CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4339 |
1.4238 |
-0.0101 |
-0.7% |
1.4380 |
| High |
1.4438 |
1.4271 |
-0.0167 |
-1.2% |
1.4514 |
| Low |
1.4169 |
1.4139 |
-0.0030 |
-0.2% |
1.4212 |
| Close |
1.4249 |
1.4190 |
-0.0059 |
-0.4% |
1.4348 |
| Range |
0.0269 |
0.0132 |
-0.0137 |
-50.9% |
0.0302 |
| ATR |
0.0172 |
0.0169 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
372,294 |
369,797 |
-2,497 |
-0.7% |
1,509,482 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4596 |
1.4525 |
1.4263 |
|
| R3 |
1.4464 |
1.4393 |
1.4226 |
|
| R2 |
1.4332 |
1.4332 |
1.4214 |
|
| R1 |
1.4261 |
1.4261 |
1.4202 |
1.4231 |
| PP |
1.4200 |
1.4200 |
1.4200 |
1.4185 |
| S1 |
1.4129 |
1.4129 |
1.4178 |
1.4099 |
| S2 |
1.4068 |
1.4068 |
1.4166 |
|
| S3 |
1.3936 |
1.3997 |
1.4154 |
|
| S4 |
1.3804 |
1.3865 |
1.4117 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5264 |
1.5108 |
1.4514 |
|
| R3 |
1.4962 |
1.4806 |
1.4431 |
|
| R2 |
1.4660 |
1.4660 |
1.4403 |
|
| R1 |
1.4504 |
1.4504 |
1.4376 |
1.4431 |
| PP |
1.4358 |
1.4358 |
1.4358 |
1.4322 |
| S1 |
1.4202 |
1.4202 |
1.4320 |
1.4129 |
| S2 |
1.4056 |
1.4056 |
1.4293 |
|
| S3 |
1.3754 |
1.3900 |
1.4265 |
|
| S4 |
1.3452 |
1.3598 |
1.4182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4514 |
1.4139 |
0.0375 |
2.6% |
0.0186 |
1.3% |
14% |
False |
True |
346,783 |
| 10 |
1.4514 |
1.4108 |
0.0406 |
2.9% |
0.0170 |
1.2% |
20% |
False |
False |
330,066 |
| 20 |
1.4514 |
1.3811 |
0.0703 |
5.0% |
0.0173 |
1.2% |
54% |
False |
False |
350,253 |
| 40 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0166 |
1.2% |
45% |
False |
False |
304,730 |
| 60 |
1.4652 |
1.3811 |
0.0841 |
5.9% |
0.0163 |
1.2% |
45% |
False |
False |
204,551 |
| 80 |
1.4875 |
1.3811 |
0.1064 |
7.5% |
0.0160 |
1.1% |
36% |
False |
False |
153,580 |
| 100 |
1.4875 |
1.3775 |
0.1100 |
7.8% |
0.0149 |
1.1% |
38% |
False |
False |
122,926 |
| 120 |
1.4875 |
1.3395 |
0.1480 |
10.4% |
0.0132 |
0.9% |
54% |
False |
False |
102,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4832 |
|
2.618 |
1.4617 |
|
1.618 |
1.4485 |
|
1.000 |
1.4403 |
|
0.618 |
1.4353 |
|
HIGH |
1.4271 |
|
0.618 |
1.4221 |
|
0.500 |
1.4205 |
|
0.382 |
1.4189 |
|
LOW |
1.4139 |
|
0.618 |
1.4057 |
|
1.000 |
1.4007 |
|
1.618 |
1.3925 |
|
2.618 |
1.3793 |
|
4.250 |
1.3578 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4205 |
1.4289 |
| PP |
1.4200 |
1.4256 |
| S1 |
1.4195 |
1.4223 |
|