CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4330 |
1.4486 |
0.0156 |
1.1% |
1.4308 |
| High |
1.4512 |
1.4641 |
0.0129 |
0.9% |
1.4641 |
| Low |
1.4322 |
1.4448 |
0.0126 |
0.9% |
1.4254 |
| Close |
1.4480 |
1.4622 |
0.0142 |
1.0% |
1.4622 |
| Range |
0.0190 |
0.0193 |
0.0003 |
1.6% |
0.0387 |
| ATR |
0.0166 |
0.0168 |
0.0002 |
1.2% |
0.0000 |
| Volume |
329,365 |
361,619 |
32,254 |
9.8% |
1,044,565 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5149 |
1.5079 |
1.4728 |
|
| R3 |
1.4956 |
1.4886 |
1.4675 |
|
| R2 |
1.4763 |
1.4763 |
1.4657 |
|
| R1 |
1.4693 |
1.4693 |
1.4640 |
1.4728 |
| PP |
1.4570 |
1.4570 |
1.4570 |
1.4588 |
| S1 |
1.4500 |
1.4500 |
1.4604 |
1.4535 |
| S2 |
1.4377 |
1.4377 |
1.4587 |
|
| S3 |
1.4184 |
1.4307 |
1.4569 |
|
| S4 |
1.3991 |
1.4114 |
1.4516 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5531 |
1.4835 |
|
| R3 |
1.5280 |
1.5144 |
1.4728 |
|
| R2 |
1.4893 |
1.4893 |
1.4693 |
|
| R1 |
1.4757 |
1.4757 |
1.4657 |
1.4825 |
| PP |
1.4506 |
1.4506 |
1.4506 |
1.4540 |
| S1 |
1.4370 |
1.4370 |
1.4587 |
1.4438 |
| S2 |
1.4119 |
1.4119 |
1.4551 |
|
| S3 |
1.3732 |
1.3983 |
1.4516 |
|
| S4 |
1.3345 |
1.3596 |
1.4409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4641 |
1.4122 |
0.0519 |
3.5% |
0.0174 |
1.2% |
96% |
True |
False |
273,672 |
| 10 |
1.4641 |
1.3963 |
0.0678 |
4.6% |
0.0164 |
1.1% |
97% |
True |
False |
324,862 |
| 20 |
1.4641 |
1.3963 |
0.0678 |
4.6% |
0.0173 |
1.2% |
97% |
True |
False |
342,323 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.6% |
0.0164 |
1.1% |
69% |
False |
False |
307,533 |
| 60 |
1.4925 |
1.3733 |
0.1192 |
8.2% |
0.0153 |
1.0% |
75% |
False |
False |
299,200 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.4% |
0.0144 |
1.0% |
80% |
False |
False |
227,652 |
| 100 |
1.4925 |
1.2900 |
0.2025 |
13.8% |
0.0144 |
1.0% |
85% |
False |
False |
182,279 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.1% |
0.0140 |
1.0% |
85% |
False |
False |
151,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5461 |
|
2.618 |
1.5146 |
|
1.618 |
1.4953 |
|
1.000 |
1.4834 |
|
0.618 |
1.4760 |
|
HIGH |
1.4641 |
|
0.618 |
1.4567 |
|
0.500 |
1.4545 |
|
0.382 |
1.4522 |
|
LOW |
1.4448 |
|
0.618 |
1.4329 |
|
1.000 |
1.4255 |
|
1.618 |
1.4136 |
|
2.618 |
1.3943 |
|
4.250 |
1.3628 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4596 |
1.4575 |
| PP |
1.4570 |
1.4527 |
| S1 |
1.4545 |
1.4480 |
|