CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4196 |
1.4394 |
0.0198 |
1.4% |
1.4100 |
| High |
1.4413 |
1.4414 |
0.0001 |
0.0% |
1.4414 |
| Low |
1.4114 |
1.4300 |
0.0186 |
1.3% |
1.3988 |
| Close |
1.4390 |
1.4344 |
-0.0046 |
-0.3% |
1.4344 |
| Range |
0.0299 |
0.0114 |
-0.0185 |
-61.9% |
0.0426 |
| ATR |
0.0171 |
0.0167 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
483,069 |
262,741 |
-220,328 |
-45.6% |
1,683,722 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4695 |
1.4633 |
1.4407 |
|
| R3 |
1.4581 |
1.4519 |
1.4375 |
|
| R2 |
1.4467 |
1.4467 |
1.4365 |
|
| R1 |
1.4405 |
1.4405 |
1.4354 |
1.4379 |
| PP |
1.4353 |
1.4353 |
1.4353 |
1.4340 |
| S1 |
1.4291 |
1.4291 |
1.4334 |
1.4265 |
| S2 |
1.4239 |
1.4239 |
1.4323 |
|
| S3 |
1.4125 |
1.4177 |
1.4313 |
|
| S4 |
1.4011 |
1.4063 |
1.4281 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5361 |
1.4578 |
|
| R3 |
1.5101 |
1.4935 |
1.4461 |
|
| R2 |
1.4675 |
1.4675 |
1.4422 |
|
| R1 |
1.4509 |
1.4509 |
1.4383 |
1.4592 |
| PP |
1.4249 |
1.4249 |
1.4249 |
1.4290 |
| S1 |
1.4083 |
1.4083 |
1.4305 |
1.4166 |
| S2 |
1.3823 |
1.3823 |
1.4266 |
|
| S3 |
1.3397 |
1.3657 |
1.4227 |
|
| S4 |
1.2971 |
1.3231 |
1.4110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4414 |
1.3988 |
0.0426 |
3.0% |
0.0158 |
1.1% |
84% |
True |
False |
336,744 |
| 10 |
1.4414 |
1.3811 |
0.0603 |
4.2% |
0.0178 |
1.2% |
88% |
True |
False |
375,185 |
| 20 |
1.4547 |
1.3811 |
0.0736 |
5.1% |
0.0166 |
1.2% |
72% |
False |
False |
328,187 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0164 |
1.1% |
63% |
False |
False |
250,142 |
| 60 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0164 |
1.1% |
50% |
False |
False |
167,141 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.4% |
0.0154 |
1.1% |
50% |
False |
False |
125,460 |
| 100 |
1.4875 |
1.3720 |
0.1155 |
8.1% |
0.0141 |
1.0% |
54% |
False |
False |
100,414 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.3% |
0.0125 |
0.9% |
64% |
False |
False |
83,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4899 |
|
2.618 |
1.4712 |
|
1.618 |
1.4598 |
|
1.000 |
1.4528 |
|
0.618 |
1.4484 |
|
HIGH |
1.4414 |
|
0.618 |
1.4370 |
|
0.500 |
1.4357 |
|
0.382 |
1.4344 |
|
LOW |
1.4300 |
|
0.618 |
1.4230 |
|
1.000 |
1.4186 |
|
1.618 |
1.4116 |
|
2.618 |
1.4002 |
|
4.250 |
1.3816 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4357 |
1.4316 |
| PP |
1.4353 |
1.4289 |
| S1 |
1.4348 |
1.4261 |
|