CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4257 |
1.4286 |
0.0029 |
0.2% |
1.4152 |
| High |
1.4327 |
1.4379 |
0.0052 |
0.4% |
1.4365 |
| Low |
1.4175 |
1.4269 |
0.0094 |
0.7% |
1.4067 |
| Close |
1.4294 |
1.4355 |
0.0061 |
0.4% |
1.4103 |
| Range |
0.0152 |
0.0110 |
-0.0042 |
-27.6% |
0.0298 |
| ATR |
0.0133 |
0.0131 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
86 |
93 |
7 |
8.1% |
1,193 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4664 |
1.4620 |
1.4416 |
|
| R3 |
1.4554 |
1.4510 |
1.4385 |
|
| R2 |
1.4444 |
1.4444 |
1.4375 |
|
| R1 |
1.4400 |
1.4400 |
1.4365 |
1.4422 |
| PP |
1.4334 |
1.4334 |
1.4334 |
1.4346 |
| S1 |
1.4290 |
1.4290 |
1.4345 |
1.4312 |
| S2 |
1.4224 |
1.4224 |
1.4335 |
|
| S3 |
1.4114 |
1.4180 |
1.4325 |
|
| S4 |
1.4004 |
1.4070 |
1.4295 |
|
|
| 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 |
1.4379 |
1.4050 |
0.0329 |
2.3% |
0.0150 |
1.0% |
93% |
True |
False |
154 |
| 10 |
1.4379 |
1.4010 |
0.0369 |
2.6% |
0.0141 |
1.0% |
93% |
True |
False |
229 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0119 |
0.8% |
58% |
False |
False |
137 |
| 40 |
1.4731 |
1.3911 |
0.0820 |
5.7% |
0.0084 |
0.6% |
54% |
False |
False |
73 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0066 |
0.5% |
54% |
False |
False |
50 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0052 |
0.4% |
63% |
False |
False |
39 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0042 |
0.3% |
71% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4847 |
|
2.618 |
1.4667 |
|
1.618 |
1.4557 |
|
1.000 |
1.4489 |
|
0.618 |
1.4447 |
|
HIGH |
1.4379 |
|
0.618 |
1.4337 |
|
0.500 |
1.4324 |
|
0.382 |
1.4311 |
|
LOW |
1.4269 |
|
0.618 |
1.4201 |
|
1.000 |
1.4159 |
|
1.618 |
1.4091 |
|
2.618 |
1.3981 |
|
4.250 |
1.3802 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4345 |
1.4308 |
| PP |
1.4334 |
1.4261 |
| S1 |
1.4324 |
1.4215 |
|