CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4152 |
1.4252 |
0.0100 |
0.7% |
1.4300 |
| High |
1.4249 |
1.4336 |
0.0087 |
0.6% |
1.4399 |
| Low |
1.4133 |
1.4227 |
0.0094 |
0.7% |
1.4010 |
| Close |
1.4229 |
1.4341 |
0.0112 |
0.8% |
1.4239 |
| Range |
0.0116 |
0.0109 |
-0.0007 |
-6.0% |
0.0389 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
120 |
308 |
188 |
156.7% |
1,097 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4628 |
1.4594 |
1.4401 |
|
| R3 |
1.4519 |
1.4485 |
1.4371 |
|
| R2 |
1.4410 |
1.4410 |
1.4361 |
|
| R1 |
1.4376 |
1.4376 |
1.4351 |
1.4393 |
| PP |
1.4301 |
1.4301 |
1.4301 |
1.4310 |
| S1 |
1.4267 |
1.4267 |
1.4331 |
1.4284 |
| S2 |
1.4192 |
1.4192 |
1.4321 |
|
| S3 |
1.4083 |
1.4158 |
1.4311 |
|
| S4 |
1.3974 |
1.4049 |
1.4281 |
|
|
| 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 |
1.4346 |
1.4010 |
0.0336 |
2.3% |
0.0166 |
1.2% |
99% |
False |
False |
271 |
| 10 |
1.4530 |
1.4010 |
0.0520 |
3.6% |
0.0131 |
0.9% |
64% |
False |
False |
156 |
| 20 |
1.4610 |
1.3959 |
0.0651 |
4.5% |
0.0081 |
0.6% |
59% |
False |
False |
83 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0067 |
0.5% |
52% |
False |
False |
45 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0052 |
0.4% |
52% |
False |
False |
31 |
| 80 |
1.4735 |
1.3691 |
0.1044 |
7.3% |
0.0042 |
0.3% |
62% |
False |
False |
25 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0034 |
0.2% |
70% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4799 |
|
2.618 |
1.4621 |
|
1.618 |
1.4512 |
|
1.000 |
1.4445 |
|
0.618 |
1.4403 |
|
HIGH |
1.4336 |
|
0.618 |
1.4294 |
|
0.500 |
1.4282 |
|
0.382 |
1.4269 |
|
LOW |
1.4227 |
|
0.618 |
1.4160 |
|
1.000 |
1.4118 |
|
1.618 |
1.4051 |
|
2.618 |
1.3942 |
|
4.250 |
1.3764 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4321 |
1.4294 |
| PP |
1.4301 |
1.4246 |
| S1 |
1.4282 |
1.4199 |
|