CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4380 |
1.4355 |
-0.0025 |
-0.2% |
1.4100 |
| High |
1.4384 |
1.4505 |
0.0121 |
0.8% |
1.4414 |
| Low |
1.4301 |
1.4336 |
0.0035 |
0.2% |
1.3988 |
| Close |
1.4362 |
1.4498 |
0.0136 |
0.9% |
1.4344 |
| Range |
0.0083 |
0.0169 |
0.0086 |
103.6% |
0.0426 |
| ATR |
0.0161 |
0.0162 |
0.0001 |
0.3% |
0.0000 |
| Volume |
234,398 |
283,260 |
48,862 |
20.8% |
1,683,722 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4953 |
1.4895 |
1.4591 |
|
| R3 |
1.4784 |
1.4726 |
1.4544 |
|
| R2 |
1.4615 |
1.4615 |
1.4529 |
|
| R1 |
1.4557 |
1.4557 |
1.4513 |
1.4586 |
| PP |
1.4446 |
1.4446 |
1.4446 |
1.4461 |
| S1 |
1.4388 |
1.4388 |
1.4483 |
1.4417 |
| S2 |
1.4277 |
1.4277 |
1.4467 |
|
| S3 |
1.4108 |
1.4219 |
1.4452 |
|
| S4 |
1.3939 |
1.4050 |
1.4405 |
|
|
| 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 |
1.4505 |
1.4108 |
0.0397 |
2.7% |
0.0155 |
1.1% |
98% |
True |
False |
313,349 |
| 10 |
1.4505 |
1.3923 |
0.0582 |
4.0% |
0.0156 |
1.1% |
99% |
True |
False |
328,607 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0161 |
1.1% |
93% |
False |
False |
325,765 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.8% |
0.0162 |
1.1% |
82% |
False |
False |
262,854 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.3% |
0.0166 |
1.1% |
65% |
False |
False |
175,741 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.3% |
0.0155 |
1.1% |
65% |
False |
False |
131,921 |
| 100 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0143 |
1.0% |
67% |
False |
False |
105,590 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.2% |
0.0126 |
0.9% |
75% |
False |
False |
87,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5223 |
|
2.618 |
1.4947 |
|
1.618 |
1.4778 |
|
1.000 |
1.4674 |
|
0.618 |
1.4609 |
|
HIGH |
1.4505 |
|
0.618 |
1.4440 |
|
0.500 |
1.4421 |
|
0.382 |
1.4401 |
|
LOW |
1.4336 |
|
0.618 |
1.4232 |
|
1.000 |
1.4167 |
|
1.618 |
1.4063 |
|
2.618 |
1.3894 |
|
4.250 |
1.3618 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4472 |
1.4466 |
| PP |
1.4446 |
1.4434 |
| S1 |
1.4421 |
1.4403 |
|