CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4379 |
0.0079 |
0.6% |
1.4505 |
| High |
1.4342 |
1.4399 |
0.0057 |
0.4% |
1.4610 |
| Low |
1.4285 |
1.4347 |
0.0062 |
0.4% |
1.4236 |
| Close |
1.4330 |
1.4384 |
0.0054 |
0.4% |
1.4271 |
| Range |
0.0057 |
0.0052 |
-0.0005 |
-8.8% |
0.0374 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
98 |
70 |
-28 |
-28.6% |
64 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4533 |
1.4510 |
1.4413 |
|
| R3 |
1.4481 |
1.4458 |
1.4398 |
|
| R2 |
1.4429 |
1.4429 |
1.4394 |
|
| R1 |
1.4406 |
1.4406 |
1.4389 |
1.4418 |
| PP |
1.4377 |
1.4377 |
1.4377 |
1.4382 |
| S1 |
1.4354 |
1.4354 |
1.4379 |
1.4366 |
| S2 |
1.4325 |
1.4325 |
1.4374 |
|
| S3 |
1.4273 |
1.4302 |
1.4370 |
|
| S4 |
1.4221 |
1.4250 |
1.4355 |
|
|
| 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 |
1.4530 |
1.4236 |
0.0294 |
2.0% |
0.0095 |
0.7% |
50% |
False |
False |
41 |
| 10 |
1.4610 |
1.4236 |
0.0374 |
2.6% |
0.0071 |
0.5% |
40% |
False |
False |
26 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0053 |
0.4% |
68% |
False |
False |
18 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0055 |
0.4% |
57% |
False |
False |
12 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0038 |
0.3% |
57% |
False |
False |
10 |
| 80 |
1.4735 |
1.3582 |
0.1153 |
8.0% |
0.0031 |
0.2% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4620 |
|
2.618 |
1.4535 |
|
1.618 |
1.4483 |
|
1.000 |
1.4451 |
|
0.618 |
1.4431 |
|
HIGH |
1.4399 |
|
0.618 |
1.4379 |
|
0.500 |
1.4373 |
|
0.382 |
1.4367 |
|
LOW |
1.4347 |
|
0.618 |
1.4315 |
|
1.000 |
1.4295 |
|
1.618 |
1.4263 |
|
2.618 |
1.4211 |
|
4.250 |
1.4126 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4380 |
1.4366 |
| PP |
1.4377 |
1.4348 |
| S1 |
1.4373 |
1.4330 |
|