CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4629 |
1.4579 |
-0.0050 |
-0.3% |
1.4308 |
| High |
1.4658 |
1.4695 |
0.0037 |
0.3% |
1.4641 |
| Low |
1.4555 |
1.4562 |
0.0007 |
0.0% |
1.4254 |
| Close |
1.4585 |
1.4692 |
0.0107 |
0.7% |
1.4622 |
| Range |
0.0103 |
0.0133 |
0.0030 |
29.1% |
0.0387 |
| ATR |
0.0163 |
0.0161 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
232,206 |
273,872 |
41,666 |
17.9% |
1,044,565 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5049 |
1.5003 |
1.4765 |
|
| R3 |
1.4916 |
1.4870 |
1.4729 |
|
| R2 |
1.4783 |
1.4783 |
1.4716 |
|
| R1 |
1.4737 |
1.4737 |
1.4704 |
1.4760 |
| PP |
1.4650 |
1.4650 |
1.4650 |
1.4661 |
| S1 |
1.4604 |
1.4604 |
1.4680 |
1.4627 |
| S2 |
1.4517 |
1.4517 |
1.4668 |
|
| S3 |
1.4384 |
1.4471 |
1.4655 |
|
| S4 |
1.4251 |
1.4338 |
1.4619 |
|
|
| 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 |
1.4695 |
1.4318 |
0.0377 |
2.6% |
0.0152 |
1.0% |
99% |
True |
False |
310,128 |
| 10 |
1.4695 |
1.3995 |
0.0700 |
4.8% |
0.0148 |
1.0% |
100% |
True |
False |
293,059 |
| 20 |
1.4695 |
1.3963 |
0.0732 |
5.0% |
0.0161 |
1.1% |
100% |
True |
False |
322,664 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.5% |
0.0163 |
1.1% |
76% |
False |
False |
305,484 |
| 60 |
1.4925 |
1.3836 |
0.1089 |
7.4% |
0.0152 |
1.0% |
79% |
False |
False |
299,291 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.3% |
0.0144 |
1.0% |
85% |
False |
False |
233,958 |
| 100 |
1.4925 |
1.3083 |
0.1842 |
12.5% |
0.0144 |
1.0% |
87% |
False |
False |
187,332 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.0% |
0.0139 |
0.9% |
89% |
False |
False |
156,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5260 |
|
2.618 |
1.5043 |
|
1.618 |
1.4910 |
|
1.000 |
1.4828 |
|
0.618 |
1.4777 |
|
HIGH |
1.4695 |
|
0.618 |
1.4644 |
|
0.500 |
1.4629 |
|
0.382 |
1.4613 |
|
LOW |
1.4562 |
|
0.618 |
1.4480 |
|
1.000 |
1.4429 |
|
1.618 |
1.4347 |
|
2.618 |
1.4214 |
|
4.250 |
1.3997 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4671 |
1.4652 |
| PP |
1.4650 |
1.4612 |
| S1 |
1.4629 |
1.4572 |
|