CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.4450 |
1.4505 |
0.0055 |
0.4% |
1.4300 |
High |
1.4525 |
1.4505 |
-0.0020 |
-0.1% |
1.4525 |
Low |
1.4450 |
1.4505 |
0.0055 |
0.4% |
1.4289 |
Close |
1.4538 |
1.4500 |
-0.0038 |
-0.3% |
1.4538 |
Range |
0.0075 |
0.0000 |
-0.0075 |
-100.0% |
0.0236 |
ATR |
0.0096 |
0.0092 |
-0.0005 |
-4.7% |
0.0000 |
Volume |
16 |
7 |
-9 |
-56.3% |
43 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4503 |
1.4502 |
1.4500 |
|
R3 |
1.4503 |
1.4502 |
1.4500 |
|
R2 |
1.4503 |
1.4503 |
1.4500 |
|
R1 |
1.4502 |
1.4502 |
1.4500 |
1.4503 |
PP |
1.4503 |
1.4503 |
1.4503 |
1.4504 |
S1 |
1.4502 |
1.4502 |
1.4500 |
1.4503 |
S2 |
1.4503 |
1.4503 |
1.4500 |
|
S3 |
1.4503 |
1.4502 |
1.4500 |
|
S4 |
1.4503 |
1.4502 |
1.4500 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5159 |
1.5084 |
1.4668 |
|
R3 |
1.4923 |
1.4848 |
1.4603 |
|
R2 |
1.4687 |
1.4687 |
1.4581 |
|
R1 |
1.4612 |
1.4612 |
1.4560 |
1.4650 |
PP |
1.4451 |
1.4451 |
1.4451 |
1.4469 |
S1 |
1.4376 |
1.4376 |
1.4516 |
1.4414 |
S2 |
1.4215 |
1.4215 |
1.4495 |
|
S3 |
1.3979 |
1.4140 |
1.4473 |
|
S4 |
1.3743 |
1.3904 |
1.4408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4525 |
1.4289 |
0.0236 |
1.6% |
0.0033 |
0.2% |
89% |
False |
False |
10 |
10 |
1.4525 |
1.3911 |
0.0614 |
4.2% |
0.0029 |
0.2% |
96% |
False |
False |
10 |
20 |
1.4525 |
1.3911 |
0.0614 |
4.2% |
0.0034 |
0.2% |
96% |
False |
False |
9 |
40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0043 |
0.3% |
71% |
False |
False |
7 |
60 |
1.4735 |
1.3788 |
0.0947 |
6.5% |
0.0032 |
0.2% |
75% |
False |
False |
7 |
80 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0024 |
0.2% |
82% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4505 |
2.618 |
1.4505 |
1.618 |
1.4505 |
1.000 |
1.4505 |
0.618 |
1.4505 |
HIGH |
1.4505 |
0.618 |
1.4505 |
0.500 |
1.4505 |
0.382 |
1.4505 |
LOW |
1.4505 |
0.618 |
1.4505 |
1.000 |
1.4505 |
1.618 |
1.4505 |
2.618 |
1.4505 |
4.250 |
1.4505 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4505 |
1.4476 |
PP |
1.4503 |
1.4451 |
S1 |
1.4502 |
1.4427 |
|