CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4394 |
1.4380 |
-0.0014 |
-0.1% |
1.4100 |
| High |
1.4414 |
1.4384 |
-0.0030 |
-0.2% |
1.4414 |
| Low |
1.4300 |
1.4301 |
0.0001 |
0.0% |
1.3988 |
| Close |
1.4344 |
1.4362 |
0.0018 |
0.1% |
1.4344 |
| Range |
0.0114 |
0.0083 |
-0.0031 |
-27.2% |
0.0426 |
| ATR |
0.0167 |
0.0161 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
262,741 |
234,398 |
-28,343 |
-10.8% |
1,683,722 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4598 |
1.4563 |
1.4408 |
|
| R3 |
1.4515 |
1.4480 |
1.4385 |
|
| R2 |
1.4432 |
1.4432 |
1.4377 |
|
| R1 |
1.4397 |
1.4397 |
1.4370 |
1.4373 |
| PP |
1.4349 |
1.4349 |
1.4349 |
1.4337 |
| S1 |
1.4314 |
1.4314 |
1.4354 |
1.4290 |
| S2 |
1.4266 |
1.4266 |
1.4347 |
|
| S3 |
1.4183 |
1.4231 |
1.4339 |
|
| S4 |
1.4100 |
1.4148 |
1.4316 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5361 |
1.4578 |
|
| R3 |
1.5101 |
1.4935 |
1.4461 |
|
| R2 |
1.4675 |
1.4675 |
1.4422 |
|
| R1 |
1.4509 |
1.4509 |
1.4383 |
1.4592 |
| PP |
1.4249 |
1.4249 |
1.4249 |
1.4290 |
| S1 |
1.4083 |
1.4083 |
1.4305 |
1.4166 |
| S2 |
1.3823 |
1.3823 |
1.4266 |
|
| S3 |
1.3397 |
1.3657 |
1.4227 |
|
| S4 |
1.2971 |
1.3231 |
1.4110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4414 |
1.4043 |
0.0371 |
2.6% |
0.0151 |
1.0% |
86% |
False |
False |
330,908 |
| 10 |
1.4414 |
1.3811 |
0.0603 |
4.2% |
0.0162 |
1.1% |
91% |
False |
False |
357,348 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0162 |
1.1% |
75% |
False |
False |
326,141 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0162 |
1.1% |
66% |
False |
False |
255,888 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0164 |
1.1% |
52% |
False |
False |
171,036 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0154 |
1.1% |
52% |
False |
False |
128,386 |
| 100 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0142 |
1.0% |
56% |
False |
False |
102,758 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0124 |
0.9% |
65% |
False |
False |
85,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4737 |
|
2.618 |
1.4601 |
|
1.618 |
1.4518 |
|
1.000 |
1.4467 |
|
0.618 |
1.4435 |
|
HIGH |
1.4384 |
|
0.618 |
1.4352 |
|
0.500 |
1.4343 |
|
0.382 |
1.4333 |
|
LOW |
1.4301 |
|
0.618 |
1.4250 |
|
1.000 |
1.4218 |
|
1.618 |
1.4167 |
|
2.618 |
1.4084 |
|
4.250 |
1.3948 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4356 |
1.4329 |
| PP |
1.4349 |
1.4297 |
| S1 |
1.4343 |
1.4264 |
|