CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4462 |
1.4512 |
0.0050 |
0.3% |
1.4155 |
| High |
1.4520 |
1.4547 |
0.0027 |
0.2% |
1.4520 |
| Low |
1.4405 |
1.4365 |
-0.0040 |
-0.3% |
1.4070 |
| Close |
1.4478 |
1.4381 |
-0.0097 |
-0.7% |
1.4478 |
| Range |
0.0115 |
0.0182 |
0.0067 |
58.3% |
0.0450 |
| ATR |
0.0156 |
0.0158 |
0.0002 |
1.2% |
0.0000 |
| Volume |
250,206 |
0 |
-250,206 |
-100.0% |
1,534,935 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4977 |
1.4861 |
1.4481 |
|
| R3 |
1.4795 |
1.4679 |
1.4431 |
|
| R2 |
1.4613 |
1.4613 |
1.4414 |
|
| R1 |
1.4497 |
1.4497 |
1.4398 |
1.4464 |
| PP |
1.4431 |
1.4431 |
1.4431 |
1.4415 |
| S1 |
1.4315 |
1.4315 |
1.4364 |
1.4282 |
| S2 |
1.4249 |
1.4249 |
1.4348 |
|
| S3 |
1.4067 |
1.4133 |
1.4331 |
|
| S4 |
1.3885 |
1.3951 |
1.4281 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5706 |
1.5542 |
1.4726 |
|
| R3 |
1.5256 |
1.5092 |
1.4602 |
|
| R2 |
1.4806 |
1.4806 |
1.4561 |
|
| R1 |
1.4642 |
1.4642 |
1.4519 |
1.4724 |
| PP |
1.4356 |
1.4356 |
1.4356 |
1.4397 |
| S1 |
1.4192 |
1.4192 |
1.4437 |
1.4274 |
| S2 |
1.3906 |
1.3906 |
1.4396 |
|
| S3 |
1.3456 |
1.3742 |
1.4354 |
|
| S4 |
1.3006 |
1.3292 |
1.4231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4547 |
1.4204 |
0.0343 |
2.4% |
0.0139 |
1.0% |
52% |
True |
False |
248,830 |
| 10 |
1.4547 |
1.4070 |
0.0477 |
3.3% |
0.0149 |
1.0% |
65% |
True |
False |
274,642 |
| 20 |
1.4652 |
1.4039 |
0.0613 |
4.3% |
0.0159 |
1.1% |
56% |
False |
False |
259,208 |
| 40 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0159 |
1.1% |
63% |
False |
False |
131,700 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0156 |
1.1% |
48% |
False |
False |
88,023 |
| 80 |
1.4875 |
1.3775 |
0.1100 |
7.6% |
0.0143 |
1.0% |
55% |
False |
False |
66,095 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0124 |
0.9% |
67% |
False |
False |
52,882 |
| 120 |
1.4875 |
1.3020 |
0.1855 |
12.9% |
0.0109 |
0.8% |
73% |
False |
False |
44,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5321 |
|
2.618 |
1.5023 |
|
1.618 |
1.4841 |
|
1.000 |
1.4729 |
|
0.618 |
1.4659 |
|
HIGH |
1.4547 |
|
0.618 |
1.4477 |
|
0.500 |
1.4456 |
|
0.382 |
1.4435 |
|
LOW |
1.4365 |
|
0.618 |
1.4253 |
|
1.000 |
1.4183 |
|
1.618 |
1.4071 |
|
2.618 |
1.3889 |
|
4.250 |
1.3592 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4456 |
1.4456 |
| PP |
1.4431 |
1.4431 |
| S1 |
1.4406 |
1.4406 |
|