CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4192 |
1.4019 |
-0.0173 |
-1.2% |
1.4512 |
| High |
1.4200 |
1.4037 |
-0.0163 |
-1.1% |
1.4547 |
| Low |
1.3958 |
1.3811 |
-0.0147 |
-1.1% |
1.4176 |
| Close |
1.3996 |
1.4000 |
0.0004 |
0.0% |
1.4214 |
| Range |
0.0242 |
0.0226 |
-0.0016 |
-6.6% |
0.0371 |
| ATR |
0.0166 |
0.0171 |
0.0004 |
2.6% |
0.0000 |
| Volume |
412,770 |
570,667 |
157,897 |
38.3% |
1,001,647 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4627 |
1.4540 |
1.4124 |
|
| R3 |
1.4401 |
1.4314 |
1.4062 |
|
| R2 |
1.4175 |
1.4175 |
1.4041 |
|
| R1 |
1.4088 |
1.4088 |
1.4021 |
1.4019 |
| PP |
1.3949 |
1.3949 |
1.3949 |
1.3915 |
| S1 |
1.3862 |
1.3862 |
1.3979 |
1.3793 |
| S2 |
1.3723 |
1.3723 |
1.3959 |
|
| S3 |
1.3497 |
1.3636 |
1.3938 |
|
| S4 |
1.3271 |
1.3410 |
1.3876 |
|
|
| 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 |
1.4437 |
1.3811 |
0.0626 |
4.5% |
0.0193 |
1.4% |
30% |
False |
True |
397,016 |
| 10 |
1.4547 |
1.3811 |
0.0736 |
5.3% |
0.0166 |
1.2% |
26% |
False |
True |
322,923 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.3% |
0.0168 |
1.2% |
26% |
False |
True |
316,429 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0159 |
1.1% |
22% |
False |
True |
181,206 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0163 |
1.2% |
18% |
False |
True |
121,069 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0149 |
1.1% |
18% |
False |
True |
90,892 |
| 100 |
1.4875 |
1.3499 |
0.1376 |
9.8% |
0.0131 |
0.9% |
36% |
False |
False |
72,732 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.6% |
0.0115 |
0.8% |
41% |
False |
False |
60,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4998 |
|
2.618 |
1.4629 |
|
1.618 |
1.4403 |
|
1.000 |
1.4263 |
|
0.618 |
1.4177 |
|
HIGH |
1.4037 |
|
0.618 |
1.3951 |
|
0.500 |
1.3924 |
|
0.382 |
1.3897 |
|
LOW |
1.3811 |
|
0.618 |
1.3671 |
|
1.000 |
1.3585 |
|
1.618 |
1.3445 |
|
2.618 |
1.3219 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3975 |
1.4076 |
| PP |
1.3949 |
1.4050 |
| S1 |
1.3924 |
1.4025 |
|