CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3983 |
1.3903 |
-0.0080 |
-0.6% |
1.4475 |
| High |
1.3987 |
1.4129 |
0.0142 |
1.0% |
1.4501 |
| Low |
1.3794 |
1.3903 |
0.0109 |
0.8% |
1.4138 |
| Close |
1.3968 |
1.4081 |
0.0113 |
0.8% |
1.4175 |
| Range |
0.0193 |
0.0226 |
0.0033 |
17.1% |
0.0363 |
| ATR |
0.0145 |
0.0151 |
0.0006 |
4.0% |
0.0000 |
| Volume |
393 |
622 |
229 |
58.3% |
532 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4716 |
1.4624 |
1.4205 |
|
| R3 |
1.4490 |
1.4398 |
1.4143 |
|
| R2 |
1.4264 |
1.4264 |
1.4122 |
|
| R1 |
1.4172 |
1.4172 |
1.4102 |
1.4218 |
| PP |
1.4038 |
1.4038 |
1.4038 |
1.4061 |
| S1 |
1.3946 |
1.3946 |
1.4060 |
1.3992 |
| S2 |
1.3812 |
1.3812 |
1.4040 |
|
| S3 |
1.3586 |
1.3720 |
1.4019 |
|
| S4 |
1.3360 |
1.3494 |
1.3957 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5360 |
1.5131 |
1.4375 |
|
| R3 |
1.4997 |
1.4768 |
1.4275 |
|
| R2 |
1.4634 |
1.4634 |
1.4242 |
|
| R1 |
1.4405 |
1.4405 |
1.4208 |
1.4338 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4238 |
| S1 |
1.4042 |
1.4042 |
1.4142 |
1.3975 |
| S2 |
1.3908 |
1.3908 |
1.4108 |
|
| S3 |
1.3545 |
1.3679 |
1.4075 |
|
| S4 |
1.3182 |
1.3316 |
1.3975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4303 |
1.3794 |
0.0509 |
3.6% |
0.0186 |
1.3% |
56% |
False |
False |
293 |
| 10 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0155 |
1.1% |
41% |
False |
False |
224 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0155 |
1.1% |
41% |
False |
False |
231 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0104 |
0.7% |
35% |
False |
False |
124 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0088 |
0.6% |
30% |
False |
False |
85 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0067 |
0.5% |
30% |
False |
False |
65 |
| 100 |
1.4735 |
1.3582 |
0.1153 |
8.2% |
0.0056 |
0.4% |
43% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5090 |
|
2.618 |
1.4721 |
|
1.618 |
1.4495 |
|
1.000 |
1.4355 |
|
0.618 |
1.4269 |
|
HIGH |
1.4129 |
|
0.618 |
1.4043 |
|
0.500 |
1.4016 |
|
0.382 |
1.3989 |
|
LOW |
1.3903 |
|
0.618 |
1.3763 |
|
1.000 |
1.3677 |
|
1.618 |
1.3537 |
|
2.618 |
1.3311 |
|
4.250 |
1.2943 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4059 |
1.4045 |
| PP |
1.4038 |
1.4010 |
| S1 |
1.4016 |
1.3974 |
|