CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4490 |
1.4349 |
-0.0141 |
-1.0% |
1.4100 |
| High |
1.4514 |
1.4382 |
-0.0132 |
-0.9% |
1.4414 |
| Low |
1.4319 |
1.4234 |
-0.0085 |
-0.6% |
1.3988 |
| Close |
1.4352 |
1.4292 |
-0.0060 |
-0.4% |
1.4344 |
| Range |
0.0195 |
0.0148 |
-0.0047 |
-24.1% |
0.0426 |
| ATR |
0.0164 |
0.0163 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
331,842 |
301,760 |
-30,082 |
-9.1% |
1,683,722 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4747 |
1.4667 |
1.4373 |
|
| R3 |
1.4599 |
1.4519 |
1.4333 |
|
| R2 |
1.4451 |
1.4451 |
1.4319 |
|
| R1 |
1.4371 |
1.4371 |
1.4306 |
1.4337 |
| PP |
1.4303 |
1.4303 |
1.4303 |
1.4286 |
| S1 |
1.4223 |
1.4223 |
1.4278 |
1.4189 |
| S2 |
1.4155 |
1.4155 |
1.4265 |
|
| S3 |
1.4007 |
1.4075 |
1.4251 |
|
| S4 |
1.3859 |
1.3927 |
1.4211 |
|
|
| 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 |
1.4514 |
1.4234 |
0.0280 |
2.0% |
0.0142 |
1.0% |
21% |
False |
True |
282,800 |
| 10 |
1.4514 |
1.3988 |
0.0526 |
3.7% |
0.0149 |
1.0% |
58% |
False |
False |
311,868 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0164 |
1.1% |
65% |
False |
False |
322,104 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0163 |
1.1% |
57% |
False |
False |
278,483 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0167 |
1.2% |
45% |
False |
False |
186,275 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0156 |
1.1% |
45% |
False |
False |
139,836 |
| 100 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0145 |
1.0% |
50% |
False |
False |
111,924 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0127 |
0.9% |
61% |
False |
False |
93,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5011 |
|
2.618 |
1.4769 |
|
1.618 |
1.4621 |
|
1.000 |
1.4530 |
|
0.618 |
1.4473 |
|
HIGH |
1.4382 |
|
0.618 |
1.4325 |
|
0.500 |
1.4308 |
|
0.382 |
1.4291 |
|
LOW |
1.4234 |
|
0.618 |
1.4143 |
|
1.000 |
1.4086 |
|
1.618 |
1.3995 |
|
2.618 |
1.3847 |
|
4.250 |
1.3605 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4308 |
1.4374 |
| PP |
1.4303 |
1.4347 |
| S1 |
1.4297 |
1.4319 |
|