CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4349 |
1.4308 |
-0.0041 |
-0.3% |
1.4380 |
| High |
1.4382 |
1.4398 |
0.0016 |
0.1% |
1.4514 |
| Low |
1.4234 |
1.4212 |
-0.0022 |
-0.2% |
1.4212 |
| Close |
1.4292 |
1.4348 |
0.0056 |
0.4% |
1.4348 |
| Range |
0.0148 |
0.0186 |
0.0038 |
25.7% |
0.0302 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.0% |
0.0000 |
| Volume |
301,760 |
358,222 |
56,462 |
18.7% |
1,509,482 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4877 |
1.4799 |
1.4450 |
|
| R3 |
1.4691 |
1.4613 |
1.4399 |
|
| R2 |
1.4505 |
1.4505 |
1.4382 |
|
| R1 |
1.4427 |
1.4427 |
1.4365 |
1.4466 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4339 |
| S1 |
1.4241 |
1.4241 |
1.4331 |
1.4280 |
| S2 |
1.4133 |
1.4133 |
1.4314 |
|
| S3 |
1.3947 |
1.4055 |
1.4297 |
|
| S4 |
1.3761 |
1.3869 |
1.4246 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5264 |
1.5108 |
1.4514 |
|
| R3 |
1.4962 |
1.4806 |
1.4431 |
|
| R2 |
1.4660 |
1.4660 |
1.4403 |
|
| R1 |
1.4504 |
1.4504 |
1.4376 |
1.4431 |
| PP |
1.4358 |
1.4358 |
1.4358 |
1.4322 |
| S1 |
1.4202 |
1.4202 |
1.4320 |
1.4129 |
| S2 |
1.4056 |
1.4056 |
1.4293 |
|
| S3 |
1.3754 |
1.3900 |
1.4265 |
|
| S4 |
1.3452 |
1.3598 |
1.4182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4514 |
1.4212 |
0.0302 |
2.1% |
0.0156 |
1.1% |
45% |
False |
True |
301,896 |
| 10 |
1.4514 |
1.3988 |
0.0526 |
3.7% |
0.0157 |
1.1% |
68% |
False |
False |
319,320 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0168 |
1.2% |
73% |
False |
False |
325,659 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0163 |
1.1% |
64% |
False |
False |
287,272 |
| 60 |
1.4831 |
1.3811 |
0.1020 |
7.1% |
0.0168 |
1.2% |
53% |
False |
False |
192,232 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0158 |
1.1% |
50% |
False |
False |
144,313 |
| 100 |
1.4875 |
1.3720 |
0.1155 |
8.0% |
0.0146 |
1.0% |
54% |
False |
False |
115,507 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0129 |
0.9% |
64% |
False |
False |
96,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5189 |
|
2.618 |
1.4885 |
|
1.618 |
1.4699 |
|
1.000 |
1.4584 |
|
0.618 |
1.4513 |
|
HIGH |
1.4398 |
|
0.618 |
1.4327 |
|
0.500 |
1.4305 |
|
0.382 |
1.4283 |
|
LOW |
1.4212 |
|
0.618 |
1.4097 |
|
1.000 |
1.4026 |
|
1.618 |
1.3911 |
|
2.618 |
1.3725 |
|
4.250 |
1.3422 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4334 |
1.4363 |
| PP |
1.4319 |
1.4358 |
| S1 |
1.4305 |
1.4353 |
|