CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4286 |
1.4366 |
0.0080 |
0.6% |
1.4152 |
| High |
1.4379 |
1.4462 |
0.0083 |
0.6% |
1.4365 |
| Low |
1.4269 |
1.4366 |
0.0097 |
0.7% |
1.4067 |
| Close |
1.4355 |
1.4447 |
0.0092 |
0.6% |
1.4103 |
| Range |
0.0110 |
0.0096 |
-0.0014 |
-12.7% |
0.0298 |
| ATR |
0.0131 |
0.0130 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
93 |
138 |
45 |
48.4% |
1,193 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4713 |
1.4676 |
1.4500 |
|
| R3 |
1.4617 |
1.4580 |
1.4473 |
|
| R2 |
1.4521 |
1.4521 |
1.4465 |
|
| R1 |
1.4484 |
1.4484 |
1.4456 |
1.4503 |
| PP |
1.4425 |
1.4425 |
1.4425 |
1.4434 |
| S1 |
1.4388 |
1.4388 |
1.4438 |
1.4407 |
| S2 |
1.4329 |
1.4329 |
1.4429 |
|
| S3 |
1.4233 |
1.4292 |
1.4421 |
|
| S4 |
1.4137 |
1.4196 |
1.4394 |
|
|
| 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 |
1.4462 |
1.4050 |
0.0412 |
2.9% |
0.0134 |
0.9% |
96% |
True |
False |
141 |
| 10 |
1.4462 |
1.4050 |
0.0412 |
2.9% |
0.0137 |
0.9% |
96% |
True |
False |
197 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0119 |
0.8% |
73% |
False |
False |
143 |
| 40 |
1.4731 |
1.3911 |
0.0820 |
5.7% |
0.0086 |
0.6% |
65% |
False |
False |
76 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0067 |
0.5% |
65% |
False |
False |
52 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0053 |
0.4% |
72% |
False |
False |
41 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0043 |
0.3% |
78% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4870 |
|
2.618 |
1.4713 |
|
1.618 |
1.4617 |
|
1.000 |
1.4558 |
|
0.618 |
1.4521 |
|
HIGH |
1.4462 |
|
0.618 |
1.4425 |
|
0.500 |
1.4414 |
|
0.382 |
1.4403 |
|
LOW |
1.4366 |
|
0.618 |
1.4307 |
|
1.000 |
1.4270 |
|
1.618 |
1.4211 |
|
2.618 |
1.4115 |
|
4.250 |
1.3958 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4436 |
1.4404 |
| PP |
1.4425 |
1.4361 |
| S1 |
1.4414 |
1.4319 |
|