CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4366 |
1.4450 |
0.0084 |
0.6% |
1.4117 |
| High |
1.4462 |
1.4475 |
0.0013 |
0.1% |
1.4475 |
| Low |
1.4366 |
1.4384 |
0.0018 |
0.1% |
1.4050 |
| Close |
1.4447 |
1.4436 |
-0.0011 |
-0.1% |
1.4436 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0425 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
138 |
281 |
143 |
103.6% |
783 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4705 |
1.4661 |
1.4486 |
|
| R3 |
1.4614 |
1.4570 |
1.4461 |
|
| R2 |
1.4523 |
1.4523 |
1.4453 |
|
| R1 |
1.4479 |
1.4479 |
1.4444 |
1.4456 |
| PP |
1.4432 |
1.4432 |
1.4432 |
1.4420 |
| S1 |
1.4388 |
1.4388 |
1.4428 |
1.4365 |
| S2 |
1.4341 |
1.4341 |
1.4419 |
|
| S3 |
1.4250 |
1.4297 |
1.4411 |
|
| S4 |
1.4159 |
1.4206 |
1.4386 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5595 |
1.5441 |
1.4670 |
|
| R3 |
1.5170 |
1.5016 |
1.4553 |
|
| R2 |
1.4745 |
1.4745 |
1.4514 |
|
| R1 |
1.4591 |
1.4591 |
1.4475 |
1.4668 |
| PP |
1.4320 |
1.4320 |
1.4320 |
1.4359 |
| S1 |
1.4166 |
1.4166 |
1.4397 |
1.4243 |
| S2 |
1.3895 |
1.3895 |
1.4358 |
|
| S3 |
1.3470 |
1.3741 |
1.4319 |
|
| S4 |
1.3045 |
1.3316 |
1.4202 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4475 |
1.4050 |
0.0425 |
2.9% |
0.0123 |
0.9% |
91% |
True |
False |
156 |
| 10 |
1.4475 |
1.4050 |
0.0425 |
2.9% |
0.0125 |
0.9% |
91% |
True |
False |
197 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0120 |
0.8% |
71% |
False |
False |
156 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
4.8% |
0.0080 |
0.6% |
75% |
False |
False |
83 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0069 |
0.5% |
64% |
False |
False |
57 |
| 80 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0054 |
0.4% |
71% |
False |
False |
45 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0043 |
0.3% |
77% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4862 |
|
2.618 |
1.4713 |
|
1.618 |
1.4622 |
|
1.000 |
1.4566 |
|
0.618 |
1.4531 |
|
HIGH |
1.4475 |
|
0.618 |
1.4440 |
|
0.500 |
1.4430 |
|
0.382 |
1.4419 |
|
LOW |
1.4384 |
|
0.618 |
1.4328 |
|
1.000 |
1.4293 |
|
1.618 |
1.4237 |
|
2.618 |
1.4146 |
|
4.250 |
1.3997 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4434 |
1.4415 |
| PP |
1.4432 |
1.4393 |
| S1 |
1.4430 |
1.4372 |
|