CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4449 |
1.4310 |
-0.0139 |
-1.0% |
1.4030 |
| High |
1.4460 |
1.4330 |
-0.0130 |
-0.9% |
1.4373 |
| Low |
1.4289 |
1.4207 |
-0.0082 |
-0.6% |
1.3977 |
| Close |
1.4316 |
1.4257 |
-0.0059 |
-0.4% |
1.4305 |
| Range |
0.0171 |
0.0123 |
-0.0048 |
-28.1% |
0.0396 |
| ATR |
0.0143 |
0.0141 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
414 |
106 |
-308 |
-74.4% |
835 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4634 |
1.4568 |
1.4325 |
|
| R3 |
1.4511 |
1.4445 |
1.4291 |
|
| R2 |
1.4388 |
1.4388 |
1.4280 |
|
| R1 |
1.4322 |
1.4322 |
1.4268 |
1.4294 |
| PP |
1.4265 |
1.4265 |
1.4265 |
1.4250 |
| S1 |
1.4199 |
1.4199 |
1.4246 |
1.4171 |
| S2 |
1.4142 |
1.4142 |
1.4234 |
|
| S3 |
1.4019 |
1.4076 |
1.4223 |
|
| S4 |
1.3896 |
1.3953 |
1.4189 |
|
|
| 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 |
1.4207 |
0.0255 |
1.8% |
0.0121 |
0.8% |
20% |
False |
True |
251 |
| 10 |
1.4462 |
1.3977 |
0.0485 |
3.4% |
0.0127 |
0.9% |
58% |
False |
False |
214 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0142 |
1.0% |
65% |
False |
False |
227 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0130 |
0.9% |
57% |
False |
False |
182 |
| 60 |
1.4731 |
1.3794 |
0.0937 |
6.6% |
0.0103 |
0.7% |
49% |
False |
False |
124 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0085 |
0.6% |
49% |
False |
False |
94 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0070 |
0.5% |
54% |
False |
False |
77 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0058 |
0.4% |
64% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4853 |
|
2.618 |
1.4652 |
|
1.618 |
1.4529 |
|
1.000 |
1.4453 |
|
0.618 |
1.4406 |
|
HIGH |
1.4330 |
|
0.618 |
1.4283 |
|
0.500 |
1.4269 |
|
0.382 |
1.4254 |
|
LOW |
1.4207 |
|
0.618 |
1.4131 |
|
1.000 |
1.4084 |
|
1.618 |
1.4008 |
|
2.618 |
1.3885 |
|
4.250 |
1.3684 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4269 |
1.4335 |
| PP |
1.4265 |
1.4309 |
| S1 |
1.4261 |
1.4283 |
|