CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4345 |
1.4336 |
-0.0009 |
-0.1% |
1.4030 |
| High |
1.4363 |
1.4339 |
-0.0024 |
-0.2% |
1.4373 |
| Low |
1.4266 |
1.4269 |
0.0003 |
0.0% |
1.3977 |
| Close |
1.4305 |
1.4325 |
0.0020 |
0.1% |
1.4305 |
| Range |
0.0097 |
0.0070 |
-0.0027 |
-27.8% |
0.0396 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
226 |
398 |
172 |
76.1% |
835 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4521 |
1.4493 |
1.4364 |
|
| R3 |
1.4451 |
1.4423 |
1.4344 |
|
| R2 |
1.4381 |
1.4381 |
1.4338 |
|
| R1 |
1.4353 |
1.4353 |
1.4331 |
1.4332 |
| PP |
1.4311 |
1.4311 |
1.4311 |
1.4301 |
| S1 |
1.4283 |
1.4283 |
1.4319 |
1.4262 |
| S2 |
1.4241 |
1.4241 |
1.4312 |
|
| S3 |
1.4171 |
1.4213 |
1.4306 |
|
| S4 |
1.4101 |
1.4143 |
1.4287 |
|
|
| 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 |
1.4028 |
0.0345 |
2.4% |
0.0132 |
0.9% |
86% |
False |
False |
195 |
| 10 |
1.4373 |
1.3794 |
0.0579 |
4.0% |
0.0139 |
1.0% |
92% |
False |
False |
278 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0142 |
1.0% |
75% |
False |
False |
213 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0119 |
0.8% |
65% |
False |
False |
166 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0097 |
0.7% |
56% |
False |
False |
114 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0079 |
0.6% |
56% |
False |
False |
86 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0066 |
0.5% |
60% |
False |
False |
71 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0055 |
0.4% |
69% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4637 |
|
2.618 |
1.4522 |
|
1.618 |
1.4452 |
|
1.000 |
1.4409 |
|
0.618 |
1.4382 |
|
HIGH |
1.4339 |
|
0.618 |
1.4312 |
|
0.500 |
1.4304 |
|
0.382 |
1.4296 |
|
LOW |
1.4269 |
|
0.618 |
1.4226 |
|
1.000 |
1.4199 |
|
1.618 |
1.4156 |
|
2.618 |
1.4086 |
|
4.250 |
1.3972 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4318 |
1.4292 |
| PP |
1.4311 |
1.4259 |
| S1 |
1.4304 |
1.4227 |
|