CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 20-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2011 |
20-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4062 |
1.4152 |
0.0090 |
0.6% |
1.4300 |
| High |
1.4266 |
1.4249 |
-0.0017 |
-0.1% |
1.4399 |
| Low |
1.4062 |
1.4133 |
0.0071 |
0.5% |
1.4010 |
| Close |
1.4239 |
1.4229 |
-0.0010 |
-0.1% |
1.4239 |
| Range |
0.0204 |
0.0116 |
-0.0088 |
-43.1% |
0.0389 |
| ATR |
0.0123 |
0.0123 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
281 |
120 |
-161 |
-57.3% |
1,097 |
|
| Daily Pivots for day following 20-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4552 |
1.4506 |
1.4293 |
|
| R3 |
1.4436 |
1.4390 |
1.4261 |
|
| R2 |
1.4320 |
1.4320 |
1.4250 |
|
| R1 |
1.4274 |
1.4274 |
1.4240 |
1.4297 |
| PP |
1.4204 |
1.4204 |
1.4204 |
1.4215 |
| S1 |
1.4158 |
1.4158 |
1.4218 |
1.4181 |
| S2 |
1.4088 |
1.4088 |
1.4208 |
|
| S3 |
1.3972 |
1.4042 |
1.4197 |
|
| S4 |
1.3856 |
1.3926 |
1.4165 |
|
|
| 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% |
0.0155 |
1.1% |
56% |
False |
False |
223 |
| 10 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0126 |
0.9% |
37% |
False |
False |
127 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0077 |
0.5% |
45% |
False |
False |
68 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0065 |
0.5% |
39% |
False |
False |
38 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0050 |
0.3% |
39% |
False |
False |
26 |
| 80 |
1.4735 |
1.3663 |
0.1072 |
7.5% |
0.0040 |
0.3% |
53% |
False |
False |
21 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0034 |
0.2% |
62% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4742 |
|
2.618 |
1.4553 |
|
1.618 |
1.4437 |
|
1.000 |
1.4365 |
|
0.618 |
1.4321 |
|
HIGH |
1.4249 |
|
0.618 |
1.4205 |
|
0.500 |
1.4191 |
|
0.382 |
1.4177 |
|
LOW |
1.4133 |
|
0.618 |
1.4061 |
|
1.000 |
1.4017 |
|
1.618 |
1.3945 |
|
2.618 |
1.3829 |
|
4.250 |
1.3640 |
|
|
| Fisher Pivots for day following 20-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4216 |
1.4199 |
| PP |
1.4204 |
1.4168 |
| S1 |
1.4191 |
1.4138 |
|