CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4197 |
1.4117 |
-0.0080 |
-0.6% |
1.4152 |
| High |
1.4235 |
1.4218 |
-0.0017 |
-0.1% |
1.4365 |
| Low |
1.4091 |
1.4050 |
-0.0041 |
-0.3% |
1.4067 |
| Close |
1.4103 |
1.4199 |
0.0096 |
0.7% |
1.4103 |
| Range |
0.0144 |
0.0168 |
0.0024 |
16.7% |
0.0298 |
| ATR |
0.0129 |
0.0131 |
0.0003 |
2.2% |
0.0000 |
| Volume |
206 |
185 |
-21 |
-10.2% |
1,193 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4660 |
1.4597 |
1.4291 |
|
| R3 |
1.4492 |
1.4429 |
1.4245 |
|
| R2 |
1.4324 |
1.4324 |
1.4230 |
|
| R1 |
1.4261 |
1.4261 |
1.4214 |
1.4293 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4171 |
| S1 |
1.4093 |
1.4093 |
1.4184 |
1.4125 |
| S2 |
1.3988 |
1.3988 |
1.4168 |
|
| S3 |
1.3820 |
1.3925 |
1.4153 |
|
| S4 |
1.3652 |
1.3757 |
1.4107 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5072 |
1.4886 |
1.4267 |
|
| R3 |
1.4774 |
1.4588 |
1.4185 |
|
| R2 |
1.4476 |
1.4476 |
1.4158 |
|
| R1 |
1.4290 |
1.4290 |
1.4130 |
1.4234 |
| PP |
1.4178 |
1.4178 |
1.4178 |
1.4151 |
| S1 |
1.3992 |
1.3992 |
1.4076 |
1.3936 |
| S2 |
1.3880 |
1.3880 |
1.4048 |
|
| S3 |
1.3582 |
1.3694 |
1.4021 |
|
| S4 |
1.3284 |
1.3396 |
1.3939 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4365 |
1.4050 |
0.0315 |
2.2% |
0.0137 |
1.0% |
47% |
False |
True |
251 |
| 10 |
1.4399 |
1.4010 |
0.0389 |
2.7% |
0.0146 |
1.0% |
49% |
False |
False |
237 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0106 |
0.7% |
32% |
False |
False |
129 |
| 40 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0078 |
0.6% |
35% |
False |
False |
69 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0061 |
0.4% |
35% |
False |
False |
47 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.3% |
0.0049 |
0.3% |
48% |
False |
False |
37 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0039 |
0.3% |
59% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4932 |
|
2.618 |
1.4658 |
|
1.618 |
1.4490 |
|
1.000 |
1.4386 |
|
0.618 |
1.4322 |
|
HIGH |
1.4218 |
|
0.618 |
1.4154 |
|
0.500 |
1.4134 |
|
0.382 |
1.4114 |
|
LOW |
1.4050 |
|
0.618 |
1.3946 |
|
1.000 |
1.3882 |
|
1.618 |
1.3778 |
|
2.618 |
1.3610 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4177 |
1.4182 |
| PP |
1.4156 |
1.4164 |
| S1 |
1.4134 |
1.4147 |
|