CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4330 |
1.4192 |
-0.0138 |
-1.0% |
1.4512 |
| High |
1.4340 |
1.4200 |
-0.0140 |
-1.0% |
1.4547 |
| Low |
1.4176 |
1.3958 |
-0.0218 |
-1.5% |
1.4176 |
| Close |
1.4214 |
1.3996 |
-0.0218 |
-1.5% |
1.4214 |
| Range |
0.0164 |
0.0242 |
0.0078 |
47.6% |
0.0371 |
| ATR |
0.0160 |
0.0166 |
0.0007 |
4.3% |
0.0000 |
| Volume |
368,162 |
412,770 |
44,608 |
12.1% |
1,001,647 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4777 |
1.4629 |
1.4129 |
|
| R3 |
1.4535 |
1.4387 |
1.4063 |
|
| R2 |
1.4293 |
1.4293 |
1.4040 |
|
| R1 |
1.4145 |
1.4145 |
1.4018 |
1.4098 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4028 |
| S1 |
1.3903 |
1.3903 |
1.3974 |
1.3856 |
| S2 |
1.3809 |
1.3809 |
1.3952 |
|
| S3 |
1.3567 |
1.3661 |
1.3929 |
|
| S4 |
1.3325 |
1.3419 |
1.3863 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5191 |
1.4418 |
|
| R3 |
1.5054 |
1.4820 |
1.4316 |
|
| R2 |
1.4683 |
1.4683 |
1.4282 |
|
| R1 |
1.4449 |
1.4449 |
1.4248 |
1.4381 |
| PP |
1.4312 |
1.4312 |
1.4312 |
1.4278 |
| S1 |
1.4078 |
1.4078 |
1.4180 |
1.4010 |
| S2 |
1.3941 |
1.3941 |
1.4146 |
|
| S3 |
1.3570 |
1.3707 |
1.4112 |
|
| S4 |
1.3199 |
1.3336 |
1.4010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4547 |
1.3958 |
0.0589 |
4.2% |
0.0185 |
1.3% |
6% |
False |
True |
282,883 |
| 10 |
1.4547 |
1.3958 |
0.0589 |
4.2% |
0.0163 |
1.2% |
6% |
False |
True |
294,935 |
| 20 |
1.4547 |
1.3958 |
0.0589 |
4.2% |
0.0162 |
1.2% |
6% |
False |
True |
298,343 |
| 40 |
1.4652 |
1.3925 |
0.0727 |
5.2% |
0.0160 |
1.1% |
10% |
False |
False |
166,963 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.8% |
0.0162 |
1.2% |
7% |
False |
False |
111,565 |
| 80 |
1.4875 |
1.3874 |
0.1001 |
7.2% |
0.0147 |
1.1% |
12% |
False |
False |
83,761 |
| 100 |
1.4875 |
1.3470 |
0.1405 |
10.0% |
0.0129 |
0.9% |
37% |
False |
False |
67,026 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.6% |
0.0113 |
0.8% |
41% |
False |
False |
55,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5229 |
|
2.618 |
1.4834 |
|
1.618 |
1.4592 |
|
1.000 |
1.4442 |
|
0.618 |
1.4350 |
|
HIGH |
1.4200 |
|
0.618 |
1.4108 |
|
0.500 |
1.4079 |
|
0.382 |
1.4050 |
|
LOW |
1.3958 |
|
0.618 |
1.3808 |
|
1.000 |
1.3716 |
|
1.618 |
1.3566 |
|
2.618 |
1.3324 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4079 |
1.4152 |
| PP |
1.4051 |
1.4100 |
| S1 |
1.4024 |
1.4048 |
|