CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3942 |
1.4189 |
0.0247 |
1.8% |
1.4512 |
| High |
1.4165 |
1.4256 |
0.0091 |
0.6% |
1.4547 |
| Low |
1.3923 |
1.4087 |
0.0164 |
1.2% |
1.4176 |
| Close |
1.4117 |
1.4108 |
-0.0009 |
-0.1% |
1.4214 |
| Range |
0.0242 |
0.0169 |
-0.0073 |
-30.2% |
0.0371 |
| ATR |
0.0176 |
0.0175 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
433,901 |
367,091 |
-66,810 |
-15.4% |
1,001,647 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4657 |
1.4552 |
1.4201 |
|
| R3 |
1.4488 |
1.4383 |
1.4154 |
|
| R2 |
1.4319 |
1.4319 |
1.4139 |
|
| R1 |
1.4214 |
1.4214 |
1.4123 |
1.4182 |
| PP |
1.4150 |
1.4150 |
1.4150 |
1.4135 |
| S1 |
1.4045 |
1.4045 |
1.4093 |
1.4013 |
| S2 |
1.3981 |
1.3981 |
1.4077 |
|
| S3 |
1.3812 |
1.3876 |
1.4062 |
|
| S4 |
1.3643 |
1.3707 |
1.4015 |
|
|
| 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 |
1.4340 |
1.3811 |
0.0529 |
3.7% |
0.0209 |
1.5% |
56% |
False |
False |
430,518 |
| 10 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0179 |
1.3% |
40% |
False |
False |
332,339 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0168 |
1.2% |
40% |
False |
False |
324,972 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0161 |
1.1% |
35% |
False |
False |
201,184 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0164 |
1.2% |
28% |
False |
False |
134,410 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0150 |
1.1% |
28% |
False |
False |
100,896 |
| 100 |
1.4875 |
1.3587 |
0.1288 |
9.1% |
0.0133 |
0.9% |
40% |
False |
False |
80,741 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0118 |
0.8% |
48% |
False |
False |
67,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4974 |
|
2.618 |
1.4698 |
|
1.618 |
1.4529 |
|
1.000 |
1.4425 |
|
0.618 |
1.4360 |
|
HIGH |
1.4256 |
|
0.618 |
1.4191 |
|
0.500 |
1.4172 |
|
0.382 |
1.4152 |
|
LOW |
1.4087 |
|
0.618 |
1.3983 |
|
1.000 |
1.3918 |
|
1.618 |
1.3814 |
|
2.618 |
1.3645 |
|
4.250 |
1.3369 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4172 |
1.4083 |
| PP |
1.4150 |
1.4058 |
| S1 |
1.4129 |
1.4034 |
|