CME Euro FX (E) Future December 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 |
1.4310 |
1.4256 |
-0.0054 |
-0.4% |
1.4336 |
| High |
1.4330 |
1.4360 |
0.0030 |
0.2% |
1.4462 |
| Low |
1.4207 |
1.4180 |
-0.0027 |
-0.2% |
1.4180 |
| Close |
1.4257 |
1.4315 |
0.0058 |
0.4% |
1.4315 |
| Range |
0.0123 |
0.0180 |
0.0057 |
46.3% |
0.0282 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
2.0% |
0.0000 |
| Volume |
106 |
536 |
430 |
405.7% |
1,569 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4825 |
1.4750 |
1.4414 |
|
| R3 |
1.4645 |
1.4570 |
1.4365 |
|
| R2 |
1.4465 |
1.4465 |
1.4348 |
|
| R1 |
1.4390 |
1.4390 |
1.4332 |
1.4428 |
| PP |
1.4285 |
1.4285 |
1.4285 |
1.4304 |
| S1 |
1.4210 |
1.4210 |
1.4299 |
1.4248 |
| S2 |
1.4105 |
1.4105 |
1.4282 |
|
| S3 |
1.3925 |
1.4030 |
1.4266 |
|
| S4 |
1.3745 |
1.3850 |
1.4216 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5022 |
1.4470 |
|
| R3 |
1.4883 |
1.4740 |
1.4393 |
|
| R2 |
1.4601 |
1.4601 |
1.4367 |
|
| R1 |
1.4458 |
1.4458 |
1.4341 |
1.4389 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4284 |
| S1 |
1.4176 |
1.4176 |
1.4289 |
1.4107 |
| S2 |
1.4037 |
1.4037 |
1.4263 |
|
| S3 |
1.3755 |
1.3894 |
1.4237 |
|
| S4 |
1.3473 |
1.3612 |
1.4160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4462 |
1.4180 |
0.0282 |
2.0% |
0.0138 |
1.0% |
48% |
False |
True |
313 |
| 10 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0135 |
0.9% |
70% |
False |
False |
240 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0146 |
1.0% |
74% |
False |
False |
247 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0133 |
0.9% |
64% |
False |
False |
195 |
| 60 |
1.4731 |
1.3794 |
0.0937 |
6.5% |
0.0106 |
0.7% |
56% |
False |
False |
133 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0087 |
0.6% |
55% |
False |
False |
101 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0072 |
0.5% |
59% |
False |
False |
82 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0060 |
0.4% |
68% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5125 |
|
2.618 |
1.4831 |
|
1.618 |
1.4651 |
|
1.000 |
1.4540 |
|
0.618 |
1.4471 |
|
HIGH |
1.4360 |
|
0.618 |
1.4291 |
|
0.500 |
1.4270 |
|
0.382 |
1.4249 |
|
LOW |
1.4180 |
|
0.618 |
1.4069 |
|
1.000 |
1.4000 |
|
1.618 |
1.3889 |
|
2.618 |
1.3709 |
|
4.250 |
1.3415 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4300 |
1.4320 |
| PP |
1.4285 |
1.4318 |
| S1 |
1.4270 |
1.4317 |
|