CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4397 |
1.4291 |
-0.0106 |
-0.7% |
1.4155 |
| High |
1.4437 |
1.4345 |
-0.0092 |
-0.6% |
1.4520 |
| Low |
1.4256 |
1.4191 |
-0.0065 |
-0.5% |
1.4070 |
| Close |
1.4266 |
1.4320 |
0.0054 |
0.4% |
1.4478 |
| Range |
0.0181 |
0.0154 |
-0.0027 |
-14.9% |
0.0450 |
| ATR |
0.0160 |
0.0159 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
296,411 |
337,074 |
40,663 |
13.7% |
1,534,935 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4688 |
1.4405 |
|
| R3 |
1.4593 |
1.4534 |
1.4362 |
|
| R2 |
1.4439 |
1.4439 |
1.4348 |
|
| R1 |
1.4380 |
1.4380 |
1.4334 |
1.4410 |
| PP |
1.4285 |
1.4285 |
1.4285 |
1.4300 |
| S1 |
1.4226 |
1.4226 |
1.4306 |
1.4256 |
| S2 |
1.4131 |
1.4131 |
1.4292 |
|
| S3 |
1.3977 |
1.4072 |
1.4278 |
|
| S4 |
1.3823 |
1.3918 |
1.4235 |
|
|
| 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 |
1.4191 |
0.0356 |
2.5% |
0.0149 |
1.0% |
36% |
False |
True |
234,161 |
| 10 |
1.4547 |
1.4070 |
0.0477 |
3.3% |
0.0160 |
1.1% |
52% |
False |
False |
283,973 |
| 20 |
1.4619 |
1.4039 |
0.0580 |
4.1% |
0.0163 |
1.1% |
48% |
False |
False |
283,492 |
| 40 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0159 |
1.1% |
54% |
False |
False |
147,487 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.6% |
0.0159 |
1.1% |
42% |
False |
False |
98,558 |
| 80 |
1.4875 |
1.3814 |
0.1061 |
7.4% |
0.0146 |
1.0% |
48% |
False |
False |
74,010 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0126 |
0.9% |
63% |
False |
False |
59,216 |
| 120 |
1.4875 |
1.3236 |
0.1639 |
11.4% |
0.0110 |
0.8% |
66% |
False |
False |
49,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5000 |
|
2.618 |
1.4748 |
|
1.618 |
1.4594 |
|
1.000 |
1.4499 |
|
0.618 |
1.4440 |
|
HIGH |
1.4345 |
|
0.618 |
1.4286 |
|
0.500 |
1.4268 |
|
0.382 |
1.4250 |
|
LOW |
1.4191 |
|
0.618 |
1.4096 |
|
1.000 |
1.4037 |
|
1.618 |
1.3942 |
|
2.618 |
1.3788 |
|
4.250 |
1.3537 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4303 |
1.4369 |
| PP |
1.4285 |
1.4353 |
| S1 |
1.4268 |
1.4336 |
|