CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4291 |
1.4330 |
0.0039 |
0.3% |
1.4512 |
| High |
1.4345 |
1.4340 |
-0.0005 |
0.0% |
1.4547 |
| Low |
1.4191 |
1.4176 |
-0.0015 |
-0.1% |
1.4176 |
| Close |
1.4320 |
1.4214 |
-0.0106 |
-0.7% |
1.4214 |
| Range |
0.0154 |
0.0164 |
0.0010 |
6.5% |
0.0371 |
| ATR |
0.0159 |
0.0160 |
0.0000 |
0.2% |
0.0000 |
| Volume |
337,074 |
368,162 |
31,088 |
9.2% |
1,001,647 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4735 |
1.4639 |
1.4304 |
|
| R3 |
1.4571 |
1.4475 |
1.4259 |
|
| R2 |
1.4407 |
1.4407 |
1.4244 |
|
| R1 |
1.4311 |
1.4311 |
1.4229 |
1.4277 |
| PP |
1.4243 |
1.4243 |
1.4243 |
1.4227 |
| S1 |
1.4147 |
1.4147 |
1.4199 |
1.4113 |
| S2 |
1.4079 |
1.4079 |
1.4184 |
|
| S3 |
1.3915 |
1.3983 |
1.4169 |
|
| S4 |
1.3751 |
1.3819 |
1.4124 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5191 |
1.4418 |
|
| R3 |
1.5054 |
1.4820 |
1.4316 |
|
| R2 |
1.4683 |
1.4683 |
1.4282 |
|
| R1 |
1.4449 |
1.4449 |
1.4248 |
1.4381 |
| PP |
1.4312 |
1.4312 |
1.4312 |
1.4278 |
| S1 |
1.4078 |
1.4078 |
1.4180 |
1.4010 |
| S2 |
1.3941 |
1.3941 |
1.4146 |
|
| S3 |
1.3570 |
1.3707 |
1.4112 |
|
| S4 |
1.3199 |
1.3336 |
1.4010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4547 |
1.4176 |
0.0371 |
2.6% |
0.0159 |
1.1% |
10% |
False |
True |
250,370 |
| 10 |
1.4547 |
1.4070 |
0.0477 |
3.4% |
0.0155 |
1.1% |
30% |
False |
False |
281,189 |
| 20 |
1.4547 |
1.4039 |
0.0508 |
3.6% |
0.0162 |
1.1% |
34% |
False |
False |
293,707 |
| 40 |
1.4652 |
1.3925 |
0.0727 |
5.1% |
0.0157 |
1.1% |
40% |
False |
False |
156,680 |
| 60 |
1.4875 |
1.3925 |
0.0950 |
6.7% |
0.0159 |
1.1% |
30% |
False |
False |
104,690 |
| 80 |
1.4875 |
1.3827 |
0.1048 |
7.4% |
0.0146 |
1.0% |
37% |
False |
False |
78,609 |
| 100 |
1.4875 |
1.3470 |
0.1405 |
9.9% |
0.0127 |
0.9% |
53% |
False |
False |
62,898 |
| 120 |
1.4875 |
1.3236 |
0.1639 |
11.5% |
0.0111 |
0.8% |
60% |
False |
False |
52,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5037 |
|
2.618 |
1.4769 |
|
1.618 |
1.4605 |
|
1.000 |
1.4504 |
|
0.618 |
1.4441 |
|
HIGH |
1.4340 |
|
0.618 |
1.4277 |
|
0.500 |
1.4258 |
|
0.382 |
1.4239 |
|
LOW |
1.4176 |
|
0.618 |
1.4075 |
|
1.000 |
1.4012 |
|
1.618 |
1.3911 |
|
2.618 |
1.3747 |
|
4.250 |
1.3479 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4258 |
1.4307 |
| PP |
1.4243 |
1.4276 |
| S1 |
1.4229 |
1.4245 |
|