CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4579 |
1.4688 |
0.0109 |
0.7% |
1.4308 |
| High |
1.4695 |
1.4692 |
-0.0003 |
0.0% |
1.4641 |
| Low |
1.4562 |
1.4562 |
0.0000 |
0.0% |
1.4254 |
| Close |
1.4692 |
1.4577 |
-0.0115 |
-0.8% |
1.4622 |
| Range |
0.0133 |
0.0130 |
-0.0003 |
-2.3% |
0.0387 |
| ATR |
0.0161 |
0.0159 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
273,872 |
302,764 |
28,892 |
10.5% |
1,044,565 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5000 |
1.4919 |
1.4649 |
|
| R3 |
1.4870 |
1.4789 |
1.4613 |
|
| R2 |
1.4740 |
1.4740 |
1.4601 |
|
| R1 |
1.4659 |
1.4659 |
1.4589 |
1.4635 |
| PP |
1.4610 |
1.4610 |
1.4610 |
1.4598 |
| S1 |
1.4529 |
1.4529 |
1.4565 |
1.4505 |
| S2 |
1.4480 |
1.4480 |
1.4553 |
|
| S3 |
1.4350 |
1.4399 |
1.4541 |
|
| S4 |
1.4220 |
1.4269 |
1.4506 |
|
|
| 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 |
1.4322 |
0.0373 |
2.6% |
0.0150 |
1.0% |
68% |
False |
False |
299,965 |
| 10 |
1.4695 |
1.4006 |
0.0689 |
4.7% |
0.0148 |
1.0% |
83% |
False |
False |
292,458 |
| 20 |
1.4695 |
1.3963 |
0.0732 |
5.0% |
0.0161 |
1.1% |
84% |
False |
False |
321,875 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.6% |
0.0164 |
1.1% |
64% |
False |
False |
308,747 |
| 60 |
1.4925 |
1.3836 |
0.1089 |
7.5% |
0.0152 |
1.0% |
68% |
False |
False |
299,805 |
| 80 |
1.4925 |
1.3411 |
0.1514 |
10.4% |
0.0144 |
1.0% |
77% |
False |
False |
237,731 |
| 100 |
1.4925 |
1.3217 |
0.1708 |
11.7% |
0.0142 |
1.0% |
80% |
False |
False |
190,348 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.1% |
0.0139 |
1.0% |
83% |
False |
False |
158,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5245 |
|
2.618 |
1.5032 |
|
1.618 |
1.4902 |
|
1.000 |
1.4822 |
|
0.618 |
1.4772 |
|
HIGH |
1.4692 |
|
0.618 |
1.4642 |
|
0.500 |
1.4627 |
|
0.382 |
1.4612 |
|
LOW |
1.4562 |
|
0.618 |
1.4482 |
|
1.000 |
1.4432 |
|
1.618 |
1.4352 |
|
2.618 |
1.4222 |
|
4.250 |
1.4010 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4627 |
1.4625 |
| PP |
1.4610 |
1.4609 |
| S1 |
1.4594 |
1.4593 |
|