CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3903 |
1.4173 |
0.0270 |
1.9% |
1.4475 |
| High |
1.4129 |
1.4204 |
0.0075 |
0.5% |
1.4501 |
| Low |
1.3903 |
1.4066 |
0.0163 |
1.2% |
1.4138 |
| Close |
1.4081 |
1.4073 |
-0.0008 |
-0.1% |
1.4175 |
| Range |
0.0226 |
0.0138 |
-0.0088 |
-38.9% |
0.0363 |
| ATR |
0.0151 |
0.0150 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
622 |
258 |
-364 |
-58.5% |
532 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4528 |
1.4439 |
1.4149 |
|
| R3 |
1.4390 |
1.4301 |
1.4111 |
|
| R2 |
1.4252 |
1.4252 |
1.4098 |
|
| R1 |
1.4163 |
1.4163 |
1.4086 |
1.4139 |
| PP |
1.4114 |
1.4114 |
1.4114 |
1.4102 |
| S1 |
1.4025 |
1.4025 |
1.4060 |
1.4001 |
| S2 |
1.3976 |
1.3976 |
1.4048 |
|
| S3 |
1.3838 |
1.3887 |
1.4035 |
|
| S4 |
1.3700 |
1.3749 |
1.3997 |
|
|
| 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 |
1.4273 |
1.3794 |
0.0479 |
3.4% |
0.0183 |
1.3% |
58% |
False |
False |
319 |
| 10 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0157 |
1.1% |
39% |
False |
False |
240 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0149 |
1.1% |
39% |
False |
False |
235 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0106 |
0.8% |
34% |
False |
False |
131 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0089 |
0.6% |
30% |
False |
False |
90 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0069 |
0.5% |
30% |
False |
False |
68 |
| 100 |
1.4735 |
1.3582 |
0.1153 |
8.2% |
0.0057 |
0.4% |
43% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4791 |
|
2.618 |
1.4565 |
|
1.618 |
1.4427 |
|
1.000 |
1.4342 |
|
0.618 |
1.4289 |
|
HIGH |
1.4204 |
|
0.618 |
1.4151 |
|
0.500 |
1.4135 |
|
0.382 |
1.4119 |
|
LOW |
1.4066 |
|
0.618 |
1.3981 |
|
1.000 |
1.3928 |
|
1.618 |
1.3843 |
|
2.618 |
1.3705 |
|
4.250 |
1.3480 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4135 |
1.4048 |
| PP |
1.4114 |
1.4024 |
| S1 |
1.4094 |
1.3999 |
|