CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4270 |
1.4369 |
0.0099 |
0.7% |
1.4089 |
| High |
1.4383 |
1.4417 |
0.0034 |
0.2% |
1.4262 |
| Low |
1.4221 |
1.4277 |
0.0056 |
0.4% |
1.3925 |
| Close |
1.4341 |
1.4330 |
-0.0011 |
-0.1% |
1.4231 |
| Range |
0.0162 |
0.0140 |
-0.0022 |
-13.6% |
0.0337 |
| ATR |
0.0158 |
0.0157 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
2,310 |
6,104 |
3,794 |
164.2% |
14,939 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4686 |
1.4407 |
|
| R3 |
1.4621 |
1.4546 |
1.4369 |
|
| R2 |
1.4481 |
1.4481 |
1.4356 |
|
| R1 |
1.4406 |
1.4406 |
1.4343 |
1.4374 |
| PP |
1.4341 |
1.4341 |
1.4341 |
1.4325 |
| S1 |
1.4266 |
1.4266 |
1.4317 |
1.4234 |
| S2 |
1.4201 |
1.4201 |
1.4304 |
|
| S3 |
1.4061 |
1.4126 |
1.4292 |
|
| S4 |
1.3921 |
1.3986 |
1.4253 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5150 |
1.5028 |
1.4416 |
|
| R3 |
1.4813 |
1.4691 |
1.4324 |
|
| R2 |
1.4476 |
1.4476 |
1.4293 |
|
| R1 |
1.4354 |
1.4354 |
1.4262 |
1.4415 |
| PP |
1.4139 |
1.4139 |
1.4139 |
1.4170 |
| S1 |
1.4017 |
1.4017 |
1.4200 |
1.4078 |
| S2 |
1.3802 |
1.3802 |
1.4169 |
|
| S3 |
1.3465 |
1.3680 |
1.4138 |
|
| S4 |
1.3128 |
1.3343 |
1.4046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4417 |
1.3968 |
0.0449 |
3.1% |
0.0142 |
1.0% |
81% |
True |
False |
3,841 |
| 10 |
1.4417 |
1.3925 |
0.0492 |
3.4% |
0.0142 |
1.0% |
82% |
True |
False |
2,668 |
| 20 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0175 |
1.2% |
43% |
False |
False |
1,858 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0150 |
1.0% |
43% |
False |
False |
1,189 |
| 60 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0133 |
0.9% |
53% |
False |
False |
885 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0109 |
0.8% |
63% |
False |
False |
670 |
| 100 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0095 |
0.7% |
73% |
False |
False |
537 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0082 |
0.6% |
73% |
False |
False |
447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5012 |
|
2.618 |
1.4784 |
|
1.618 |
1.4644 |
|
1.000 |
1.4557 |
|
0.618 |
1.4504 |
|
HIGH |
1.4417 |
|
0.618 |
1.4364 |
|
0.500 |
1.4347 |
|
0.382 |
1.4330 |
|
LOW |
1.4277 |
|
0.618 |
1.4190 |
|
1.000 |
1.4137 |
|
1.618 |
1.4050 |
|
2.618 |
1.3910 |
|
4.250 |
1.3682 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4347 |
1.4304 |
| PP |
1.4341 |
1.4278 |
| S1 |
1.4336 |
1.4252 |
|