CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4100 |
1.4078 |
-0.0022 |
-0.2% |
1.4192 |
| High |
1.4108 |
1.4193 |
0.0085 |
0.6% |
1.4256 |
| Low |
1.3988 |
1.4043 |
0.0055 |
0.4% |
1.3811 |
| Close |
1.4057 |
1.4108 |
0.0051 |
0.4% |
1.4108 |
| Range |
0.0120 |
0.0150 |
0.0030 |
25.0% |
0.0445 |
| ATR |
0.0167 |
0.0166 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
263,577 |
371,055 |
107,478 |
40.8% |
2,068,132 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4565 |
1.4486 |
1.4191 |
|
| R3 |
1.4415 |
1.4336 |
1.4149 |
|
| R2 |
1.4265 |
1.4265 |
1.4136 |
|
| R1 |
1.4186 |
1.4186 |
1.4122 |
1.4226 |
| PP |
1.4115 |
1.4115 |
1.4115 |
1.4134 |
| S1 |
1.4036 |
1.4036 |
1.4094 |
1.4076 |
| S2 |
1.3965 |
1.3965 |
1.4081 |
|
| S3 |
1.3815 |
1.3886 |
1.4067 |
|
| S4 |
1.3665 |
1.3736 |
1.4026 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5393 |
1.5196 |
1.4353 |
|
| R3 |
1.4948 |
1.4751 |
1.4230 |
|
| R2 |
1.4503 |
1.4503 |
1.4190 |
|
| R1 |
1.4306 |
1.4306 |
1.4149 |
1.4182 |
| PP |
1.4058 |
1.4058 |
1.4058 |
1.3997 |
| S1 |
1.3861 |
1.3861 |
1.4067 |
1.3737 |
| S2 |
1.3613 |
1.3613 |
1.4026 |
|
| S3 |
1.3168 |
1.3416 |
1.3986 |
|
| S4 |
1.2723 |
1.2971 |
1.3863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4256 |
1.3923 |
0.0333 |
2.4% |
0.0158 |
1.1% |
56% |
False |
False |
343,865 |
| 10 |
1.4437 |
1.3811 |
0.0626 |
4.4% |
0.0176 |
1.2% |
47% |
False |
False |
370,441 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.2% |
0.0162 |
1.2% |
40% |
False |
False |
322,541 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
6.0% |
0.0160 |
1.1% |
35% |
False |
False |
224,059 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0163 |
1.2% |
28% |
False |
False |
149,682 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0151 |
1.1% |
28% |
False |
False |
112,359 |
| 100 |
1.4875 |
1.3718 |
0.1157 |
8.2% |
0.0137 |
1.0% |
34% |
False |
False |
89,923 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.5% |
0.0121 |
0.9% |
48% |
False |
False |
74,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4831 |
|
2.618 |
1.4586 |
|
1.618 |
1.4436 |
|
1.000 |
1.4343 |
|
0.618 |
1.4286 |
|
HIGH |
1.4193 |
|
0.618 |
1.4136 |
|
0.500 |
1.4118 |
|
0.382 |
1.4100 |
|
LOW |
1.4043 |
|
0.618 |
1.3950 |
|
1.000 |
1.3893 |
|
1.618 |
1.3800 |
|
2.618 |
1.3650 |
|
4.250 |
1.3406 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4118 |
1.4102 |
| PP |
1.4115 |
1.4096 |
| S1 |
1.4111 |
1.4091 |
|