CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4108 |
1.4171 |
0.0063 |
0.4% |
1.4154 |
| High |
1.4171 |
1.4373 |
0.0202 |
1.4% |
1.4204 |
| Low |
1.4095 |
1.4080 |
-0.0015 |
-0.1% |
1.3794 |
| Close |
1.4165 |
1.4352 |
0.0187 |
1.3% |
1.4074 |
| Range |
0.0076 |
0.0293 |
0.0217 |
285.5% |
0.0410 |
| ATR |
0.0138 |
0.0149 |
0.0011 |
8.0% |
0.0000 |
| Volume |
190 |
70 |
-120 |
-63.2% |
1,731 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5147 |
1.5043 |
1.4513 |
|
| R3 |
1.4854 |
1.4750 |
1.4433 |
|
| R2 |
1.4561 |
1.4561 |
1.4406 |
|
| R1 |
1.4457 |
1.4457 |
1.4379 |
1.4509 |
| PP |
1.4268 |
1.4268 |
1.4268 |
1.4295 |
| S1 |
1.4164 |
1.4164 |
1.4325 |
1.4216 |
| S2 |
1.3975 |
1.3975 |
1.4298 |
|
| S3 |
1.3682 |
1.3871 |
1.4271 |
|
| S4 |
1.3389 |
1.3578 |
1.4191 |
|
|
| 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 |
1.4373 |
1.3977 |
0.0396 |
2.8% |
0.0132 |
0.9% |
95% |
True |
False |
177 |
| 10 |
1.4373 |
1.3794 |
0.0579 |
4.0% |
0.0158 |
1.1% |
96% |
True |
False |
248 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0149 |
1.0% |
79% |
False |
False |
203 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0117 |
0.8% |
68% |
False |
False |
151 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0096 |
0.7% |
59% |
False |
False |
104 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0077 |
0.5% |
59% |
False |
False |
78 |
| 100 |
1.4735 |
1.3691 |
0.1044 |
7.3% |
0.0064 |
0.4% |
63% |
False |
False |
64 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0054 |
0.4% |
71% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5618 |
|
2.618 |
1.5140 |
|
1.618 |
1.4847 |
|
1.000 |
1.4666 |
|
0.618 |
1.4554 |
|
HIGH |
1.4373 |
|
0.618 |
1.4261 |
|
0.500 |
1.4227 |
|
0.382 |
1.4192 |
|
LOW |
1.4080 |
|
0.618 |
1.3899 |
|
1.000 |
1.3787 |
|
1.618 |
1.3606 |
|
2.618 |
1.3313 |
|
4.250 |
1.2835 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4310 |
1.4302 |
| PP |
1.4268 |
1.4251 |
| S1 |
1.4227 |
1.4201 |
|