CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4401 |
1.4130 |
-0.0271 |
-1.9% |
1.4590 |
| High |
1.4410 |
1.4186 |
-0.0224 |
-1.6% |
1.4652 |
| Low |
1.4118 |
1.4039 |
-0.0079 |
-0.6% |
1.4281 |
| Close |
1.4132 |
1.4103 |
-0.0029 |
-0.2% |
1.4312 |
| Range |
0.0292 |
0.0147 |
-0.0145 |
-49.7% |
0.0371 |
| ATR |
0.0165 |
0.0164 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
400,094 |
410,837 |
10,743 |
2.7% |
660,829 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4550 |
1.4474 |
1.4184 |
|
| R3 |
1.4403 |
1.4327 |
1.4143 |
|
| R2 |
1.4256 |
1.4256 |
1.4130 |
|
| R1 |
1.4180 |
1.4180 |
1.4116 |
1.4145 |
| PP |
1.4109 |
1.4109 |
1.4109 |
1.4092 |
| S1 |
1.4033 |
1.4033 |
1.4090 |
1.3998 |
| S2 |
1.3962 |
1.3962 |
1.4076 |
|
| S3 |
1.3815 |
1.3886 |
1.4063 |
|
| S4 |
1.3668 |
1.3739 |
1.4022 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5528 |
1.5291 |
1.4516 |
|
| R3 |
1.5157 |
1.4920 |
1.4414 |
|
| R2 |
1.4786 |
1.4786 |
1.4380 |
|
| R1 |
1.4549 |
1.4549 |
1.4346 |
1.4482 |
| PP |
1.4415 |
1.4415 |
1.4415 |
1.4382 |
| S1 |
1.4178 |
1.4178 |
1.4278 |
1.4111 |
| S2 |
1.4044 |
1.4044 |
1.4244 |
|
| S3 |
1.3673 |
1.3807 |
1.4210 |
|
| S4 |
1.3302 |
1.3436 |
1.4108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4510 |
1.4039 |
0.0471 |
3.3% |
0.0179 |
1.3% |
14% |
False |
True |
313,993 |
| 10 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0163 |
1.2% |
10% |
False |
True |
192,538 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.2% |
0.0157 |
1.1% |
24% |
False |
False |
97,879 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0162 |
1.2% |
19% |
False |
False |
49,372 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0146 |
1.0% |
19% |
False |
False |
33,043 |
| 80 |
1.4875 |
1.3700 |
0.1175 |
8.3% |
0.0126 |
0.9% |
34% |
False |
False |
24,819 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0109 |
0.8% |
48% |
False |
False |
19,857 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0096 |
0.7% |
62% |
False |
False |
16,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4811 |
|
2.618 |
1.4571 |
|
1.618 |
1.4424 |
|
1.000 |
1.4333 |
|
0.618 |
1.4277 |
|
HIGH |
1.4186 |
|
0.618 |
1.4130 |
|
0.500 |
1.4113 |
|
0.382 |
1.4095 |
|
LOW |
1.4039 |
|
0.618 |
1.3948 |
|
1.000 |
1.3892 |
|
1.618 |
1.3801 |
|
2.618 |
1.3654 |
|
4.250 |
1.3414 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4113 |
1.4248 |
| PP |
1.4109 |
1.4199 |
| S1 |
1.4106 |
1.4151 |
|