CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4379 |
1.4345 |
-0.0034 |
-0.2% |
1.4505 |
| High |
1.4399 |
1.4346 |
-0.0053 |
-0.4% |
1.4610 |
| Low |
1.4347 |
1.4083 |
-0.0264 |
-1.8% |
1.4236 |
| Close |
1.4384 |
1.4095 |
-0.0289 |
-2.0% |
1.4271 |
| Range |
0.0052 |
0.0263 |
0.0211 |
405.8% |
0.0374 |
| ATR |
0.0101 |
0.0115 |
0.0014 |
14.2% |
0.0000 |
| Volume |
70 |
187 |
117 |
167.1% |
64 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4964 |
1.4792 |
1.4240 |
|
| R3 |
1.4701 |
1.4529 |
1.4167 |
|
| R2 |
1.4438 |
1.4438 |
1.4143 |
|
| R1 |
1.4266 |
1.4266 |
1.4119 |
1.4221 |
| PP |
1.4175 |
1.4175 |
1.4175 |
1.4152 |
| S1 |
1.4003 |
1.4003 |
1.4071 |
1.3958 |
| S2 |
1.3912 |
1.3912 |
1.4047 |
|
| S3 |
1.3649 |
1.3740 |
1.4023 |
|
| S4 |
1.3386 |
1.3477 |
1.3950 |
|
|
| 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 |
1.4083 |
0.0447 |
3.2% |
0.0139 |
1.0% |
3% |
False |
True |
76 |
| 10 |
1.4610 |
1.4083 |
0.0527 |
3.7% |
0.0097 |
0.7% |
2% |
False |
True |
44 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
5.0% |
0.0064 |
0.5% |
26% |
False |
False |
27 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0059 |
0.4% |
22% |
False |
False |
17 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0042 |
0.3% |
22% |
False |
False |
13 |
| 80 |
1.4735 |
1.3582 |
0.1153 |
8.2% |
0.0034 |
0.2% |
44% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5464 |
|
2.618 |
1.5035 |
|
1.618 |
1.4772 |
|
1.000 |
1.4609 |
|
0.618 |
1.4509 |
|
HIGH |
1.4346 |
|
0.618 |
1.4246 |
|
0.500 |
1.4215 |
|
0.382 |
1.4183 |
|
LOW |
1.4083 |
|
0.618 |
1.3920 |
|
1.000 |
1.3820 |
|
1.618 |
1.3657 |
|
2.618 |
1.3394 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4215 |
1.4241 |
| PP |
1.4175 |
1.4192 |
| S1 |
1.4135 |
1.4144 |
|