CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4171 |
1.4345 |
0.0174 |
1.2% |
1.4030 |
| High |
1.4373 |
1.4363 |
-0.0010 |
-0.1% |
1.4373 |
| Low |
1.4080 |
1.4266 |
0.0186 |
1.3% |
1.3977 |
| Close |
1.4352 |
1.4305 |
-0.0047 |
-0.3% |
1.4305 |
| Range |
0.0293 |
0.0097 |
-0.0196 |
-66.9% |
0.0396 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
70 |
226 |
156 |
222.9% |
835 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4602 |
1.4551 |
1.4358 |
|
| R3 |
1.4505 |
1.4454 |
1.4332 |
|
| R2 |
1.4408 |
1.4408 |
1.4323 |
|
| R1 |
1.4357 |
1.4357 |
1.4314 |
1.4334 |
| PP |
1.4311 |
1.4311 |
1.4311 |
1.4300 |
| S1 |
1.4260 |
1.4260 |
1.4296 |
1.4237 |
| S2 |
1.4214 |
1.4214 |
1.4287 |
|
| S3 |
1.4117 |
1.4163 |
1.4278 |
|
| S4 |
1.4020 |
1.4066 |
1.4252 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5406 |
1.5252 |
1.4523 |
|
| R3 |
1.5010 |
1.4856 |
1.4414 |
|
| R2 |
1.4614 |
1.4614 |
1.4378 |
|
| R1 |
1.4460 |
1.4460 |
1.4341 |
1.4537 |
| PP |
1.4218 |
1.4218 |
1.4218 |
1.4257 |
| S1 |
1.4064 |
1.4064 |
1.4269 |
1.4141 |
| S2 |
1.3822 |
1.3822 |
1.4232 |
|
| S3 |
1.3426 |
1.3668 |
1.4196 |
|
| S4 |
1.3030 |
1.3272 |
1.4087 |
|
|
| 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% |
83% |
False |
False |
167 |
| 10 |
1.4373 |
1.3794 |
0.0579 |
4.0% |
0.0154 |
1.1% |
88% |
False |
False |
256 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0145 |
1.0% |
72% |
False |
False |
204 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0119 |
0.8% |
63% |
False |
False |
157 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0096 |
0.7% |
54% |
False |
False |
107 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0078 |
0.5% |
54% |
False |
False |
81 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0065 |
0.5% |
58% |
False |
False |
67 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0055 |
0.4% |
67% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4775 |
|
2.618 |
1.4617 |
|
1.618 |
1.4520 |
|
1.000 |
1.4460 |
|
0.618 |
1.4423 |
|
HIGH |
1.4363 |
|
0.618 |
1.4326 |
|
0.500 |
1.4315 |
|
0.382 |
1.4303 |
|
LOW |
1.4266 |
|
0.618 |
1.4206 |
|
1.000 |
1.4169 |
|
1.618 |
1.4109 |
|
2.618 |
1.4012 |
|
4.250 |
1.3854 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4315 |
1.4279 |
| PP |
1.4311 |
1.4253 |
| S1 |
1.4308 |
1.4227 |
|