CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4263 |
1.4265 |
0.0002 |
0.0% |
1.4475 |
| High |
1.4303 |
1.4273 |
-0.0030 |
-0.2% |
1.4501 |
| Low |
1.4152 |
1.4138 |
-0.0014 |
-0.1% |
1.4138 |
| Close |
1.4280 |
1.4175 |
-0.0105 |
-0.7% |
1.4175 |
| Range |
0.0151 |
0.0135 |
-0.0016 |
-10.6% |
0.0363 |
| ATR |
0.0133 |
0.0133 |
0.0001 |
0.5% |
0.0000 |
| Volume |
127 |
143 |
16 |
12.6% |
532 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4600 |
1.4523 |
1.4249 |
|
| R3 |
1.4465 |
1.4388 |
1.4212 |
|
| R2 |
1.4330 |
1.4330 |
1.4200 |
|
| R1 |
1.4253 |
1.4253 |
1.4187 |
1.4224 |
| PP |
1.4195 |
1.4195 |
1.4195 |
1.4181 |
| S1 |
1.4118 |
1.4118 |
1.4163 |
1.4089 |
| S2 |
1.4060 |
1.4060 |
1.4150 |
|
| S3 |
1.3925 |
1.3983 |
1.4138 |
|
| S4 |
1.3790 |
1.3848 |
1.4101 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5360 |
1.5131 |
1.4375 |
|
| R3 |
1.4997 |
1.4768 |
1.4275 |
|
| R2 |
1.4634 |
1.4634 |
1.4242 |
|
| R1 |
1.4405 |
1.4405 |
1.4208 |
1.4338 |
| PP |
1.4271 |
1.4271 |
1.4271 |
1.4238 |
| S1 |
1.4042 |
1.4042 |
1.4142 |
1.3975 |
| S2 |
1.3908 |
1.3908 |
1.4108 |
|
| S3 |
1.3545 |
1.3679 |
1.4075 |
|
| S4 |
1.3182 |
1.3316 |
1.3975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4501 |
1.4138 |
0.0363 |
2.6% |
0.0139 |
1.0% |
10% |
False |
True |
162 |
| 10 |
1.4501 |
1.4050 |
0.0451 |
3.2% |
0.0137 |
1.0% |
28% |
False |
False |
152 |
| 20 |
1.4501 |
1.4010 |
0.0491 |
3.5% |
0.0138 |
1.0% |
34% |
False |
False |
181 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
4.9% |
0.0089 |
0.6% |
38% |
False |
False |
95 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.8% |
0.0079 |
0.6% |
32% |
False |
False |
66 |
| 80 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0061 |
0.4% |
41% |
False |
False |
51 |
| 100 |
1.4735 |
1.3425 |
0.1310 |
9.2% |
0.0050 |
0.3% |
57% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4847 |
|
2.618 |
1.4626 |
|
1.618 |
1.4491 |
|
1.000 |
1.4408 |
|
0.618 |
1.4356 |
|
HIGH |
1.4273 |
|
0.618 |
1.4221 |
|
0.500 |
1.4206 |
|
0.382 |
1.4190 |
|
LOW |
1.4138 |
|
0.618 |
1.4055 |
|
1.000 |
1.4003 |
|
1.618 |
1.3920 |
|
2.618 |
1.3785 |
|
4.250 |
1.3564 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4206 |
1.4258 |
| PP |
1.4195 |
1.4230 |
| S1 |
1.4185 |
1.4203 |
|