CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4360 |
1.4450 |
0.0090 |
0.6% |
1.4300 |
| High |
1.4420 |
1.4525 |
0.0105 |
0.7% |
1.4525 |
| Low |
1.4328 |
1.4450 |
0.0122 |
0.9% |
1.4289 |
| Close |
1.4399 |
1.4538 |
0.0139 |
1.0% |
1.4538 |
| Range |
0.0092 |
0.0075 |
-0.0017 |
-18.5% |
0.0236 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
9 |
16 |
7 |
77.8% |
43 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4729 |
1.4709 |
1.4579 |
|
| R3 |
1.4654 |
1.4634 |
1.4559 |
|
| R2 |
1.4579 |
1.4579 |
1.4552 |
|
| R1 |
1.4559 |
1.4559 |
1.4545 |
1.4569 |
| PP |
1.4504 |
1.4504 |
1.4504 |
1.4510 |
| S1 |
1.4484 |
1.4484 |
1.4531 |
1.4494 |
| S2 |
1.4429 |
1.4429 |
1.4524 |
|
| S3 |
1.4354 |
1.4409 |
1.4517 |
|
| S4 |
1.4279 |
1.4334 |
1.4497 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5159 |
1.5084 |
1.4668 |
|
| R3 |
1.4923 |
1.4848 |
1.4603 |
|
| R2 |
1.4687 |
1.4687 |
1.4581 |
|
| R1 |
1.4612 |
1.4612 |
1.4560 |
1.4650 |
| PP |
1.4451 |
1.4451 |
1.4451 |
1.4469 |
| S1 |
1.4376 |
1.4376 |
1.4516 |
1.4414 |
| S2 |
1.4215 |
1.4215 |
1.4495 |
|
| S3 |
1.3979 |
1.4140 |
1.4473 |
|
| S4 |
1.3743 |
1.3904 |
1.4408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4525 |
1.4227 |
0.0298 |
2.0% |
0.0033 |
0.2% |
104% |
True |
False |
9 |
| 10 |
1.4525 |
1.3911 |
0.0614 |
4.2% |
0.0038 |
0.3% |
102% |
True |
False |
10 |
| 20 |
1.4525 |
1.3911 |
0.0614 |
4.2% |
0.0041 |
0.3% |
102% |
True |
False |
10 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0043 |
0.3% |
76% |
False |
False |
7 |
| 60 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0032 |
0.2% |
81% |
False |
False |
7 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0024 |
0.2% |
85% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4844 |
|
2.618 |
1.4721 |
|
1.618 |
1.4646 |
|
1.000 |
1.4600 |
|
0.618 |
1.4571 |
|
HIGH |
1.4525 |
|
0.618 |
1.4496 |
|
0.500 |
1.4488 |
|
0.382 |
1.4479 |
|
LOW |
1.4450 |
|
0.618 |
1.4404 |
|
1.000 |
1.4375 |
|
1.618 |
1.4329 |
|
2.618 |
1.4254 |
|
4.250 |
1.4131 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4521 |
1.4494 |
| PP |
1.4504 |
1.4451 |
| S1 |
1.4488 |
1.4407 |
|