CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4237 |
1.4270 |
0.0033 |
0.2% |
1.4292 |
| High |
1.4291 |
1.4385 |
0.0094 |
0.7% |
1.4456 |
| Low |
1.4154 |
1.4260 |
0.0106 |
0.7% |
1.4039 |
| Close |
1.4267 |
1.4380 |
0.0113 |
0.8% |
1.4276 |
| Range |
0.0137 |
0.0125 |
-0.0012 |
-8.8% |
0.0417 |
| ATR |
0.0165 |
0.0162 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
240,758 |
255,350 |
14,592 |
6.1% |
1,565,278 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4717 |
1.4673 |
1.4449 |
|
| R3 |
1.4592 |
1.4548 |
1.4414 |
|
| R2 |
1.4467 |
1.4467 |
1.4403 |
|
| R1 |
1.4423 |
1.4423 |
1.4391 |
1.4445 |
| PP |
1.4342 |
1.4342 |
1.4342 |
1.4353 |
| S1 |
1.4298 |
1.4298 |
1.4369 |
1.4320 |
| S2 |
1.4217 |
1.4217 |
1.4357 |
|
| S3 |
1.4092 |
1.4173 |
1.4346 |
|
| S4 |
1.3967 |
1.4048 |
1.4311 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5508 |
1.5309 |
1.4505 |
|
| R3 |
1.5091 |
1.4892 |
1.4391 |
|
| R2 |
1.4674 |
1.4674 |
1.4352 |
|
| R1 |
1.4475 |
1.4475 |
1.4314 |
1.4366 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4203 |
| S1 |
1.4058 |
1.4058 |
1.4238 |
1.3949 |
| S2 |
1.3840 |
1.3840 |
1.4200 |
|
| S3 |
1.3423 |
1.3641 |
1.4161 |
|
| S4 |
1.3006 |
1.3224 |
1.4047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4410 |
1.4039 |
0.0371 |
2.6% |
0.0183 |
1.3% |
92% |
False |
False |
324,479 |
| 10 |
1.4649 |
1.4039 |
0.0610 |
4.2% |
0.0168 |
1.2% |
56% |
False |
False |
263,878 |
| 20 |
1.4652 |
1.3962 |
0.0690 |
4.8% |
0.0156 |
1.1% |
61% |
False |
False |
138,284 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0164 |
1.1% |
48% |
False |
False |
69,624 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0148 |
1.0% |
48% |
False |
False |
46,546 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0132 |
0.9% |
57% |
False |
False |
34,960 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0114 |
0.8% |
67% |
False |
False |
27,971 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0099 |
0.7% |
76% |
False |
False |
23,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4916 |
|
2.618 |
1.4712 |
|
1.618 |
1.4587 |
|
1.000 |
1.4510 |
|
0.618 |
1.4462 |
|
HIGH |
1.4385 |
|
0.618 |
1.4337 |
|
0.500 |
1.4323 |
|
0.382 |
1.4308 |
|
LOW |
1.4260 |
|
0.618 |
1.4183 |
|
1.000 |
1.4135 |
|
1.618 |
1.4058 |
|
2.618 |
1.3933 |
|
4.250 |
1.3729 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4361 |
1.4333 |
| PP |
1.4342 |
1.4285 |
| S1 |
1.4323 |
1.4238 |
|