CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4688 |
1.4577 |
-0.0111 |
-0.8% |
1.4308 |
| High |
1.4692 |
1.4659 |
-0.0033 |
-0.2% |
1.4641 |
| Low |
1.4562 |
1.4476 |
-0.0086 |
-0.6% |
1.4254 |
| Close |
1.4577 |
1.4509 |
-0.0068 |
-0.5% |
1.4622 |
| Range |
0.0130 |
0.0183 |
0.0053 |
40.8% |
0.0387 |
| ATR |
0.0159 |
0.0161 |
0.0002 |
1.1% |
0.0000 |
| Volume |
302,764 |
348,504 |
45,740 |
15.1% |
1,044,565 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5097 |
1.4986 |
1.4610 |
|
| R3 |
1.4914 |
1.4803 |
1.4559 |
|
| R2 |
1.4731 |
1.4731 |
1.4543 |
|
| R1 |
1.4620 |
1.4620 |
1.4526 |
1.4584 |
| PP |
1.4548 |
1.4548 |
1.4548 |
1.4530 |
| S1 |
1.4437 |
1.4437 |
1.4492 |
1.4401 |
| S2 |
1.4365 |
1.4365 |
1.4475 |
|
| S3 |
1.4182 |
1.4254 |
1.4459 |
|
| S4 |
1.3999 |
1.4071 |
1.4408 |
|
|
| 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 |
1.4448 |
0.0247 |
1.7% |
0.0148 |
1.0% |
25% |
False |
False |
303,793 |
| 10 |
1.4695 |
1.4063 |
0.0632 |
4.4% |
0.0156 |
1.1% |
71% |
False |
False |
289,753 |
| 20 |
1.4695 |
1.3963 |
0.0732 |
5.0% |
0.0157 |
1.1% |
75% |
False |
False |
321,659 |
| 40 |
1.4925 |
1.3963 |
0.0962 |
6.6% |
0.0165 |
1.1% |
57% |
False |
False |
310,121 |
| 60 |
1.4925 |
1.3848 |
0.1077 |
7.4% |
0.0152 |
1.1% |
61% |
False |
False |
299,333 |
| 80 |
1.4925 |
1.3441 |
0.1484 |
10.2% |
0.0145 |
1.0% |
72% |
False |
False |
242,074 |
| 100 |
1.4925 |
1.3217 |
0.1708 |
11.8% |
0.0143 |
1.0% |
76% |
False |
False |
193,822 |
| 120 |
1.4925 |
1.2864 |
0.2061 |
14.2% |
0.0140 |
1.0% |
80% |
False |
False |
161,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5437 |
|
2.618 |
1.5138 |
|
1.618 |
1.4955 |
|
1.000 |
1.4842 |
|
0.618 |
1.4772 |
|
HIGH |
1.4659 |
|
0.618 |
1.4589 |
|
0.500 |
1.4568 |
|
0.382 |
1.4546 |
|
LOW |
1.4476 |
|
0.618 |
1.4363 |
|
1.000 |
1.4293 |
|
1.618 |
1.4180 |
|
2.618 |
1.3997 |
|
4.250 |
1.3698 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4568 |
1.4586 |
| PP |
1.4548 |
1.4560 |
| S1 |
1.4529 |
1.4535 |
|