CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4155 |
1.4259 |
0.0104 |
0.7% |
1.4237 |
| High |
1.4263 |
1.4366 |
0.0103 |
0.7% |
1.4407 |
| Low |
1.4070 |
1.4204 |
0.0134 |
1.0% |
1.4093 |
| Close |
1.4233 |
1.4331 |
0.0098 |
0.7% |
1.4138 |
| Range |
0.0193 |
0.0162 |
-0.0031 |
-16.1% |
0.0314 |
| ATR |
0.0166 |
0.0166 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
290,784 |
363,160 |
72,376 |
24.9% |
1,452,243 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4786 |
1.4721 |
1.4420 |
|
| R3 |
1.4624 |
1.4559 |
1.4376 |
|
| R2 |
1.4462 |
1.4462 |
1.4361 |
|
| R1 |
1.4397 |
1.4397 |
1.4346 |
1.4430 |
| PP |
1.4300 |
1.4300 |
1.4300 |
1.4317 |
| S1 |
1.4235 |
1.4235 |
1.4316 |
1.4268 |
| S2 |
1.4138 |
1.4138 |
1.4301 |
|
| S3 |
1.3976 |
1.4073 |
1.4286 |
|
| S4 |
1.3814 |
1.3911 |
1.4242 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5155 |
1.4960 |
1.4311 |
|
| R3 |
1.4841 |
1.4646 |
1.4224 |
|
| R2 |
1.4527 |
1.4527 |
1.4196 |
|
| R1 |
1.4332 |
1.4332 |
1.4167 |
1.4273 |
| PP |
1.4213 |
1.4213 |
1.4213 |
1.4183 |
| S1 |
1.4018 |
1.4018 |
1.4109 |
1.3959 |
| S2 |
1.3899 |
1.3899 |
1.4080 |
|
| S3 |
1.3585 |
1.3704 |
1.4052 |
|
| S4 |
1.3271 |
1.3390 |
1.3965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4407 |
1.4070 |
0.0337 |
2.4% |
0.0166 |
1.2% |
77% |
False |
False |
322,015 |
| 10 |
1.4410 |
1.4039 |
0.0371 |
2.6% |
0.0174 |
1.2% |
79% |
False |
False |
323,247 |
| 20 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0163 |
1.1% |
48% |
False |
False |
217,985 |
| 40 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0169 |
1.2% |
43% |
False |
False |
109,789 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0153 |
1.1% |
43% |
False |
False |
73,356 |
| 80 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0140 |
1.0% |
53% |
False |
False |
55,084 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0120 |
0.8% |
63% |
False |
False |
44,072 |
| 120 |
1.4875 |
1.2838 |
0.2037 |
14.2% |
0.0105 |
0.7% |
73% |
False |
False |
36,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5055 |
|
2.618 |
1.4790 |
|
1.618 |
1.4628 |
|
1.000 |
1.4528 |
|
0.618 |
1.4466 |
|
HIGH |
1.4366 |
|
0.618 |
1.4304 |
|
0.500 |
1.4285 |
|
0.382 |
1.4266 |
|
LOW |
1.4204 |
|
0.618 |
1.4104 |
|
1.000 |
1.4042 |
|
1.618 |
1.3942 |
|
2.618 |
1.3780 |
|
4.250 |
1.3516 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4316 |
1.4293 |
| PP |
1.4300 |
1.4256 |
| S1 |
1.4285 |
1.4218 |
|