CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4512 |
1.4397 |
-0.0115 |
-0.8% |
1.4155 |
| High |
1.4547 |
1.4437 |
-0.0110 |
-0.8% |
1.4520 |
| Low |
1.4365 |
1.4256 |
-0.0109 |
-0.8% |
1.4070 |
| Close |
1.4381 |
1.4266 |
-0.0115 |
-0.8% |
1.4478 |
| Range |
0.0182 |
0.0181 |
-0.0001 |
-0.5% |
0.0450 |
| ATR |
0.0158 |
0.0160 |
0.0002 |
1.0% |
0.0000 |
| Volume |
0 |
296,411 |
296,411 |
|
1,534,935 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4863 |
1.4745 |
1.4366 |
|
| R3 |
1.4682 |
1.4564 |
1.4316 |
|
| R2 |
1.4501 |
1.4501 |
1.4299 |
|
| R1 |
1.4383 |
1.4383 |
1.4283 |
1.4352 |
| PP |
1.4320 |
1.4320 |
1.4320 |
1.4304 |
| S1 |
1.4202 |
1.4202 |
1.4249 |
1.4171 |
| S2 |
1.4139 |
1.4139 |
1.4233 |
|
| S3 |
1.3958 |
1.4021 |
1.4216 |
|
| S4 |
1.3777 |
1.3840 |
1.4166 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5706 |
1.5542 |
1.4726 |
|
| R3 |
1.5256 |
1.5092 |
1.4602 |
|
| R2 |
1.4806 |
1.4806 |
1.4561 |
|
| R1 |
1.4642 |
1.4642 |
1.4519 |
1.4724 |
| PP |
1.4356 |
1.4356 |
1.4356 |
1.4397 |
| S1 |
1.4192 |
1.4192 |
1.4437 |
1.4274 |
| S2 |
1.3906 |
1.3906 |
1.4396 |
|
| S3 |
1.3456 |
1.3742 |
1.4354 |
|
| S4 |
1.3006 |
1.3292 |
1.4231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4547 |
1.4256 |
0.0291 |
2.0% |
0.0143 |
1.0% |
3% |
False |
True |
235,480 |
| 10 |
1.4547 |
1.4070 |
0.0477 |
3.3% |
0.0155 |
1.1% |
41% |
False |
False |
278,748 |
| 20 |
1.4649 |
1.4039 |
0.0610 |
4.3% |
0.0161 |
1.1% |
37% |
False |
False |
271,313 |
| 40 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0159 |
1.1% |
47% |
False |
False |
139,085 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0157 |
1.1% |
36% |
False |
False |
92,956 |
| 80 |
1.4875 |
1.3814 |
0.1061 |
7.4% |
0.0145 |
1.0% |
43% |
False |
False |
69,798 |
| 100 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0125 |
0.9% |
59% |
False |
False |
55,846 |
| 120 |
1.4875 |
1.3153 |
0.1722 |
12.1% |
0.0109 |
0.8% |
65% |
False |
False |
46,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5206 |
|
2.618 |
1.4911 |
|
1.618 |
1.4730 |
|
1.000 |
1.4618 |
|
0.618 |
1.4549 |
|
HIGH |
1.4437 |
|
0.618 |
1.4368 |
|
0.500 |
1.4347 |
|
0.382 |
1.4325 |
|
LOW |
1.4256 |
|
0.618 |
1.4144 |
|
1.000 |
1.4075 |
|
1.618 |
1.3963 |
|
2.618 |
1.3782 |
|
4.250 |
1.3487 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4347 |
1.4402 |
| PP |
1.4320 |
1.4356 |
| S1 |
1.4293 |
1.4311 |
|