CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4368 |
1.4263 |
-0.0105 |
-0.7% |
1.4117 |
| High |
1.4378 |
1.4303 |
-0.0075 |
-0.5% |
1.4475 |
| Low |
1.4225 |
1.4152 |
-0.0073 |
-0.5% |
1.4050 |
| Close |
1.4227 |
1.4280 |
0.0053 |
0.4% |
1.4436 |
| Range |
0.0153 |
0.0151 |
-0.0002 |
-1.3% |
0.0425 |
| ATR |
0.0131 |
0.0133 |
0.0001 |
1.1% |
0.0000 |
| Volume |
123 |
127 |
4 |
3.3% |
783 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4698 |
1.4640 |
1.4363 |
|
| R3 |
1.4547 |
1.4489 |
1.4322 |
|
| R2 |
1.4396 |
1.4396 |
1.4308 |
|
| R1 |
1.4338 |
1.4338 |
1.4294 |
1.4367 |
| PP |
1.4245 |
1.4245 |
1.4245 |
1.4260 |
| S1 |
1.4187 |
1.4187 |
1.4266 |
1.4216 |
| S2 |
1.4094 |
1.4094 |
1.4252 |
|
| S3 |
1.3943 |
1.4036 |
1.4238 |
|
| S4 |
1.3792 |
1.3885 |
1.4197 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5595 |
1.5441 |
1.4670 |
|
| R3 |
1.5170 |
1.5016 |
1.4553 |
|
| R2 |
1.4745 |
1.4745 |
1.4514 |
|
| R1 |
1.4591 |
1.4591 |
1.4475 |
1.4668 |
| PP |
1.4320 |
1.4320 |
1.4320 |
1.4359 |
| S1 |
1.4166 |
1.4166 |
1.4397 |
1.4243 |
| S2 |
1.3895 |
1.3895 |
1.4358 |
|
| S3 |
1.3470 |
1.3741 |
1.4319 |
|
| S4 |
1.3045 |
1.3316 |
1.4202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4501 |
1.4152 |
0.0349 |
2.4% |
0.0132 |
0.9% |
37% |
False |
True |
161 |
| 10 |
1.4501 |
1.4050 |
0.0451 |
3.2% |
0.0141 |
1.0% |
51% |
False |
False |
157 |
| 20 |
1.4530 |
1.4010 |
0.0520 |
3.6% |
0.0138 |
1.0% |
52% |
False |
False |
174 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0085 |
0.6% |
53% |
False |
False |
91 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0076 |
0.5% |
45% |
False |
False |
63 |
| 80 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0059 |
0.4% |
52% |
False |
False |
49 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0048 |
0.3% |
66% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4945 |
|
2.618 |
1.4698 |
|
1.618 |
1.4547 |
|
1.000 |
1.4454 |
|
0.618 |
1.4396 |
|
HIGH |
1.4303 |
|
0.618 |
1.4245 |
|
0.500 |
1.4228 |
|
0.382 |
1.4210 |
|
LOW |
1.4152 |
|
0.618 |
1.4059 |
|
1.000 |
1.4001 |
|
1.618 |
1.3908 |
|
2.618 |
1.3757 |
|
4.250 |
1.3510 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4263 |
1.4327 |
| PP |
1.4245 |
1.4311 |
| S1 |
1.4228 |
1.4296 |
|