CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4189 |
1.4121 |
-0.0068 |
-0.5% |
1.4192 |
| High |
1.4256 |
1.4173 |
-0.0083 |
-0.6% |
1.4256 |
| Low |
1.4087 |
1.4065 |
-0.0022 |
-0.2% |
1.3811 |
| Close |
1.4108 |
1.4108 |
0.0000 |
0.0% |
1.4108 |
| Range |
0.0169 |
0.0108 |
-0.0061 |
-36.1% |
0.0445 |
| ATR |
0.0175 |
0.0170 |
-0.0005 |
-2.7% |
0.0000 |
| Volume |
367,091 |
283,703 |
-83,388 |
-22.7% |
2,068,132 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4439 |
1.4382 |
1.4167 |
|
| R3 |
1.4331 |
1.4274 |
1.4138 |
|
| R2 |
1.4223 |
1.4223 |
1.4128 |
|
| R1 |
1.4166 |
1.4166 |
1.4118 |
1.4141 |
| PP |
1.4115 |
1.4115 |
1.4115 |
1.4103 |
| S1 |
1.4058 |
1.4058 |
1.4098 |
1.4033 |
| S2 |
1.4007 |
1.4007 |
1.4088 |
|
| S3 |
1.3899 |
1.3950 |
1.4078 |
|
| S4 |
1.3791 |
1.3842 |
1.4049 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5393 |
1.5196 |
1.4353 |
|
| R3 |
1.4948 |
1.4751 |
1.4230 |
|
| R2 |
1.4503 |
1.4503 |
1.4190 |
|
| R1 |
1.4306 |
1.4306 |
1.4149 |
1.4182 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.3997 |
| S1 |
1.3861 |
1.3861 |
1.4067 |
1.3737 |
| S2 |
1.3613 |
1.3613 |
1.4026 |
|
| S3 |
1.3168 |
1.3416 |
1.3986 |
|
| S4 |
1.2723 |
1.2971 |
1.3863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4256 |
1.3811 |
0.0445 |
3.2% |
0.0197 |
1.4% |
67% |
False |
False |
413,626 |
| 10 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0178 |
1.3% |
40% |
False |
False |
331,998 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0166 |
1.2% |
40% |
False |
False |
318,615 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0162 |
1.1% |
35% |
False |
False |
208,247 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0164 |
1.2% |
28% |
False |
False |
139,120 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0151 |
1.1% |
28% |
False |
False |
104,436 |
| 100 |
1.4875 |
1.3700 |
0.1175 |
8.3% |
0.0134 |
0.9% |
35% |
False |
False |
83,578 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0119 |
0.8% |
48% |
False |
False |
69,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4632 |
|
2.618 |
1.4456 |
|
1.618 |
1.4348 |
|
1.000 |
1.4281 |
|
0.618 |
1.4240 |
|
HIGH |
1.4173 |
|
0.618 |
1.4132 |
|
0.500 |
1.4119 |
|
0.382 |
1.4106 |
|
LOW |
1.4065 |
|
0.618 |
1.3998 |
|
1.000 |
1.3957 |
|
1.618 |
1.3890 |
|
2.618 |
1.3782 |
|
4.250 |
1.3606 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4119 |
1.4102 |
| PP |
1.4115 |
1.4096 |
| S1 |
1.4112 |
1.4090 |
|