CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4291 |
1.4243 |
-0.0048 |
-0.3% |
1.4300 |
| High |
1.4365 |
1.4243 |
-0.0122 |
-0.8% |
1.4399 |
| Low |
1.4275 |
1.4067 |
-0.0208 |
-1.5% |
1.4010 |
| Close |
1.4299 |
1.4148 |
-0.0151 |
-1.1% |
1.4239 |
| Range |
0.0090 |
0.0176 |
0.0086 |
95.6% |
0.0389 |
| ATR |
0.0119 |
0.0127 |
0.0008 |
6.7% |
0.0000 |
| Volume |
358 |
201 |
-157 |
-43.9% |
1,097 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4681 |
1.4590 |
1.4245 |
|
| R3 |
1.4505 |
1.4414 |
1.4196 |
|
| R2 |
1.4329 |
1.4329 |
1.4180 |
|
| R1 |
1.4238 |
1.4238 |
1.4164 |
1.4196 |
| PP |
1.4153 |
1.4153 |
1.4153 |
1.4131 |
| S1 |
1.4062 |
1.4062 |
1.4132 |
1.4020 |
| S2 |
1.3977 |
1.3977 |
1.4116 |
|
| S3 |
1.3801 |
1.3886 |
1.4100 |
|
| S4 |
1.3625 |
1.3710 |
1.4051 |
|
|
| 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 |
1.4365 |
1.4062 |
0.0303 |
2.1% |
0.0139 |
1.0% |
28% |
False |
False |
253 |
| 10 |
1.4423 |
1.4010 |
0.0413 |
2.9% |
0.0139 |
1.0% |
33% |
False |
False |
209 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0092 |
0.7% |
23% |
False |
False |
110 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0071 |
0.5% |
29% |
False |
False |
59 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0056 |
0.4% |
29% |
False |
False |
40 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.3% |
0.0045 |
0.3% |
43% |
False |
False |
32 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0036 |
0.3% |
56% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4991 |
|
2.618 |
1.4704 |
|
1.618 |
1.4528 |
|
1.000 |
1.4419 |
|
0.618 |
1.4352 |
|
HIGH |
1.4243 |
|
0.618 |
1.4176 |
|
0.500 |
1.4155 |
|
0.382 |
1.4134 |
|
LOW |
1.4067 |
|
0.618 |
1.3958 |
|
1.000 |
1.3891 |
|
1.618 |
1.3782 |
|
2.618 |
1.3606 |
|
4.250 |
1.3319 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4155 |
1.4216 |
| PP |
1.4153 |
1.4193 |
| S1 |
1.4150 |
1.4171 |
|