CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4610 |
1.4500 |
-0.0110 |
-0.8% |
1.4300 |
| High |
1.4610 |
1.4500 |
-0.0110 |
-0.8% |
1.4525 |
| Low |
1.4545 |
1.4458 |
-0.0087 |
-0.6% |
1.4289 |
| Close |
1.4604 |
1.4491 |
-0.0113 |
-0.8% |
1.4538 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0236 |
| ATR |
0.0093 |
0.0097 |
0.0004 |
4.1% |
0.0000 |
| Volume |
19 |
9 |
-10 |
-52.6% |
43 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4609 |
1.4592 |
1.4514 |
|
| R3 |
1.4567 |
1.4550 |
1.4503 |
|
| R2 |
1.4525 |
1.4525 |
1.4499 |
|
| R1 |
1.4508 |
1.4508 |
1.4495 |
1.4496 |
| PP |
1.4483 |
1.4483 |
1.4483 |
1.4477 |
| S1 |
1.4466 |
1.4466 |
1.4487 |
1.4454 |
| S2 |
1.4441 |
1.4441 |
1.4483 |
|
| S3 |
1.4399 |
1.4424 |
1.4479 |
|
| S4 |
1.4357 |
1.4382 |
1.4468 |
|
|
| 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 |
1.4328 |
0.0282 |
1.9% |
0.0055 |
0.4% |
58% |
False |
False |
12 |
| 10 |
1.4610 |
1.3959 |
0.0651 |
4.5% |
0.0036 |
0.2% |
82% |
False |
False |
9 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.8% |
0.0033 |
0.2% |
83% |
False |
False |
9 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0046 |
0.3% |
70% |
False |
False |
8 |
| 60 |
1.4735 |
1.3788 |
0.0947 |
6.5% |
0.0033 |
0.2% |
74% |
False |
False |
8 |
| 80 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0026 |
0.2% |
82% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4679 |
|
2.618 |
1.4610 |
|
1.618 |
1.4568 |
|
1.000 |
1.4542 |
|
0.618 |
1.4526 |
|
HIGH |
1.4500 |
|
0.618 |
1.4484 |
|
0.500 |
1.4479 |
|
0.382 |
1.4474 |
|
LOW |
1.4458 |
|
0.618 |
1.4432 |
|
1.000 |
1.4416 |
|
1.618 |
1.4390 |
|
2.618 |
1.4348 |
|
4.250 |
1.4280 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4487 |
1.4534 |
| PP |
1.4483 |
1.4520 |
| S1 |
1.4479 |
1.4505 |
|