CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4368 |
1.4303 |
-0.0065 |
-0.5% |
1.4292 |
| High |
1.4407 |
1.4304 |
-0.0103 |
-0.7% |
1.4456 |
| Low |
1.4306 |
1.4093 |
-0.0213 |
-1.5% |
1.4039 |
| Close |
1.4338 |
1.4182 |
-0.0156 |
-1.1% |
1.4276 |
| Range |
0.0101 |
0.0211 |
0.0110 |
108.9% |
0.0417 |
| ATR |
0.0158 |
0.0164 |
0.0006 |
3.9% |
0.0000 |
| Volume |
284,820 |
396,002 |
111,182 |
39.0% |
1,565,278 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4826 |
1.4715 |
1.4298 |
|
| R3 |
1.4615 |
1.4504 |
1.4240 |
|
| R2 |
1.4404 |
1.4404 |
1.4221 |
|
| R1 |
1.4293 |
1.4293 |
1.4201 |
1.4243 |
| PP |
1.4193 |
1.4193 |
1.4193 |
1.4168 |
| S1 |
1.4082 |
1.4082 |
1.4163 |
1.4032 |
| S2 |
1.3982 |
1.3982 |
1.4143 |
|
| S3 |
1.3771 |
1.3871 |
1.4124 |
|
| S4 |
1.3560 |
1.3660 |
1.4066 |
|
|
| 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 |
1.4407 |
1.4091 |
0.0316 |
2.2% |
0.0157 |
1.1% |
29% |
False |
False |
298,457 |
| 10 |
1.4510 |
1.4039 |
0.0471 |
3.3% |
0.0168 |
1.2% |
30% |
False |
False |
306,225 |
| 20 |
1.4652 |
1.4033 |
0.0619 |
4.4% |
0.0161 |
1.1% |
24% |
False |
False |
172,096 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0164 |
1.2% |
27% |
False |
False |
86,618 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0150 |
1.1% |
27% |
False |
False |
57,885 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0135 |
1.0% |
40% |
False |
False |
43,471 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0116 |
0.8% |
53% |
False |
False |
34,779 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.4% |
0.0102 |
0.7% |
66% |
False |
False |
28,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5201 |
|
2.618 |
1.4856 |
|
1.618 |
1.4645 |
|
1.000 |
1.4515 |
|
0.618 |
1.4434 |
|
HIGH |
1.4304 |
|
0.618 |
1.4223 |
|
0.500 |
1.4199 |
|
0.382 |
1.4174 |
|
LOW |
1.4093 |
|
0.618 |
1.3963 |
|
1.000 |
1.3882 |
|
1.618 |
1.3752 |
|
2.618 |
1.3541 |
|
4.250 |
1.3196 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4199 |
1.4250 |
| PP |
1.4193 |
1.4227 |
| S1 |
1.4188 |
1.4205 |
|