CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4030 |
1.4065 |
0.0035 |
0.2% |
1.4154 |
| High |
1.4051 |
1.4150 |
0.0099 |
0.7% |
1.4204 |
| Low |
1.3977 |
1.4028 |
0.0051 |
0.4% |
1.3794 |
| Close |
1.4025 |
1.4075 |
0.0050 |
0.4% |
1.4074 |
| Range |
0.0074 |
0.0122 |
0.0048 |
64.9% |
0.0410 |
| ATR |
0.0143 |
0.0141 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
255 |
94 |
-161 |
-63.1% |
1,731 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4385 |
1.4142 |
|
| R3 |
1.4328 |
1.4263 |
1.4109 |
|
| R2 |
1.4206 |
1.4206 |
1.4097 |
|
| R1 |
1.4141 |
1.4141 |
1.4086 |
1.4174 |
| PP |
1.4084 |
1.4084 |
1.4084 |
1.4101 |
| S1 |
1.4019 |
1.4019 |
1.4064 |
1.4052 |
| S2 |
1.3962 |
1.3962 |
1.4053 |
|
| S3 |
1.3840 |
1.3897 |
1.4041 |
|
| S4 |
1.3718 |
1.3775 |
1.4008 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5254 |
1.5074 |
1.4300 |
|
| R3 |
1.4844 |
1.4664 |
1.4187 |
|
| R2 |
1.4434 |
1.4434 |
1.4149 |
|
| R1 |
1.4254 |
1.4254 |
1.4112 |
1.4139 |
| PP |
1.4024 |
1.4024 |
1.4024 |
1.3967 |
| S1 |
1.3844 |
1.3844 |
1.4036 |
1.3729 |
| S2 |
1.3614 |
1.3614 |
1.3999 |
|
| S3 |
1.3204 |
1.3434 |
1.3961 |
|
| S4 |
1.2794 |
1.3024 |
1.3849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4204 |
1.3903 |
0.0301 |
2.1% |
0.0131 |
0.9% |
57% |
False |
False |
301 |
| 10 |
1.4378 |
1.3794 |
0.0584 |
4.1% |
0.0151 |
1.1% |
48% |
False |
False |
247 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0141 |
1.0% |
40% |
False |
False |
223 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0109 |
0.8% |
34% |
False |
False |
146 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0090 |
0.6% |
30% |
False |
False |
99 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0073 |
0.5% |
30% |
False |
False |
75 |
| 100 |
1.4735 |
1.3663 |
0.1072 |
7.6% |
0.0060 |
0.4% |
38% |
False |
False |
62 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0051 |
0.4% |
50% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4669 |
|
2.618 |
1.4469 |
|
1.618 |
1.4347 |
|
1.000 |
1.4272 |
|
0.618 |
1.4225 |
|
HIGH |
1.4150 |
|
0.618 |
1.4103 |
|
0.500 |
1.4089 |
|
0.382 |
1.4075 |
|
LOW |
1.4028 |
|
0.618 |
1.3953 |
|
1.000 |
1.3906 |
|
1.618 |
1.3831 |
|
2.618 |
1.3709 |
|
4.250 |
1.3510 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4089 |
1.4071 |
| PP |
1.4084 |
1.4067 |
| S1 |
1.4080 |
1.4064 |
|