CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4130 |
1.4176 |
0.0046 |
0.3% |
1.4292 |
| High |
1.4186 |
1.4303 |
0.0117 |
0.8% |
1.4456 |
| Low |
1.4039 |
1.4091 |
0.0052 |
0.4% |
1.4039 |
| Close |
1.4103 |
1.4276 |
0.0173 |
1.2% |
1.4276 |
| Range |
0.0147 |
0.0212 |
0.0065 |
44.2% |
0.0417 |
| ATR |
0.0164 |
0.0167 |
0.0003 |
2.1% |
0.0000 |
| Volume |
410,837 |
315,357 |
-95,480 |
-23.2% |
1,565,278 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4859 |
1.4780 |
1.4393 |
|
| R3 |
1.4647 |
1.4568 |
1.4334 |
|
| R2 |
1.4435 |
1.4435 |
1.4315 |
|
| R1 |
1.4356 |
1.4356 |
1.4295 |
1.4396 |
| PP |
1.4223 |
1.4223 |
1.4223 |
1.4243 |
| S1 |
1.4144 |
1.4144 |
1.4257 |
1.4184 |
| S2 |
1.4011 |
1.4011 |
1.4237 |
|
| S3 |
1.3799 |
1.3932 |
1.4218 |
|
| S4 |
1.3587 |
1.3720 |
1.4159 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5508 |
1.5309 |
1.4505 |
|
| R3 |
1.5091 |
1.4892 |
1.4391 |
|
| R2 |
1.4674 |
1.4674 |
1.4352 |
|
| R1 |
1.4475 |
1.4475 |
1.4314 |
1.4366 |
| PP |
1.4257 |
1.4257 |
1.4257 |
1.4203 |
| S1 |
1.4058 |
1.4058 |
1.4238 |
1.3949 |
| S2 |
1.3840 |
1.3840 |
1.4200 |
|
| S3 |
1.3423 |
1.3641 |
1.4161 |
|
| S4 |
1.3006 |
1.3224 |
1.4047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4456 |
1.4039 |
0.0417 |
2.9% |
0.0176 |
1.2% |
57% |
False |
False |
313,055 |
| 10 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0165 |
1.2% |
39% |
False |
False |
222,610 |
| 20 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0162 |
1.1% |
48% |
False |
False |
113,584 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0163 |
1.1% |
37% |
False |
False |
57,245 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0147 |
1.0% |
37% |
False |
False |
38,289 |
| 80 |
1.4875 |
1.3718 |
0.1157 |
8.1% |
0.0128 |
0.9% |
48% |
False |
False |
28,759 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0111 |
0.8% |
60% |
False |
False |
23,010 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.3% |
0.0098 |
0.7% |
71% |
False |
False |
19,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5204 |
|
2.618 |
1.4858 |
|
1.618 |
1.4646 |
|
1.000 |
1.4515 |
|
0.618 |
1.4434 |
|
HIGH |
1.4303 |
|
0.618 |
1.4222 |
|
0.500 |
1.4197 |
|
0.382 |
1.4172 |
|
LOW |
1.4091 |
|
0.618 |
1.3960 |
|
1.000 |
1.3879 |
|
1.618 |
1.3748 |
|
2.618 |
1.3536 |
|
4.250 |
1.3190 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4250 |
1.4259 |
| PP |
1.4223 |
1.4242 |
| S1 |
1.4197 |
1.4225 |
|