CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4100 |
1.4062 |
-0.0038 |
-0.3% |
1.4300 |
| High |
1.4149 |
1.4266 |
0.0117 |
0.8% |
1.4399 |
| Low |
1.4010 |
1.4062 |
0.0052 |
0.4% |
1.4010 |
| Close |
1.4068 |
1.4239 |
0.0171 |
1.2% |
1.4239 |
| Range |
0.0139 |
0.0204 |
0.0065 |
46.8% |
0.0389 |
| ATR |
0.0117 |
0.0123 |
0.0006 |
5.3% |
0.0000 |
| Volume |
461 |
281 |
-180 |
-39.0% |
1,097 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4801 |
1.4724 |
1.4351 |
|
| R3 |
1.4597 |
1.4520 |
1.4295 |
|
| R2 |
1.4393 |
1.4393 |
1.4276 |
|
| R1 |
1.4316 |
1.4316 |
1.4258 |
1.4355 |
| PP |
1.4189 |
1.4189 |
1.4189 |
1.4208 |
| S1 |
1.4112 |
1.4112 |
1.4220 |
1.4151 |
| S2 |
1.3985 |
1.3985 |
1.4202 |
|
| S3 |
1.3781 |
1.3908 |
1.4183 |
|
| S4 |
1.3577 |
1.3704 |
1.4127 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5383 |
1.5200 |
1.4453 |
|
| R3 |
1.4994 |
1.4811 |
1.4346 |
|
| R2 |
1.4605 |
1.4605 |
1.4310 |
|
| R1 |
1.4422 |
1.4422 |
1.4275 |
1.4319 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4165 |
| S1 |
1.4033 |
1.4033 |
1.4203 |
1.3930 |
| S2 |
1.3827 |
1.3827 |
1.4168 |
|
| S3 |
1.3438 |
1.3644 |
1.4132 |
|
| S4 |
1.3049 |
1.3255 |
1.4025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4399 |
1.4010 |
0.0389 |
2.7% |
0.0143 |
1.0% |
59% |
False |
False |
219 |
| 10 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0115 |
0.8% |
38% |
False |
False |
116 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0076 |
0.5% |
47% |
False |
False |
63 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0062 |
0.4% |
40% |
False |
False |
35 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0048 |
0.3% |
40% |
False |
False |
24 |
| 80 |
1.4735 |
1.3663 |
0.1072 |
7.5% |
0.0039 |
0.3% |
54% |
False |
False |
20 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0032 |
0.2% |
62% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5133 |
|
2.618 |
1.4800 |
|
1.618 |
1.4596 |
|
1.000 |
1.4470 |
|
0.618 |
1.4392 |
|
HIGH |
1.4266 |
|
0.618 |
1.4188 |
|
0.500 |
1.4164 |
|
0.382 |
1.4140 |
|
LOW |
1.4062 |
|
0.618 |
1.3936 |
|
1.000 |
1.3858 |
|
1.618 |
1.3732 |
|
2.618 |
1.3528 |
|
4.250 |
1.3195 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4214 |
1.4219 |
| PP |
1.4189 |
1.4198 |
| S1 |
1.4164 |
1.4178 |
|