CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4154 |
1.3983 |
-0.0171 |
-1.2% |
1.4475 |
| High |
1.4154 |
1.3987 |
-0.0167 |
-1.2% |
1.4501 |
| Low |
1.3931 |
1.3794 |
-0.0137 |
-1.0% |
1.4138 |
| Close |
1.3963 |
1.3968 |
0.0005 |
0.0% |
1.4175 |
| Range |
0.0223 |
0.0193 |
-0.0030 |
-13.5% |
0.0363 |
| ATR |
0.0141 |
0.0145 |
0.0004 |
2.6% |
0.0000 |
| Volume |
181 |
393 |
212 |
117.1% |
532 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4495 |
1.4425 |
1.4074 |
|
| R3 |
1.4302 |
1.4232 |
1.4021 |
|
| R2 |
1.4109 |
1.4109 |
1.4003 |
|
| R1 |
1.4039 |
1.4039 |
1.3986 |
1.3978 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3886 |
| S1 |
1.3846 |
1.3846 |
1.3950 |
1.3785 |
| S2 |
1.3723 |
1.3723 |
1.3933 |
|
| S3 |
1.3530 |
1.3653 |
1.3915 |
|
| S4 |
1.3337 |
1.3460 |
1.3862 |
|
|
| 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 |
1.4378 |
1.3794 |
0.0584 |
4.2% |
0.0171 |
1.2% |
30% |
False |
True |
193 |
| 10 |
1.4501 |
1.3794 |
0.0707 |
5.1% |
0.0147 |
1.1% |
25% |
False |
True |
170 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.1% |
0.0147 |
1.0% |
25% |
False |
True |
204 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0099 |
0.7% |
21% |
False |
True |
109 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0084 |
0.6% |
18% |
False |
True |
75 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0065 |
0.5% |
18% |
False |
True |
58 |
| 100 |
1.4735 |
1.3536 |
0.1199 |
8.6% |
0.0054 |
0.4% |
36% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4807 |
|
2.618 |
1.4492 |
|
1.618 |
1.4299 |
|
1.000 |
1.4180 |
|
0.618 |
1.4106 |
|
HIGH |
1.3987 |
|
0.618 |
1.3913 |
|
0.500 |
1.3891 |
|
0.382 |
1.3868 |
|
LOW |
1.3794 |
|
0.618 |
1.3675 |
|
1.000 |
1.3601 |
|
1.618 |
1.3482 |
|
2.618 |
1.3289 |
|
4.250 |
1.2974 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3942 |
1.4034 |
| PP |
1.3916 |
1.4012 |
| S1 |
1.3891 |
1.3990 |
|