CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4252 |
1.4291 |
0.0039 |
0.3% |
1.4300 |
| High |
1.4336 |
1.4365 |
0.0029 |
0.2% |
1.4399 |
| Low |
1.4227 |
1.4275 |
0.0048 |
0.3% |
1.4010 |
| Close |
1.4341 |
1.4299 |
-0.0042 |
-0.3% |
1.4239 |
| Range |
0.0109 |
0.0090 |
-0.0019 |
-17.4% |
0.0389 |
| ATR |
0.0122 |
0.0119 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
308 |
358 |
50 |
16.2% |
1,097 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4583 |
1.4531 |
1.4349 |
|
| R3 |
1.4493 |
1.4441 |
1.4324 |
|
| R2 |
1.4403 |
1.4403 |
1.4316 |
|
| R1 |
1.4351 |
1.4351 |
1.4307 |
1.4377 |
| PP |
1.4313 |
1.4313 |
1.4313 |
1.4326 |
| S1 |
1.4261 |
1.4261 |
1.4291 |
1.4287 |
| S2 |
1.4223 |
1.4223 |
1.4283 |
|
| S3 |
1.4133 |
1.4171 |
1.4274 |
|
| S4 |
1.4043 |
1.4081 |
1.4250 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5383 |
1.5200 |
1.4453 |
|
| R3 |
1.4994 |
1.4811 |
1.4346 |
|
| R2 |
1.4605 |
1.4605 |
1.4310 |
|
| R1 |
1.4422 |
1.4422 |
1.4275 |
1.4319 |
| PP |
1.4216 |
1.4216 |
1.4216 |
1.4165 |
| S1 |
1.4033 |
1.4033 |
1.4203 |
1.3930 |
| S2 |
1.3827 |
1.3827 |
1.4168 |
|
| S3 |
1.3438 |
1.3644 |
1.4132 |
|
| S4 |
1.3049 |
1.3255 |
1.4025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4365 |
1.4010 |
0.0355 |
2.5% |
0.0132 |
0.9% |
81% |
True |
False |
305 |
| 10 |
1.4530 |
1.4010 |
0.0520 |
3.6% |
0.0135 |
0.9% |
56% |
False |
False |
191 |
| 20 |
1.4610 |
1.3959 |
0.0651 |
4.6% |
0.0085 |
0.6% |
52% |
False |
False |
100 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0070 |
0.5% |
47% |
False |
False |
54 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0053 |
0.4% |
47% |
False |
False |
37 |
| 80 |
1.4735 |
1.3691 |
0.1044 |
7.3% |
0.0043 |
0.3% |
58% |
False |
False |
30 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0035 |
0.2% |
67% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4748 |
|
2.618 |
1.4601 |
|
1.618 |
1.4511 |
|
1.000 |
1.4455 |
|
0.618 |
1.4421 |
|
HIGH |
1.4365 |
|
0.618 |
1.4331 |
|
0.500 |
1.4320 |
|
0.382 |
1.4309 |
|
LOW |
1.4275 |
|
0.618 |
1.4219 |
|
1.000 |
1.4185 |
|
1.618 |
1.4129 |
|
2.618 |
1.4039 |
|
4.250 |
1.3893 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4320 |
1.4282 |
| PP |
1.4313 |
1.4266 |
| S1 |
1.4306 |
1.4249 |
|