CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4303 |
1.4230 |
-0.0073 |
-0.5% |
1.4237 |
| High |
1.4304 |
1.4273 |
-0.0031 |
-0.2% |
1.4407 |
| Low |
1.4093 |
1.4109 |
0.0016 |
0.1% |
1.4093 |
| Close |
1.4182 |
1.4138 |
-0.0044 |
-0.3% |
1.4138 |
| Range |
0.0211 |
0.0164 |
-0.0047 |
-22.3% |
0.0314 |
| ATR |
0.0164 |
0.0164 |
0.0000 |
0.0% |
0.0000 |
| Volume |
396,002 |
275,313 |
-120,689 |
-30.5% |
1,452,243 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4665 |
1.4566 |
1.4228 |
|
| R3 |
1.4501 |
1.4402 |
1.4183 |
|
| R2 |
1.4337 |
1.4337 |
1.4168 |
|
| R1 |
1.4238 |
1.4238 |
1.4153 |
1.4206 |
| PP |
1.4173 |
1.4173 |
1.4173 |
1.4157 |
| S1 |
1.4074 |
1.4074 |
1.4123 |
1.4042 |
| S2 |
1.4009 |
1.4009 |
1.4108 |
|
| S3 |
1.3845 |
1.3910 |
1.4093 |
|
| S4 |
1.3681 |
1.3746 |
1.4048 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.4960 |
1.4311 |
|
| R3 |
1.4841 |
1.4646 |
1.4224 |
|
| R2 |
1.4527 |
1.4527 |
1.4196 |
|
| R1 |
1.4332 |
1.4332 |
1.4167 |
1.4273 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4183 |
| S1 |
1.4018 |
1.4018 |
1.4109 |
1.3959 |
| S2 |
1.3899 |
1.3899 |
1.4080 |
|
| S3 |
1.3585 |
1.3704 |
1.4052 |
|
| S4 |
1.3271 |
1.3390 |
1.3965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4407 |
1.4093 |
0.0314 |
2.2% |
0.0148 |
1.0% |
14% |
False |
False |
290,448 |
| 10 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0162 |
1.1% |
24% |
False |
False |
301,752 |
| 20 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0162 |
1.1% |
16% |
False |
False |
185,635 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0165 |
1.2% |
22% |
False |
False |
93,483 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0151 |
1.1% |
22% |
False |
False |
62,468 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.2% |
0.0137 |
1.0% |
36% |
False |
False |
46,912 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0117 |
0.8% |
50% |
False |
False |
37,533 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0102 |
0.7% |
64% |
False |
False |
31,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4970 |
|
2.618 |
1.4702 |
|
1.618 |
1.4538 |
|
1.000 |
1.4437 |
|
0.618 |
1.4374 |
|
HIGH |
1.4273 |
|
0.618 |
1.4210 |
|
0.500 |
1.4191 |
|
0.382 |
1.4172 |
|
LOW |
1.4109 |
|
0.618 |
1.4008 |
|
1.000 |
1.3945 |
|
1.618 |
1.3844 |
|
2.618 |
1.3680 |
|
4.250 |
1.3412 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4191 |
1.4250 |
| PP |
1.4173 |
1.4213 |
| S1 |
1.4156 |
1.4175 |
|