CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4259 |
1.4338 |
0.0079 |
0.6% |
1.4237 |
| High |
1.4366 |
1.4416 |
0.0050 |
0.3% |
1.4407 |
| Low |
1.4204 |
1.4292 |
0.0088 |
0.6% |
1.4093 |
| Close |
1.4331 |
1.4394 |
0.0063 |
0.4% |
1.4138 |
| Range |
0.0162 |
0.0124 |
-0.0038 |
-23.5% |
0.0314 |
| ATR |
0.0166 |
0.0163 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
363,160 |
343,669 |
-19,491 |
-5.4% |
1,452,243 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4739 |
1.4691 |
1.4462 |
|
| R3 |
1.4615 |
1.4567 |
1.4428 |
|
| R2 |
1.4491 |
1.4491 |
1.4417 |
|
| R1 |
1.4443 |
1.4443 |
1.4405 |
1.4467 |
| PP |
1.4367 |
1.4367 |
1.4367 |
1.4380 |
| S1 |
1.4319 |
1.4319 |
1.4383 |
1.4343 |
| S2 |
1.4243 |
1.4243 |
1.4371 |
|
| S3 |
1.4119 |
1.4195 |
1.4360 |
|
| S4 |
1.3995 |
1.4071 |
1.4326 |
|
|
| 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 |
1.4416 |
1.4070 |
0.0346 |
2.4% |
0.0171 |
1.2% |
94% |
True |
False |
333,785 |
| 10 |
1.4416 |
1.4039 |
0.0377 |
2.6% |
0.0158 |
1.1% |
94% |
True |
False |
317,605 |
| 20 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0162 |
1.1% |
58% |
False |
False |
234,863 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0169 |
1.2% |
49% |
False |
False |
118,361 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0154 |
1.1% |
49% |
False |
False |
79,081 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0141 |
1.0% |
58% |
False |
False |
59,380 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0120 |
0.8% |
68% |
False |
False |
47,508 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0106 |
0.7% |
76% |
False |
False |
39,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4943 |
|
2.618 |
1.4741 |
|
1.618 |
1.4617 |
|
1.000 |
1.4540 |
|
0.618 |
1.4493 |
|
HIGH |
1.4416 |
|
0.618 |
1.4369 |
|
0.500 |
1.4354 |
|
0.382 |
1.4339 |
|
LOW |
1.4292 |
|
0.618 |
1.4215 |
|
1.000 |
1.4168 |
|
1.618 |
1.4091 |
|
2.618 |
1.3967 |
|
4.250 |
1.3765 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4381 |
1.4344 |
| PP |
1.4367 |
1.4293 |
| S1 |
1.4354 |
1.4243 |
|