CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4450 |
1.4475 |
0.0025 |
0.2% |
1.4117 |
| High |
1.4475 |
1.4501 |
0.0026 |
0.2% |
1.4475 |
| Low |
1.4384 |
1.4334 |
-0.0050 |
-0.3% |
1.4050 |
| Close |
1.4436 |
1.4339 |
-0.0097 |
-0.7% |
1.4436 |
| Range |
0.0091 |
0.0167 |
0.0076 |
83.5% |
0.0425 |
| ATR |
0.0127 |
0.0130 |
0.0003 |
2.3% |
0.0000 |
| Volume |
281 |
139 |
-142 |
-50.5% |
783 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4892 |
1.4783 |
1.4431 |
|
| R3 |
1.4725 |
1.4616 |
1.4385 |
|
| R2 |
1.4558 |
1.4558 |
1.4370 |
|
| R1 |
1.4449 |
1.4449 |
1.4354 |
1.4420 |
| PP |
1.4391 |
1.4391 |
1.4391 |
1.4377 |
| S1 |
1.4282 |
1.4282 |
1.4324 |
1.4253 |
| S2 |
1.4224 |
1.4224 |
1.4308 |
|
| S3 |
1.4057 |
1.4115 |
1.4293 |
|
| S4 |
1.3890 |
1.3948 |
1.4247 |
|
|
| 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 |
1.4501 |
1.4175 |
0.0326 |
2.3% |
0.0123 |
0.9% |
50% |
True |
False |
147 |
| 10 |
1.4501 |
1.4050 |
0.0451 |
3.1% |
0.0130 |
0.9% |
64% |
True |
False |
199 |
| 20 |
1.4610 |
1.4010 |
0.0600 |
4.2% |
0.0128 |
0.9% |
55% |
False |
False |
163 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0081 |
0.6% |
61% |
False |
False |
86 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.7% |
0.0072 |
0.5% |
52% |
False |
False |
59 |
| 80 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0056 |
0.4% |
58% |
False |
False |
46 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0045 |
0.3% |
70% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5211 |
|
2.618 |
1.4938 |
|
1.618 |
1.4771 |
|
1.000 |
1.4668 |
|
0.618 |
1.4604 |
|
HIGH |
1.4501 |
|
0.618 |
1.4437 |
|
0.500 |
1.4418 |
|
0.382 |
1.4398 |
|
LOW |
1.4334 |
|
0.618 |
1.4231 |
|
1.000 |
1.4167 |
|
1.618 |
1.4064 |
|
2.618 |
1.3897 |
|
4.250 |
1.3624 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4418 |
1.4418 |
| PP |
1.4391 |
1.4391 |
| S1 |
1.4365 |
1.4365 |
|