CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4318 |
1.4449 |
0.0131 |
0.9% |
1.4030 |
| High |
1.4462 |
1.4460 |
-0.0002 |
0.0% |
1.4373 |
| Low |
1.4318 |
1.4289 |
-0.0029 |
-0.2% |
1.3977 |
| Close |
1.4460 |
1.4316 |
-0.0144 |
-1.0% |
1.4305 |
| Range |
0.0144 |
0.0171 |
0.0027 |
18.8% |
0.0396 |
| ATR |
0.0140 |
0.0143 |
0.0002 |
1.6% |
0.0000 |
| Volume |
115 |
414 |
299 |
260.0% |
835 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4868 |
1.4763 |
1.4410 |
|
| R3 |
1.4697 |
1.4592 |
1.4363 |
|
| R2 |
1.4526 |
1.4526 |
1.4347 |
|
| R1 |
1.4421 |
1.4421 |
1.4332 |
1.4388 |
| PP |
1.4355 |
1.4355 |
1.4355 |
1.4339 |
| S1 |
1.4250 |
1.4250 |
1.4300 |
1.4217 |
| S2 |
1.4184 |
1.4184 |
1.4285 |
|
| S3 |
1.4013 |
1.4079 |
1.4269 |
|
| S4 |
1.3842 |
1.3908 |
1.4222 |
|
|
| 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 |
2.7% |
0.0155 |
1.1% |
62% |
False |
False |
244 |
| 10 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0128 |
0.9% |
70% |
False |
False |
229 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
4.9% |
0.0141 |
1.0% |
74% |
False |
False |
226 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0127 |
0.9% |
64% |
False |
False |
179 |
| 60 |
1.4731 |
1.3794 |
0.0937 |
6.5% |
0.0102 |
0.7% |
56% |
False |
False |
123 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0083 |
0.6% |
55% |
False |
False |
93 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0069 |
0.5% |
59% |
False |
False |
76 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.2% |
0.0057 |
0.4% |
68% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5187 |
|
2.618 |
1.4908 |
|
1.618 |
1.4737 |
|
1.000 |
1.4631 |
|
0.618 |
1.4566 |
|
HIGH |
1.4460 |
|
0.618 |
1.4395 |
|
0.500 |
1.4375 |
|
0.382 |
1.4354 |
|
LOW |
1.4289 |
|
0.618 |
1.4183 |
|
1.000 |
1.4118 |
|
1.618 |
1.4012 |
|
2.618 |
1.3841 |
|
4.250 |
1.3562 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4375 |
1.4366 |
| PP |
1.4355 |
1.4349 |
| S1 |
1.4336 |
1.4333 |
|