CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4265 |
1.4154 |
-0.0111 |
-0.8% |
1.4475 |
| High |
1.4273 |
1.4154 |
-0.0119 |
-0.8% |
1.4501 |
| Low |
1.4138 |
1.3931 |
-0.0207 |
-1.5% |
1.4138 |
| Close |
1.4175 |
1.3963 |
-0.0212 |
-1.5% |
1.4175 |
| Range |
0.0135 |
0.0223 |
0.0088 |
65.2% |
0.0363 |
| ATR |
0.0133 |
0.0141 |
0.0008 |
5.9% |
0.0000 |
| Volume |
143 |
181 |
38 |
26.6% |
532 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4685 |
1.4547 |
1.4086 |
|
| R3 |
1.4462 |
1.4324 |
1.4024 |
|
| R2 |
1.4239 |
1.4239 |
1.4004 |
|
| R1 |
1.4101 |
1.4101 |
1.3983 |
1.4059 |
| PP |
1.4016 |
1.4016 |
1.4016 |
1.3995 |
| S1 |
1.3878 |
1.3878 |
1.3943 |
1.3836 |
| S2 |
1.3793 |
1.3793 |
1.3922 |
|
| S3 |
1.3570 |
1.3655 |
1.3902 |
|
| S4 |
1.3347 |
1.3432 |
1.3840 |
|
|
| 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 |
1.3931 |
0.0570 |
4.1% |
0.0166 |
1.2% |
6% |
False |
True |
142 |
| 10 |
1.4501 |
1.3931 |
0.0570 |
4.1% |
0.0145 |
1.0% |
6% |
False |
True |
149 |
| 20 |
1.4501 |
1.3931 |
0.0570 |
4.1% |
0.0140 |
1.0% |
6% |
False |
True |
189 |
| 40 |
1.4610 |
1.3911 |
0.0699 |
5.0% |
0.0094 |
0.7% |
7% |
False |
False |
99 |
| 60 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0082 |
0.6% |
6% |
False |
False |
69 |
| 80 |
1.4735 |
1.3911 |
0.0824 |
5.9% |
0.0063 |
0.4% |
6% |
False |
False |
53 |
| 100 |
1.4735 |
1.3455 |
0.1280 |
9.2% |
0.0052 |
0.4% |
40% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5102 |
|
2.618 |
1.4738 |
|
1.618 |
1.4515 |
|
1.000 |
1.4377 |
|
0.618 |
1.4292 |
|
HIGH |
1.4154 |
|
0.618 |
1.4069 |
|
0.500 |
1.4043 |
|
0.382 |
1.4016 |
|
LOW |
1.3931 |
|
0.618 |
1.3793 |
|
1.000 |
1.3708 |
|
1.618 |
1.3570 |
|
2.618 |
1.3347 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4043 |
1.4117 |
| PP |
1.4016 |
1.4066 |
| S1 |
1.3990 |
1.4014 |
|