CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4019 |
1.3942 |
-0.0077 |
-0.5% |
1.4512 |
| High |
1.4037 |
1.4165 |
0.0128 |
0.9% |
1.4547 |
| Low |
1.3811 |
1.3923 |
0.0112 |
0.8% |
1.4176 |
| Close |
1.4000 |
1.4117 |
0.0117 |
0.8% |
1.4214 |
| Range |
0.0226 |
0.0242 |
0.0016 |
7.1% |
0.0371 |
| ATR |
0.0171 |
0.0176 |
0.0005 |
3.0% |
0.0000 |
| Volume |
570,667 |
433,901 |
-136,766 |
-24.0% |
1,001,647 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4794 |
1.4698 |
1.4250 |
|
| R3 |
1.4552 |
1.4456 |
1.4184 |
|
| R2 |
1.4310 |
1.4310 |
1.4161 |
|
| R1 |
1.4214 |
1.4214 |
1.4139 |
1.4262 |
| PP |
1.4068 |
1.4068 |
1.4068 |
1.4093 |
| S1 |
1.3972 |
1.3972 |
1.4095 |
1.4020 |
| S2 |
1.3826 |
1.3826 |
1.4073 |
|
| S3 |
1.3584 |
1.3730 |
1.4050 |
|
| S4 |
1.3342 |
1.3488 |
1.3984 |
|
|
| 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 |
1.4345 |
1.3811 |
0.0534 |
3.8% |
0.0206 |
1.5% |
57% |
False |
False |
424,514 |
| 10 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0174 |
1.2% |
42% |
False |
False |
329,997 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0174 |
1.2% |
42% |
False |
False |
326,622 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0160 |
1.1% |
36% |
False |
False |
192,026 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0165 |
1.2% |
29% |
False |
False |
128,295 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0149 |
1.1% |
29% |
False |
False |
96,313 |
| 100 |
1.4875 |
1.3499 |
0.1376 |
9.7% |
0.0133 |
0.9% |
45% |
False |
False |
77,071 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0117 |
0.8% |
49% |
False |
False |
64,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5194 |
|
2.618 |
1.4799 |
|
1.618 |
1.4557 |
|
1.000 |
1.4407 |
|
0.618 |
1.4315 |
|
HIGH |
1.4165 |
|
0.618 |
1.4073 |
|
0.500 |
1.4044 |
|
0.382 |
1.4015 |
|
LOW |
1.3923 |
|
0.618 |
1.3773 |
|
1.000 |
1.3681 |
|
1.618 |
1.3531 |
|
2.618 |
1.3289 |
|
4.250 |
1.2895 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4093 |
1.4080 |
| PP |
1.4068 |
1.4043 |
| S1 |
1.4044 |
1.4006 |
|