CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4511 |
1.4418 |
-0.0093 |
-0.6% |
1.4505 |
| High |
1.4530 |
1.4423 |
-0.0107 |
-0.7% |
1.4610 |
| Low |
1.4394 |
1.4236 |
-0.0158 |
-1.1% |
1.4236 |
| Close |
1.4424 |
1.4271 |
-0.0153 |
-1.1% |
1.4271 |
| Range |
0.0136 |
0.0187 |
0.0051 |
37.5% |
0.0374 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
6.3% |
0.0000 |
| Volume |
14 |
15 |
1 |
7.1% |
64 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4871 |
1.4758 |
1.4374 |
|
| R3 |
1.4684 |
1.4571 |
1.4322 |
|
| R2 |
1.4497 |
1.4497 |
1.4305 |
|
| R1 |
1.4384 |
1.4384 |
1.4288 |
1.4347 |
| PP |
1.4310 |
1.4310 |
1.4310 |
1.4292 |
| S1 |
1.4197 |
1.4197 |
1.4254 |
1.4160 |
| S2 |
1.4123 |
1.4123 |
1.4237 |
|
| S3 |
1.3936 |
1.4010 |
1.4220 |
|
| S4 |
1.3749 |
1.3823 |
1.4168 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5494 |
1.5257 |
1.4477 |
|
| R3 |
1.5120 |
1.4883 |
1.4374 |
|
| R2 |
1.4746 |
1.4746 |
1.4340 |
|
| R1 |
1.4509 |
1.4509 |
1.4305 |
1.4441 |
| PP |
1.4372 |
1.4372 |
1.4372 |
1.4338 |
| S1 |
1.4135 |
1.4135 |
1.4237 |
1.4067 |
| S2 |
1.3998 |
1.3998 |
1.4202 |
|
| S3 |
1.3624 |
1.3761 |
1.4168 |
|
| S4 |
1.3250 |
1.3387 |
1.4065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4610 |
1.4236 |
0.0374 |
2.6% |
0.0086 |
0.6% |
9% |
False |
True |
12 |
| 10 |
1.4610 |
1.4227 |
0.0383 |
2.7% |
0.0060 |
0.4% |
11% |
False |
False |
10 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0049 |
0.3% |
52% |
False |
False |
10 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0053 |
0.4% |
44% |
False |
False |
8 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0037 |
0.3% |
44% |
False |
False |
8 |
| 80 |
1.4735 |
1.3455 |
0.1280 |
9.0% |
0.0030 |
0.2% |
64% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5218 |
|
2.618 |
1.4913 |
|
1.618 |
1.4726 |
|
1.000 |
1.4610 |
|
0.618 |
1.4539 |
|
HIGH |
1.4423 |
|
0.618 |
1.4352 |
|
0.500 |
1.4330 |
|
0.382 |
1.4307 |
|
LOW |
1.4236 |
|
0.618 |
1.4120 |
|
1.000 |
1.4049 |
|
1.618 |
1.3933 |
|
2.618 |
1.3746 |
|
4.250 |
1.3441 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4330 |
1.4383 |
| PP |
1.4310 |
1.4346 |
| S1 |
1.4291 |
1.4308 |
|