CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4065 |
1.4108 |
0.0043 |
0.3% |
1.4154 |
| High |
1.4150 |
1.4171 |
0.0021 |
0.1% |
1.4204 |
| Low |
1.4028 |
1.4095 |
0.0067 |
0.5% |
1.3794 |
| Close |
1.4075 |
1.4165 |
0.0090 |
0.6% |
1.4074 |
| Range |
0.0122 |
0.0076 |
-0.0046 |
-37.7% |
0.0410 |
| ATR |
0.0141 |
0.0138 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
94 |
190 |
96 |
102.1% |
1,731 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4372 |
1.4344 |
1.4207 |
|
| R3 |
1.4296 |
1.4268 |
1.4186 |
|
| R2 |
1.4220 |
1.4220 |
1.4179 |
|
| R1 |
1.4192 |
1.4192 |
1.4172 |
1.4206 |
| PP |
1.4144 |
1.4144 |
1.4144 |
1.4151 |
| S1 |
1.4116 |
1.4116 |
1.4158 |
1.4130 |
| S2 |
1.4068 |
1.4068 |
1.4151 |
|
| S3 |
1.3992 |
1.4040 |
1.4144 |
|
| S4 |
1.3916 |
1.3964 |
1.4123 |
|
|
| 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 |
1.3977 |
0.0227 |
1.6% |
0.0101 |
0.7% |
83% |
False |
False |
214 |
| 10 |
1.4303 |
1.3794 |
0.0509 |
3.6% |
0.0144 |
1.0% |
73% |
False |
False |
254 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0139 |
1.0% |
52% |
False |
False |
217 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0110 |
0.8% |
45% |
False |
False |
150 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0091 |
0.6% |
39% |
False |
False |
103 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0073 |
0.5% |
39% |
False |
False |
78 |
| 100 |
1.4735 |
1.3691 |
0.1044 |
7.4% |
0.0061 |
0.4% |
45% |
False |
False |
64 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0052 |
0.4% |
57% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4494 |
|
2.618 |
1.4370 |
|
1.618 |
1.4294 |
|
1.000 |
1.4247 |
|
0.618 |
1.4218 |
|
HIGH |
1.4171 |
|
0.618 |
1.4142 |
|
0.500 |
1.4133 |
|
0.382 |
1.4124 |
|
LOW |
1.4095 |
|
0.618 |
1.4048 |
|
1.000 |
1.4019 |
|
1.618 |
1.3972 |
|
2.618 |
1.3896 |
|
4.250 |
1.3772 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4154 |
1.4135 |
| PP |
1.4144 |
1.4104 |
| S1 |
1.4133 |
1.4074 |
|