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CME Euro FX (E) Future June 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.44)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 0.94x
ATR(14) %: 1.1%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric01-Jun-201102-Jun-2011ChangeChange %Previous Week
Open1.43891.4330-0.0059-0.4%1.4130
High1.44581.45120.00540.4%1.4300
Low1.43181.43220.00040.0%1.3963
Close1.43691.44800.01110.8%1.4268
Range0.01400.01900.005035.7%0.0337
ATR(14)0.01640.01660.00021.1%0.0166
Volume353,581329,365-24,216-6.8%1,787,096

Multi-Period Performance

1-Month (21d)

-2.2%

3-Month (63d)

3.9%

6-Month (126d)

10.4%

1-Year (252d)

—

Year-To-Date (YTD)

8.4%

52-Week Range

52W Low: 1.2864 (12.6%)

Position (78%)

52W High: 1.4925 (3.0%)

Daily Pivots for day following 02-Jun-2011

LevelClassicWoodieCamarillaDeMark
R41.50081.49341.4585
R31.48181.47441.4532
R21.46281.46281.4515
R11.45541.45541.44971.4591
PP1.44381.44381.44381.4457
S11.43641.43641.44631.4401
S21.42481.42481.4445
S31.40581.41741.4428
S41.38681.39841.4376

Weekly Pivots for week ending 27-May-2011

LevelClassicWoodieCamarillaDeMark
R41.51881.50651.4453
R31.48511.47281.4361
R21.45141.45141.4330
R11.43911.43911.42991.4453
PP1.41771.41771.41771.4208
S11.40541.40541.42371.4116
S21.38401.38401.4206
S31.35031.37171.4175
S41.31661.33801.4083

Fisher Pivots for day following 02-Jun-2011

Pivot1 Day3 Day
R11.44591.4448
PP1.44381.4415
S11.44171.4383

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2501.5320
2.6181.5009
1.6181.4819
1.0001.4702
0.6181.4629
HIGH1.4512
0.6181.4439
0.5001.4417
0.3821.4395
LOW1.4322
0.6181.4205
1.0001.4132
1.6181.4015
2.6181.3825
4.2501.3515

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%1.4439
38.2%1.4138
50.0%1.3895
61.8%1.3651
78.6%1.3305

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA1.43270.01531.1%Above
10-Day SMA1.42360.02441.7%Above
20-Day SMA1.42510.02291.6%Above
50-Day SMA1.43430.01371.0%Above
100-Day SMA1.40090.04723.4%Above
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 1.4506

Middle: 1.4251

Lower: 1.3996

Bandwidth: 3.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 1.4238

Kijun-sen: 1.4444

Span A: 1.4341

Span B: 1.4444

Chikou Span: 1.4614

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
58.42
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
-0.00
Signal: -0.00 · Hist: 0.00

Stochastic (14, 3)

Neutral
%K: 94.17
%D: 88.94

StochRSI (14)

Neutral
%K: 99.05
%D: 94.63

ADX (14) & Trend

Neutral
21.52
+DI: 22.40 · -DI: 16.49

CCI (20)

Neutral
109.88
Range -100 to +100

Williams %R (14)

Neutral
-5.83
Range -100 to 0

Ultimate Oscillator

Neutral
62.56
Periods: 7, 14, 28

ROC (12)

Bullish
2.12%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
0.02
Bull: 0.02 · Bear: 0.00

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4True
WS5True
WS7True
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0.0032
Widest range in 8 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
51.45121.40630.04493.1%0.01631.1%93%TrueFalse275,713
101.45121.39630.05493.8%0.01571.1%94%TrueFalse323,219
201.48841.39630.09216.4%0.01831.3%56%FalseFalse349,154
401.49251.39630.09626.6%0.01621.1%54%FalseFalse306,280
601.49251.37330.11928.2%0.01511.0%63%FalseFalse295,014
801.49251.34110.151410.5%0.01431.0%71%FalseFalse223,143
1001.49251.28640.206114.2%0.01431.0%78%FalseFalse178,669
1201.49251.28640.206114.2%0.01401.0%78%FalseFalse148,925