CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4345 |
1.4100 |
-0.0245 |
-1.7% |
1.4505 |
| High |
1.4346 |
1.4149 |
-0.0197 |
-1.4% |
1.4610 |
| Low |
1.4083 |
1.4010 |
-0.0073 |
-0.5% |
1.4236 |
| Close |
1.4095 |
1.4068 |
-0.0027 |
-0.2% |
1.4271 |
| Range |
0.0263 |
0.0139 |
-0.0124 |
-47.1% |
0.0374 |
| ATR |
0.0115 |
0.0117 |
0.0002 |
1.5% |
0.0000 |
| Volume |
187 |
461 |
274 |
146.5% |
64 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4493 |
1.4419 |
1.4144 |
|
| R3 |
1.4354 |
1.4280 |
1.4106 |
|
| R2 |
1.4215 |
1.4215 |
1.4093 |
|
| R1 |
1.4141 |
1.4141 |
1.4081 |
1.4109 |
| PP |
1.4076 |
1.4076 |
1.4076 |
1.4059 |
| S1 |
1.4002 |
1.4002 |
1.4055 |
1.3970 |
| S2 |
1.3937 |
1.3937 |
1.4043 |
|
| S3 |
1.3798 |
1.3863 |
1.4030 |
|
| S4 |
1.3659 |
1.3724 |
1.3992 |
|
|
| 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 |
1.4423 |
1.4010 |
0.0413 |
2.9% |
0.0140 |
1.0% |
14% |
False |
True |
166 |
| 10 |
1.4610 |
1.4010 |
0.0600 |
4.3% |
0.0102 |
0.7% |
10% |
False |
True |
89 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
5.0% |
0.0071 |
0.5% |
22% |
False |
False |
50 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0059 |
0.4% |
19% |
False |
False |
28 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0044 |
0.3% |
19% |
False |
False |
20 |
| 80 |
1.4735 |
1.3662 |
0.1073 |
7.6% |
0.0036 |
0.3% |
38% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4740 |
|
2.618 |
1.4513 |
|
1.618 |
1.4374 |
|
1.000 |
1.4288 |
|
0.618 |
1.4235 |
|
HIGH |
1.4149 |
|
0.618 |
1.4096 |
|
0.500 |
1.4080 |
|
0.382 |
1.4063 |
|
LOW |
1.4010 |
|
0.618 |
1.3924 |
|
1.000 |
1.3871 |
|
1.618 |
1.3785 |
|
2.618 |
1.3646 |
|
4.250 |
1.3419 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4080 |
1.4205 |
| PP |
1.4076 |
1.4159 |
| S1 |
1.4072 |
1.4114 |
|