CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4475 |
1.4368 |
-0.0107 |
-0.7% |
1.4117 |
| High |
1.4501 |
1.4378 |
-0.0123 |
-0.8% |
1.4475 |
| Low |
1.4334 |
1.4225 |
-0.0109 |
-0.8% |
1.4050 |
| Close |
1.4339 |
1.4227 |
-0.0112 |
-0.8% |
1.4436 |
| Range |
0.0167 |
0.0153 |
-0.0014 |
-8.4% |
0.0425 |
| ATR |
0.0130 |
0.0131 |
0.0002 |
1.3% |
0.0000 |
| Volume |
139 |
123 |
-16 |
-11.5% |
783 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4736 |
1.4634 |
1.4311 |
|
| R3 |
1.4583 |
1.4481 |
1.4269 |
|
| R2 |
1.4430 |
1.4430 |
1.4255 |
|
| R1 |
1.4328 |
1.4328 |
1.4241 |
1.4303 |
| PP |
1.4277 |
1.4277 |
1.4277 |
1.4264 |
| S1 |
1.4175 |
1.4175 |
1.4213 |
1.4150 |
| S2 |
1.4124 |
1.4124 |
1.4199 |
|
| S3 |
1.3971 |
1.4022 |
1.4185 |
|
| S4 |
1.3818 |
1.3869 |
1.4143 |
|
|
| 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 |
1.4225 |
0.0276 |
1.9% |
0.0123 |
0.9% |
1% |
False |
True |
154 |
| 10 |
1.4501 |
1.4050 |
0.0451 |
3.2% |
0.0135 |
0.9% |
39% |
False |
False |
181 |
| 20 |
1.4530 |
1.4010 |
0.0520 |
3.7% |
0.0133 |
0.9% |
42% |
False |
False |
168 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0083 |
0.6% |
45% |
False |
False |
89 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0074 |
0.5% |
38% |
False |
False |
61 |
| 80 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0058 |
0.4% |
46% |
False |
False |
48 |
| 100 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0047 |
0.3% |
62% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5028 |
|
2.618 |
1.4779 |
|
1.618 |
1.4626 |
|
1.000 |
1.4531 |
|
0.618 |
1.4473 |
|
HIGH |
1.4378 |
|
0.618 |
1.4320 |
|
0.500 |
1.4302 |
|
0.382 |
1.4283 |
|
LOW |
1.4225 |
|
0.618 |
1.4130 |
|
1.000 |
1.4072 |
|
1.618 |
1.3977 |
|
2.618 |
1.3824 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4302 |
1.4363 |
| PP |
1.4277 |
1.4318 |
| S1 |
1.4252 |
1.4272 |
|