CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4173 |
1.4083 |
-0.0090 |
-0.6% |
1.4154 |
| High |
1.4204 |
1.4130 |
-0.0074 |
-0.5% |
1.4204 |
| Low |
1.4066 |
1.4033 |
-0.0033 |
-0.2% |
1.3794 |
| Close |
1.4073 |
1.4074 |
0.0001 |
0.0% |
1.4074 |
| Range |
0.0138 |
0.0097 |
-0.0041 |
-29.7% |
0.0410 |
| ATR |
0.0150 |
0.0146 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
258 |
277 |
19 |
7.4% |
1,731 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4370 |
1.4319 |
1.4127 |
|
| R3 |
1.4273 |
1.4222 |
1.4101 |
|
| R2 |
1.4176 |
1.4176 |
1.4092 |
|
| R1 |
1.4125 |
1.4125 |
1.4083 |
1.4102 |
| PP |
1.4079 |
1.4079 |
1.4079 |
1.4068 |
| S1 |
1.4028 |
1.4028 |
1.4065 |
1.4005 |
| S2 |
1.3982 |
1.3982 |
1.4056 |
|
| S3 |
1.3885 |
1.3931 |
1.4047 |
|
| S4 |
1.3788 |
1.3834 |
1.4021 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5254 |
1.5074 |
1.4300 |
|
| R3 |
1.4844 |
1.4664 |
1.4187 |
|
| R2 |
1.4434 |
1.4434 |
1.4149 |
|
| R1 |
1.4254 |
1.4254 |
1.4112 |
1.4139 |
| PP |
1.4024 |
1.4024 |
1.4024 |
1.3967 |
| S1 |
1.3844 |
1.3844 |
1.4036 |
1.3729 |
| S2 |
1.3614 |
1.3614 |
1.3999 |
|
| S3 |
1.3204 |
1.3434 |
1.3961 |
|
| S4 |
1.2794 |
1.3024 |
1.3849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4204 |
1.3794 |
0.0410 |
2.9% |
0.0175 |
1.2% |
68% |
False |
False |
346 |
| 10 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0157 |
1.1% |
40% |
False |
False |
254 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0147 |
1.0% |
40% |
False |
False |
226 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0109 |
0.8% |
34% |
False |
False |
138 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0089 |
0.6% |
30% |
False |
False |
94 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0070 |
0.5% |
30% |
False |
False |
72 |
| 100 |
1.4735 |
1.3662 |
0.1073 |
7.6% |
0.0058 |
0.4% |
38% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4542 |
|
2.618 |
1.4384 |
|
1.618 |
1.4287 |
|
1.000 |
1.4227 |
|
0.618 |
1.4190 |
|
HIGH |
1.4130 |
|
0.618 |
1.4093 |
|
0.500 |
1.4082 |
|
0.382 |
1.4070 |
|
LOW |
1.4033 |
|
0.618 |
1.3973 |
|
1.000 |
1.3936 |
|
1.618 |
1.3876 |
|
2.618 |
1.3779 |
|
4.250 |
1.3621 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4082 |
1.4067 |
| PP |
1.4079 |
1.4060 |
| S1 |
1.4077 |
1.4054 |
|