CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4336 |
1.4318 |
-0.0018 |
-0.1% |
1.4030 |
| High |
1.4339 |
1.4462 |
0.0123 |
0.9% |
1.4373 |
| Low |
1.4269 |
1.4318 |
0.0049 |
0.3% |
1.3977 |
| Close |
1.4325 |
1.4460 |
0.0135 |
0.9% |
1.4305 |
| Range |
0.0070 |
0.0144 |
0.0074 |
105.7% |
0.0396 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
0.2% |
0.0000 |
| Volume |
398 |
115 |
-283 |
-71.1% |
835 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4845 |
1.4797 |
1.4539 |
|
| R3 |
1.4701 |
1.4653 |
1.4500 |
|
| R2 |
1.4557 |
1.4557 |
1.4486 |
|
| R1 |
1.4509 |
1.4509 |
1.4473 |
1.4533 |
| PP |
1.4413 |
1.4413 |
1.4413 |
1.4426 |
| S1 |
1.4365 |
1.4365 |
1.4447 |
1.4389 |
| S2 |
1.4269 |
1.4269 |
1.4434 |
|
| S3 |
1.4125 |
1.4221 |
1.4420 |
|
| S4 |
1.3981 |
1.4077 |
1.4381 |
|
|
| 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 |
1.4462 |
1.4080 |
0.0382 |
2.6% |
0.0136 |
0.9% |
99% |
True |
False |
199 |
| 10 |
1.4462 |
1.3903 |
0.0559 |
3.9% |
0.0134 |
0.9% |
100% |
True |
False |
250 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0140 |
1.0% |
94% |
False |
False |
210 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.6% |
0.0123 |
0.9% |
82% |
False |
False |
169 |
| 60 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0099 |
0.7% |
71% |
False |
False |
116 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.5% |
0.0081 |
0.6% |
71% |
False |
False |
88 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.1% |
0.0067 |
0.5% |
73% |
False |
False |
72 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.1% |
0.0056 |
0.4% |
79% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5074 |
|
2.618 |
1.4839 |
|
1.618 |
1.4695 |
|
1.000 |
1.4606 |
|
0.618 |
1.4551 |
|
HIGH |
1.4462 |
|
0.618 |
1.4407 |
|
0.500 |
1.4390 |
|
0.382 |
1.4373 |
|
LOW |
1.4318 |
|
0.618 |
1.4229 |
|
1.000 |
1.4174 |
|
1.618 |
1.4085 |
|
2.618 |
1.3941 |
|
4.250 |
1.3706 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4437 |
1.4428 |
| PP |
1.4413 |
1.4396 |
| S1 |
1.4390 |
1.4364 |
|