CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4418 |
1.4300 |
-0.0118 |
-0.8% |
1.4505 |
| High |
1.4423 |
1.4342 |
-0.0081 |
-0.6% |
1.4610 |
| Low |
1.4236 |
1.4285 |
0.0049 |
0.3% |
1.4236 |
| Close |
1.4271 |
1.4330 |
0.0059 |
0.4% |
1.4271 |
| Range |
0.0187 |
0.0057 |
-0.0130 |
-69.5% |
0.0374 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
15 |
98 |
83 |
553.3% |
64 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4490 |
1.4467 |
1.4361 |
|
| R3 |
1.4433 |
1.4410 |
1.4346 |
|
| R2 |
1.4376 |
1.4376 |
1.4340 |
|
| R1 |
1.4353 |
1.4353 |
1.4335 |
1.4365 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4325 |
| S1 |
1.4296 |
1.4296 |
1.4325 |
1.4308 |
| S2 |
1.4262 |
1.4262 |
1.4320 |
|
| S3 |
1.4205 |
1.4239 |
1.4314 |
|
| S4 |
1.4148 |
1.4182 |
1.4299 |
|
|
| 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% |
0.0097 |
0.7% |
25% |
False |
False |
31 |
| 10 |
1.4610 |
1.4236 |
0.0374 |
2.6% |
0.0065 |
0.5% |
25% |
False |
False |
20 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0052 |
0.4% |
60% |
False |
False |
14 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0053 |
0.4% |
51% |
False |
False |
11 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0038 |
0.3% |
51% |
False |
False |
9 |
| 80 |
1.4735 |
1.3536 |
0.1199 |
8.4% |
0.0030 |
0.2% |
66% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4584 |
|
2.618 |
1.4491 |
|
1.618 |
1.4434 |
|
1.000 |
1.4399 |
|
0.618 |
1.4377 |
|
HIGH |
1.4342 |
|
0.618 |
1.4320 |
|
0.500 |
1.4314 |
|
0.382 |
1.4307 |
|
LOW |
1.4285 |
|
0.618 |
1.4250 |
|
1.000 |
1.4228 |
|
1.618 |
1.4193 |
|
2.618 |
1.4136 |
|
4.250 |
1.4043 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4325 |
1.4383 |
| PP |
1.4319 |
1.4365 |
| S1 |
1.4314 |
1.4348 |
|