CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4243 |
1.4197 |
-0.0046 |
-0.3% |
1.4152 |
| High |
1.4243 |
1.4235 |
-0.0008 |
-0.1% |
1.4365 |
| Low |
1.4067 |
1.4091 |
0.0024 |
0.2% |
1.4067 |
| Close |
1.4148 |
1.4103 |
-0.0045 |
-0.3% |
1.4103 |
| Range |
0.0176 |
0.0144 |
-0.0032 |
-18.2% |
0.0298 |
| ATR |
0.0127 |
0.0129 |
0.0001 |
0.9% |
0.0000 |
| Volume |
201 |
206 |
5 |
2.5% |
1,193 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4575 |
1.4483 |
1.4182 |
|
| R3 |
1.4431 |
1.4339 |
1.4143 |
|
| R2 |
1.4287 |
1.4287 |
1.4129 |
|
| R1 |
1.4195 |
1.4195 |
1.4116 |
1.4169 |
| PP |
1.4143 |
1.4143 |
1.4143 |
1.4130 |
| S1 |
1.4051 |
1.4051 |
1.4090 |
1.4025 |
| S2 |
1.3999 |
1.3999 |
1.4077 |
|
| S3 |
1.3855 |
1.3907 |
1.4063 |
|
| S4 |
1.3711 |
1.3763 |
1.4024 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5072 |
1.4886 |
1.4267 |
|
| R3 |
1.4774 |
1.4588 |
1.4185 |
|
| R2 |
1.4476 |
1.4476 |
1.4158 |
|
| R1 |
1.4290 |
1.4290 |
1.4130 |
1.4234 |
| PP |
1.4178 |
1.4178 |
1.4178 |
1.4151 |
| S1 |
1.3992 |
1.3992 |
1.4076 |
1.3936 |
| S2 |
1.3880 |
1.3880 |
1.4048 |
|
| S3 |
1.3582 |
1.3694 |
1.4021 |
|
| S4 |
1.3284 |
1.3396 |
1.3939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4365 |
1.4067 |
0.0298 |
2.1% |
0.0127 |
0.9% |
12% |
False |
False |
238 |
| 10 |
1.4399 |
1.4010 |
0.0389 |
2.8% |
0.0135 |
1.0% |
24% |
False |
False |
229 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.3% |
0.0097 |
0.7% |
16% |
False |
False |
119 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0075 |
0.5% |
23% |
False |
False |
64 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0058 |
0.4% |
23% |
False |
False |
44 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.3% |
0.0047 |
0.3% |
39% |
False |
False |
35 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0038 |
0.3% |
52% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4847 |
|
2.618 |
1.4612 |
|
1.618 |
1.4468 |
|
1.000 |
1.4379 |
|
0.618 |
1.4324 |
|
HIGH |
1.4235 |
|
0.618 |
1.4180 |
|
0.500 |
1.4163 |
|
0.382 |
1.4146 |
|
LOW |
1.4091 |
|
0.618 |
1.4002 |
|
1.000 |
1.3947 |
|
1.618 |
1.3858 |
|
2.618 |
1.3714 |
|
4.250 |
1.3479 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4163 |
1.4216 |
| PP |
1.4143 |
1.4178 |
| S1 |
1.4123 |
1.4141 |
|