,597 |
| 10 |
1.4652 |
1.4118 |
0.0534 |
3.8% |
0.0167 |
1.2% |
3% |
False |
True |
152,122 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0154 |
1.1% |
28% |
False |
False |
77,395 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0162 |
1.1% |
22% |
False |
False |
39,129 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0144 |
1.0% |
22% |
False |
False |
26,204 |
| 80 |
1.4875 |
1.3587 |
0.1288 |
9.1% |
0.0125 |
0.9% |
42% |
False |
False |
19,683 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0108 |
0.8% |
50% |
False |
False |
15,748 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0095 |
0.7% |
64% |
False |
False |
13,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5651 |
|
2.618 |
1.5174 |
|
1.618 |
1.4882 |
|
1.000 |
1.4702 |
|
0.618 |
1.4590 |
|
HIGH |
1.4410 |
|
0.618 |
1.4298 |
|
0.500 |
1.4264 |
|
0.382 |
1.4230 |
|
LOW |
1.4118 |
|
0.618 |
1.3938 |
|
1.000 |
1.3826 |
|
1.618 |
1.3646 |
|
2.618 |
1.3354 |
|
4.250 |
1.2877 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4264 |
1.4287 |
| PP |
1.4220 |
1.4235 |
| S1 |
1.4176 |
1.4184 |
|