CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4505 |
1.4610 |
0.0105 |
0.7% |
1.4300 |
| High |
1.4505 |
1.4610 |
0.0105 |
0.7% |
1.4525 |
| Low |
1.4505 |
1.4545 |
0.0040 |
0.3% |
1.4289 |
| Close |
1.4500 |
1.4604 |
0.0104 |
0.7% |
1.4538 |
| Range |
0.0000 |
0.0065 |
0.0065 |
|
0.0236 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.4% |
0.0000 |
| Volume |
7 |
19 |
12 |
171.4% |
43 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4781 |
1.4758 |
1.4640 |
|
| R3 |
1.4716 |
1.4693 |
1.4622 |
|
| R2 |
1.4651 |
1.4651 |
1.4616 |
|
| R1 |
1.4628 |
1.4628 |
1.4610 |
1.4607 |
| PP |
1.4586 |
1.4586 |
1.4586 |
1.4576 |
| S1 |
1.4563 |
1.4563 |
1.4598 |
1.4542 |
| S2 |
1.4521 |
1.4521 |
1.4592 |
|
| S3 |
1.4456 |
1.4498 |
1.4586 |
|
| S4 |
1.4391 |
1.4433 |
1.4568 |
|
|
| 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 |
1.4610 |
1.4289 |
0.0321 |
2.2% |
0.0046 |
0.3% |
98% |
True |
False |
12 |
| 10 |
1.4610 |
1.3959 |
0.0651 |
4.5% |
0.0031 |
0.2% |
99% |
True |
False |
10 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.8% |
0.0033 |
0.2% |
99% |
True |
False |
10 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.6% |
0.0045 |
0.3% |
84% |
False |
False |
8 |
| 60 |
1.4735 |
1.3788 |
0.0947 |
6.5% |
0.0033 |
0.2% |
86% |
False |
False |
8 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.0% |
0.0025 |
0.2% |
90% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4886 |
|
2.618 |
1.4780 |
|
1.618 |
1.4715 |
|
1.000 |
1.4675 |
|
0.618 |
1.4650 |
|
HIGH |
1.4610 |
|
0.618 |
1.4585 |
|
0.500 |
1.4578 |
|
0.382 |
1.4570 |
|
LOW |
1.4545 |
|
0.618 |
1.4505 |
|
1.000 |
1.4480 |
|
1.618 |
1.4440 |
|
2.618 |
1.4375 |
|
4.250 |
1.4269 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4579 |
| PP |
1.4586 |
1.4555 |
| S1 |
1.4578 |
1.4530 |
|