CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4289 |
1.4360 |
0.0071 |
0.5% |
1.3950 |
| High |
1.4289 |
1.4420 |
0.0131 |
0.9% |
1.4227 |
| Low |
1.4289 |
1.4328 |
0.0039 |
0.3% |
1.3911 |
| Close |
1.4289 |
1.4399 |
0.0110 |
0.8% |
1.4194 |
| Range |
0.0000 |
0.0092 |
0.0092 |
|
0.0316 |
| ATR |
0.0091 |
0.0094 |
0.0003 |
3.1% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
53 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4658 |
1.4621 |
1.4450 |
|
| R3 |
1.4566 |
1.4529 |
1.4424 |
|
| R2 |
1.4474 |
1.4474 |
1.4416 |
|
| R1 |
1.4437 |
1.4437 |
1.4407 |
1.4456 |
| PP |
1.4382 |
1.4382 |
1.4382 |
1.4392 |
| S1 |
1.4345 |
1.4345 |
1.4391 |
1.4364 |
| S2 |
1.4290 |
1.4290 |
1.4382 |
|
| S3 |
1.4198 |
1.4253 |
1.4374 |
|
| S4 |
1.4106 |
1.4161 |
1.4348 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5059 |
1.4942 |
1.4368 |
|
| R3 |
1.4743 |
1.4626 |
1.4281 |
|
| R2 |
1.4427 |
1.4427 |
1.4252 |
|
| R1 |
1.4310 |
1.4310 |
1.4223 |
1.4369 |
| PP |
1.4111 |
1.4111 |
1.4111 |
1.4140 |
| S1 |
1.3994 |
1.3994 |
1.4165 |
1.4053 |
| S2 |
1.3795 |
1.3795 |
1.4136 |
|
| S3 |
1.3479 |
1.3678 |
1.4107 |
|
| S4 |
1.3163 |
1.3362 |
1.4020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4420 |
1.4070 |
0.0350 |
2.4% |
0.0026 |
0.2% |
94% |
True |
False |
8 |
| 10 |
1.4420 |
1.3911 |
0.0509 |
3.5% |
0.0040 |
0.3% |
96% |
True |
False |
10 |
| 20 |
1.4731 |
1.3911 |
0.0820 |
5.7% |
0.0053 |
0.4% |
60% |
False |
False |
10 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0041 |
0.3% |
59% |
False |
False |
7 |
| 60 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0031 |
0.2% |
67% |
False |
False |
7 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0023 |
0.2% |
75% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4811 |
|
2.618 |
1.4661 |
|
1.618 |
1.4569 |
|
1.000 |
1.4512 |
|
0.618 |
1.4477 |
|
HIGH |
1.4420 |
|
0.618 |
1.4385 |
|
0.500 |
1.4374 |
|
0.382 |
1.4363 |
|
LOW |
1.4328 |
|
0.618 |
1.4271 |
|
1.000 |
1.4236 |
|
1.618 |
1.4179 |
|
2.618 |
1.4087 |
|
4.250 |
1.3937 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4391 |
1.4384 |
| PP |
1.4382 |
1.4369 |
| S1 |
1.4374 |
1.4355 |
|