CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4117 |
1.4257 |
0.0140 |
1.0% |
1.4152 |
| High |
1.4218 |
1.4327 |
0.0109 |
0.8% |
1.4365 |
| Low |
1.4050 |
1.4175 |
0.0125 |
0.9% |
1.4067 |
| Close |
1.4199 |
1.4294 |
0.0095 |
0.7% |
1.4103 |
| Range |
0.0168 |
0.0152 |
-0.0016 |
-9.5% |
0.0298 |
| ATR |
0.0131 |
0.0133 |
0.0001 |
1.1% |
0.0000 |
| Volume |
185 |
86 |
-99 |
-53.5% |
1,193 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4721 |
1.4660 |
1.4378 |
|
| R3 |
1.4569 |
1.4508 |
1.4336 |
|
| R2 |
1.4417 |
1.4417 |
1.4322 |
|
| R1 |
1.4356 |
1.4356 |
1.4308 |
1.4387 |
| PP |
1.4265 |
1.4265 |
1.4265 |
1.4281 |
| S1 |
1.4204 |
1.4204 |
1.4280 |
1.4235 |
| S2 |
1.4113 |
1.4113 |
1.4266 |
|
| S3 |
1.3961 |
1.4052 |
1.4252 |
|
| S4 |
1.3809 |
1.3900 |
1.4210 |
|
|
| 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 |
1.4050 |
0.0315 |
2.2% |
0.0146 |
1.0% |
77% |
False |
False |
207 |
| 10 |
1.4365 |
1.4010 |
0.0355 |
2.5% |
0.0156 |
1.1% |
80% |
False |
False |
239 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0113 |
0.8% |
47% |
False |
False |
132 |
| 40 |
1.4731 |
1.3911 |
0.0820 |
5.7% |
0.0082 |
0.6% |
47% |
False |
False |
71 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0064 |
0.4% |
46% |
False |
False |
48 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0051 |
0.4% |
57% |
False |
False |
38 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0041 |
0.3% |
67% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4973 |
|
2.618 |
1.4725 |
|
1.618 |
1.4573 |
|
1.000 |
1.4479 |
|
0.618 |
1.4421 |
|
HIGH |
1.4327 |
|
0.618 |
1.4269 |
|
0.500 |
1.4251 |
|
0.382 |
1.4233 |
|
LOW |
1.4175 |
|
0.618 |
1.4081 |
|
1.000 |
1.4023 |
|
1.618 |
1.3929 |
|
2.618 |
1.3777 |
|
4.250 |
1.3529 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4280 |
1.4259 |
| PP |
1.4265 |
1.4224 |
| S1 |
1.4251 |
1.4189 |
|