CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4338 |
1.4401 |
0.0063 |
0.4% |
1.4237 |
| High |
1.4416 |
1.4507 |
0.0091 |
0.6% |
1.4407 |
| Low |
1.4292 |
1.4395 |
0.0103 |
0.7% |
1.4093 |
| Close |
1.4394 |
1.4488 |
0.0094 |
0.7% |
1.4138 |
| Range |
0.0124 |
0.0112 |
-0.0012 |
-9.7% |
0.0314 |
| ATR |
0.0163 |
0.0159 |
-0.0004 |
-2.2% |
0.0000 |
| Volume |
343,669 |
287,116 |
-56,553 |
-16.5% |
1,452,243 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4799 |
1.4756 |
1.4550 |
|
| R3 |
1.4687 |
1.4644 |
1.4519 |
|
| R2 |
1.4575 |
1.4575 |
1.4509 |
|
| R1 |
1.4532 |
1.4532 |
1.4498 |
1.4554 |
| PP |
1.4463 |
1.4463 |
1.4463 |
1.4474 |
| S1 |
1.4420 |
1.4420 |
1.4478 |
1.4442 |
| S2 |
1.4351 |
1.4351 |
1.4467 |
|
| S3 |
1.4239 |
1.4308 |
1.4457 |
|
| S4 |
1.4127 |
1.4196 |
1.4426 |
|
|
| 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 |
1.4507 |
1.4070 |
0.0437 |
3.0% |
0.0151 |
1.0% |
96% |
True |
False |
312,008 |
| 10 |
1.4507 |
1.4070 |
0.0437 |
3.0% |
0.0154 |
1.1% |
96% |
True |
False |
305,232 |
| 20 |
1.4652 |
1.4039 |
0.0613 |
4.2% |
0.0159 |
1.1% |
73% |
False |
False |
248,885 |
| 40 |
1.4831 |
1.3925 |
0.0906 |
6.3% |
0.0167 |
1.2% |
62% |
False |
False |
125,518 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0154 |
1.1% |
59% |
False |
False |
83,864 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0141 |
1.0% |
66% |
False |
False |
62,968 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0121 |
0.8% |
74% |
False |
False |
50,380 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.1% |
0.0107 |
0.7% |
81% |
False |
False |
41,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4983 |
|
2.618 |
1.4800 |
|
1.618 |
1.4688 |
|
1.000 |
1.4619 |
|
0.618 |
1.4576 |
|
HIGH |
1.4507 |
|
0.618 |
1.4464 |
|
0.500 |
1.4451 |
|
0.382 |
1.4438 |
|
LOW |
1.4395 |
|
0.618 |
1.4326 |
|
1.000 |
1.4283 |
|
1.618 |
1.4214 |
|
2.618 |
1.4102 |
|
4.250 |
1.3919 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4476 |
1.4444 |
| PP |
1.4463 |
1.4400 |
| S1 |
1.4451 |
1.4356 |
|