CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4256 |
1.4300 |
0.0044 |
0.3% |
1.4336 |
| High |
1.4360 |
1.4390 |
0.0030 |
0.2% |
1.4462 |
| Low |
1.4180 |
1.4143 |
-0.0037 |
-0.3% |
1.4180 |
| Close |
1.4315 |
1.4216 |
-0.0099 |
-0.7% |
1.4315 |
| Range |
0.0180 |
0.0247 |
0.0067 |
37.2% |
0.0282 |
| ATR |
0.0144 |
0.0151 |
0.0007 |
5.1% |
0.0000 |
| Volume |
536 |
514 |
-22 |
-4.1% |
1,569 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4991 |
1.4850 |
1.4352 |
|
| R3 |
1.4744 |
1.4603 |
1.4284 |
|
| R2 |
1.4497 |
1.4497 |
1.4261 |
|
| R1 |
1.4356 |
1.4356 |
1.4239 |
1.4303 |
| PP |
1.4250 |
1.4250 |
1.4250 |
1.4223 |
| S1 |
1.4109 |
1.4109 |
1.4193 |
1.4056 |
| S2 |
1.4003 |
1.4003 |
1.4171 |
|
| S3 |
1.3756 |
1.3862 |
1.4148 |
|
| S4 |
1.3509 |
1.3615 |
1.4080 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5165 |
1.5022 |
1.4470 |
|
| R3 |
1.4883 |
1.4740 |
1.4393 |
|
| R2 |
1.4601 |
1.4601 |
1.4367 |
|
| R1 |
1.4458 |
1.4458 |
1.4341 |
1.4389 |
| PP |
1.4319 |
1.4319 |
1.4319 |
1.4284 |
| S1 |
1.4176 |
1.4176 |
1.4289 |
1.4107 |
| S2 |
1.4037 |
1.4037 |
1.4263 |
|
| S3 |
1.3755 |
1.3894 |
1.4237 |
|
| S4 |
1.3473 |
1.3612 |
1.4160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4462 |
1.4143 |
0.0319 |
2.2% |
0.0173 |
1.2% |
23% |
False |
True |
337 |
| 10 |
1.4462 |
1.4028 |
0.0434 |
3.1% |
0.0152 |
1.1% |
43% |
False |
False |
266 |
| 20 |
1.4501 |
1.3794 |
0.0707 |
5.0% |
0.0154 |
1.1% |
60% |
False |
False |
259 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0137 |
1.0% |
52% |
False |
False |
207 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0105 |
0.7% |
52% |
False |
False |
142 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0090 |
0.6% |
45% |
False |
False |
107 |
| 100 |
1.4735 |
1.3705 |
0.1030 |
7.2% |
0.0074 |
0.5% |
50% |
False |
False |
87 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0062 |
0.4% |
61% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5440 |
|
2.618 |
1.5037 |
|
1.618 |
1.4790 |
|
1.000 |
1.4637 |
|
0.618 |
1.4543 |
|
HIGH |
1.4390 |
|
0.618 |
1.4296 |
|
0.500 |
1.4267 |
|
0.382 |
1.4237 |
|
LOW |
1.4143 |
|
0.618 |
1.3990 |
|
1.000 |
1.3896 |
|
1.618 |
1.3743 |
|
2.618 |
1.3496 |
|
4.250 |
1.3093 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4267 |
1.4267 |
| PP |
1.4250 |
1.4250 |
| S1 |
1.4233 |
1.4233 |
|