CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4121 |
1.4100 |
-0.0021 |
-0.1% |
1.4192 |
| High |
1.4173 |
1.4108 |
-0.0065 |
-0.5% |
1.4256 |
| Low |
1.4065 |
1.3988 |
-0.0077 |
-0.5% |
1.3811 |
| Close |
1.4108 |
1.4057 |
-0.0051 |
-0.4% |
1.4108 |
| Range |
0.0108 |
0.0120 |
0.0012 |
11.1% |
0.0445 |
| ATR |
0.0170 |
0.0167 |
-0.0004 |
-2.1% |
0.0000 |
| Volume |
283,703 |
263,577 |
-20,126 |
-7.1% |
2,068,132 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4411 |
1.4354 |
1.4123 |
|
| R3 |
1.4291 |
1.4234 |
1.4090 |
|
| R2 |
1.4171 |
1.4171 |
1.4079 |
|
| R1 |
1.4114 |
1.4114 |
1.4068 |
1.4083 |
| PP |
1.4051 |
1.4051 |
1.4051 |
1.4035 |
| S1 |
1.3994 |
1.3994 |
1.4046 |
1.3963 |
| S2 |
1.3931 |
1.3931 |
1.4035 |
|
| S3 |
1.3811 |
1.3874 |
1.4024 |
|
| S4 |
1.3691 |
1.3754 |
1.3991 |
|
|
| 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% |
0.0173 |
1.2% |
55% |
False |
False |
383,787 |
| 10 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0179 |
1.3% |
33% |
False |
False |
333,335 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0162 |
1.1% |
33% |
False |
False |
316,026 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0162 |
1.2% |
29% |
False |
False |
214,805 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0162 |
1.2% |
23% |
False |
False |
143,505 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.6% |
0.0151 |
1.1% |
23% |
False |
False |
107,723 |
| 100 |
1.4875 |
1.3718 |
0.1157 |
8.2% |
0.0135 |
1.0% |
29% |
False |
False |
86,213 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0120 |
0.9% |
45% |
False |
False |
71,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4618 |
|
2.618 |
1.4422 |
|
1.618 |
1.4302 |
|
1.000 |
1.4228 |
|
0.618 |
1.4182 |
|
HIGH |
1.4108 |
|
0.618 |
1.4062 |
|
0.500 |
1.4048 |
|
0.382 |
1.4034 |
|
LOW |
1.3988 |
|
0.618 |
1.3914 |
|
1.000 |
1.3868 |
|
1.618 |
1.3794 |
|
2.618 |
1.3674 |
|
4.250 |
1.3478 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4054 |
1.4122 |
| PP |
1.4051 |
1.4100 |
| S1 |
1.4048 |
1.4079 |
|