CME Euro FX (E) Future September 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 |
1.4590 |
1.4541 |
-0.0049 |
-0.3% |
1.4270 |
| High |
1.4616 |
1.4652 |
0.0036 |
0.2% |
1.4601 |
| Low |
1.4513 |
1.4520 |
0.0007 |
0.0% |
1.4221 |
| Close |
1.4543 |
1.4649 |
0.0106 |
0.7% |
1.4582 |
| Range |
0.0103 |
0.0132 |
0.0029 |
28.2% |
0.0380 |
| ATR |
0.0157 |
0.0155 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
29,125 |
54,302 |
25,177 |
86.4% |
29,726 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5003 |
1.4958 |
1.4722 |
|
| R3 |
1.4871 |
1.4826 |
1.4685 |
|
| R2 |
1.4739 |
1.4739 |
1.4673 |
|
| R1 |
1.4694 |
1.4694 |
1.4661 |
1.4717 |
| PP |
1.4607 |
1.4607 |
1.4607 |
1.4618 |
| S1 |
1.4562 |
1.4562 |
1.4637 |
1.4585 |
| S2 |
1.4475 |
1.4475 |
1.4625 |
|
| S3 |
1.4343 |
1.4430 |
1.4613 |
|
| S4 |
1.4211 |
1.4298 |
1.4576 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5608 |
1.5475 |
1.4791 |
|
| R3 |
1.5228 |
1.5095 |
1.4687 |
|
| R2 |
1.4848 |
1.4848 |
1.4652 |
|
| R1 |
1.4715 |
1.4715 |
1.4617 |
1.4782 |
| PP |
1.4468 |
1.4468 |
1.4468 |
1.4501 |
| S1 |
1.4335 |
1.4335 |
1.4547 |
1.4402 |
| S2 |
1.4088 |
1.4088 |
1.4512 |
|
| S3 |
1.3708 |
1.3955 |
1.4478 |
|
| S4 |
1.3328 |
1.3575 |
1.4373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4652 |
1.4277 |
0.0375 |
2.6% |
0.0150 |
1.0% |
99% |
True |
False |
22,168 |
| 10 |
1.4652 |
1.3962 |
0.0690 |
4.7% |
0.0144 |
1.0% |
100% |
True |
False |
12,690 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.0% |
0.0156 |
1.1% |
100% |
True |
False |
6,857 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.5% |
0.0155 |
1.1% |
76% |
False |
False |
3,778 |
| 60 |
1.4875 |
1.3814 |
0.1061 |
7.2% |
0.0139 |
0.9% |
79% |
False |
False |
2,627 |
| 80 |
1.4875 |
1.3395 |
0.1480 |
10.1% |
0.0115 |
0.8% |
85% |
False |
False |
1,979 |
| 100 |
1.4875 |
1.3153 |
0.1722 |
11.8% |
0.0099 |
0.7% |
87% |
False |
False |
1,584 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
13.9% |
0.0086 |
0.6% |
89% |
False |
False |
1,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5213 |
|
2.618 |
1.4998 |
|
1.618 |
1.4866 |
|
1.000 |
1.4784 |
|
0.618 |
1.4734 |
|
HIGH |
1.4652 |
|
0.618 |
1.4602 |
|
0.500 |
1.4586 |
|
0.382 |
1.4570 |
|
LOW |
1.4520 |
|
0.618 |
1.4438 |
|
1.000 |
1.4388 |
|
1.618 |
1.4306 |
|
2.618 |
1.4174 |
|
4.250 |
1.3959 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4628 |
1.4610 |
| PP |
1.4607 |
1.4570 |
| S1 |
1.4586 |
1.4531 |
|