CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4205 |
-0.0095 |
-0.7% |
1.4336 |
| High |
1.4390 |
1.4228 |
-0.0162 |
-1.1% |
1.4462 |
| Low |
1.4143 |
1.4113 |
-0.0030 |
-0.2% |
1.4180 |
| Close |
1.4216 |
1.4151 |
-0.0065 |
-0.5% |
1.4315 |
| Range |
0.0247 |
0.0115 |
-0.0132 |
-53.4% |
0.0282 |
| ATR |
0.0151 |
0.0149 |
-0.0003 |
-1.7% |
0.0000 |
| Volume |
514 |
1,215 |
701 |
136.4% |
1,569 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4509 |
1.4445 |
1.4214 |
|
| R3 |
1.4394 |
1.4330 |
1.4183 |
|
| R2 |
1.4279 |
1.4279 |
1.4172 |
|
| R1 |
1.4215 |
1.4215 |
1.4162 |
1.4190 |
| PP |
1.4164 |
1.4164 |
1.4164 |
1.4151 |
| S1 |
1.4100 |
1.4100 |
1.4140 |
1.4075 |
| S2 |
1.4049 |
1.4049 |
1.4130 |
|
| S3 |
1.3934 |
1.3985 |
1.4119 |
|
| S4 |
1.3819 |
1.3870 |
1.4088 |
|
|
| 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 |
1.4460 |
1.4113 |
0.0347 |
2.5% |
0.0167 |
1.2% |
11% |
False |
True |
557 |
| 10 |
1.4462 |
1.4080 |
0.0382 |
2.7% |
0.0152 |
1.1% |
19% |
False |
False |
378 |
| 20 |
1.4462 |
1.3794 |
0.0668 |
4.7% |
0.0151 |
1.1% |
53% |
False |
False |
312 |
| 40 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0140 |
1.0% |
44% |
False |
False |
238 |
| 60 |
1.4610 |
1.3794 |
0.0816 |
5.8% |
0.0104 |
0.7% |
44% |
False |
False |
162 |
| 80 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0091 |
0.6% |
38% |
False |
False |
122 |
| 100 |
1.4735 |
1.3788 |
0.0947 |
6.7% |
0.0075 |
0.5% |
38% |
False |
False |
99 |
| 120 |
1.4735 |
1.3415 |
0.1320 |
9.3% |
0.0063 |
0.4% |
56% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4717 |
|
2.618 |
1.4529 |
|
1.618 |
1.4414 |
|
1.000 |
1.4343 |
|
0.618 |
1.4299 |
|
HIGH |
1.4228 |
|
0.618 |
1.4184 |
|
0.500 |
1.4171 |
|
0.382 |
1.4157 |
|
LOW |
1.4113 |
|
0.618 |
1.4042 |
|
1.000 |
1.3998 |
|
1.618 |
1.3927 |
|
2.618 |
1.3812 |
|
4.250 |
1.3624 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4171 |
1.4252 |
| PP |
1.4164 |
1.4218 |
| S1 |
1.4158 |
1.4185 |
|