CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4083 |
1.4030 |
-0.0053 |
-0.4% |
1.4154 |
| High |
1.4130 |
1.4051 |
-0.0079 |
-0.6% |
1.4204 |
| Low |
1.4033 |
1.3977 |
-0.0056 |
-0.4% |
1.3794 |
| Close |
1.4074 |
1.4025 |
-0.0049 |
-0.3% |
1.4074 |
| Range |
0.0097 |
0.0074 |
-0.0023 |
-23.7% |
0.0410 |
| ATR |
0.0146 |
0.0143 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
277 |
255 |
-22 |
-7.9% |
1,731 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4240 |
1.4206 |
1.4066 |
|
| R3 |
1.4166 |
1.4132 |
1.4045 |
|
| R2 |
1.4092 |
1.4092 |
1.4039 |
|
| R1 |
1.4058 |
1.4058 |
1.4032 |
1.4038 |
| PP |
1.4018 |
1.4018 |
1.4018 |
1.4008 |
| S1 |
1.3984 |
1.3984 |
1.4018 |
1.3964 |
| S2 |
1.3944 |
1.3944 |
1.4011 |
|
| S3 |
1.3870 |
1.3910 |
1.4005 |
|
| S4 |
1.3796 |
1.3836 |
1.3984 |
|
|
| 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% |
0.0146 |
1.0% |
56% |
False |
False |
361 |
| 10 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0156 |
1.1% |
33% |
False |
False |
251 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0140 |
1.0% |
33% |
False |
False |
224 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0108 |
0.8% |
28% |
False |
False |
143 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0088 |
0.6% |
25% |
False |
False |
98 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.7% |
0.0071 |
0.5% |
25% |
False |
False |
74 |
| 100 |
1.4735 |
1.3663 |
0.1072 |
7.6% |
0.0059 |
0.4% |
34% |
False |
False |
61 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.4% |
0.0050 |
0.4% |
46% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4366 |
|
2.618 |
1.4245 |
|
1.618 |
1.4171 |
|
1.000 |
1.4125 |
|
0.618 |
1.4097 |
|
HIGH |
1.4051 |
|
0.618 |
1.4023 |
|
0.500 |
1.4014 |
|
0.382 |
1.4005 |
|
LOW |
1.3977 |
|
0.618 |
1.3931 |
|
1.000 |
1.3903 |
|
1.618 |
1.3857 |
|
2.618 |
1.3783 |
|
4.250 |
1.3663 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4021 |
1.4091 |
| PP |
1.4018 |
1.4069 |
| S1 |
1.4014 |
1.4047 |
|