CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4500 |
1.4511 |
0.0011 |
0.1% |
1.4300 |
| High |
1.4500 |
1.4530 |
0.0030 |
0.2% |
1.4525 |
| Low |
1.4458 |
1.4394 |
-0.0064 |
-0.4% |
1.4289 |
| Close |
1.4491 |
1.4424 |
-0.0067 |
-0.5% |
1.4538 |
| Range |
0.0042 |
0.0136 |
0.0094 |
223.8% |
0.0236 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
2.9% |
0.0000 |
| Volume |
9 |
14 |
5 |
55.6% |
43 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4857 |
1.4777 |
1.4499 |
|
| R3 |
1.4721 |
1.4641 |
1.4461 |
|
| R2 |
1.4585 |
1.4585 |
1.4449 |
|
| R1 |
1.4505 |
1.4505 |
1.4436 |
1.4477 |
| PP |
1.4449 |
1.4449 |
1.4449 |
1.4436 |
| S1 |
1.4369 |
1.4369 |
1.4412 |
1.4341 |
| S2 |
1.4313 |
1.4313 |
1.4399 |
|
| S3 |
1.4177 |
1.4233 |
1.4387 |
|
| S4 |
1.4041 |
1.4097 |
1.4349 |
|
|
| 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 |
1.4394 |
0.0216 |
1.5% |
0.0064 |
0.4% |
14% |
False |
True |
13 |
| 10 |
1.4610 |
1.4070 |
0.0540 |
3.7% |
0.0045 |
0.3% |
66% |
False |
False |
10 |
| 20 |
1.4610 |
1.3911 |
0.0699 |
4.8% |
0.0040 |
0.3% |
73% |
False |
False |
9 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0049 |
0.3% |
62% |
False |
False |
8 |
| 60 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0035 |
0.2% |
67% |
False |
False |
8 |
| 80 |
1.4735 |
1.3425 |
0.1310 |
9.1% |
0.0027 |
0.2% |
76% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5108 |
|
2.618 |
1.4886 |
|
1.618 |
1.4750 |
|
1.000 |
1.4666 |
|
0.618 |
1.4614 |
|
HIGH |
1.4530 |
|
0.618 |
1.4478 |
|
0.500 |
1.4462 |
|
0.382 |
1.4446 |
|
LOW |
1.4394 |
|
0.618 |
1.4310 |
|
1.000 |
1.4258 |
|
1.618 |
1.4174 |
|
2.618 |
1.4038 |
|
4.250 |
1.3816 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4462 |
1.4502 |
| PP |
1.4449 |
1.4476 |
| S1 |
1.4437 |
1.4450 |
|