CME Euro FX (E) Future March 2012
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4225 |
1.4277 |
0.0052 |
0.4% |
1.4291 |
| High |
1.4225 |
1.4300 |
0.0075 |
0.5% |
1.4400 |
| Low |
1.4225 |
1.4257 |
0.0032 |
0.2% |
1.4225 |
| Close |
1.4225 |
1.4284 |
0.0059 |
0.4% |
1.4284 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0175 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4409 |
1.4390 |
1.4308 |
|
| R3 |
1.4366 |
1.4347 |
1.4296 |
|
| R2 |
1.4323 |
1.4323 |
1.4292 |
|
| R1 |
1.4304 |
1.4304 |
1.4288 |
1.4314 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4285 |
| S1 |
1.4261 |
1.4261 |
1.4280 |
1.4271 |
| S2 |
1.4237 |
1.4237 |
1.4276 |
|
| S3 |
1.4194 |
1.4218 |
1.4272 |
|
| S4 |
1.4151 |
1.4175 |
1.4260 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4828 |
1.4731 |
1.4380 |
|
| R3 |
1.4653 |
1.4556 |
1.4332 |
|
| R2 |
1.4478 |
1.4478 |
1.4316 |
|
| R1 |
1.4381 |
1.4381 |
1.4300 |
1.4342 |
| PP |
1.4303 |
1.4303 |
1.4303 |
1.4284 |
| S1 |
1.4206 |
1.4206 |
1.4268 |
1.4167 |
| S2 |
1.4128 |
1.4128 |
1.4252 |
|
| S3 |
1.3953 |
1.4031 |
1.4236 |
|
| S4 |
1.3778 |
1.3856 |
1.4188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4400 |
1.4225 |
0.0175 |
1.2% |
0.0032 |
0.2% |
34% |
False |
False |
3 |
| 10 |
1.4400 |
1.4026 |
0.0374 |
2.6% |
0.0030 |
0.2% |
69% |
False |
False |
2 |
| 20 |
1.4400 |
1.3830 |
0.0570 |
4.0% |
0.0034 |
0.2% |
80% |
False |
False |
3 |
| 40 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0028 |
0.2% |
63% |
False |
False |
2 |
| 60 |
1.4556 |
1.3830 |
0.0726 |
5.1% |
0.0020 |
0.1% |
63% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4483 |
|
2.618 |
1.4413 |
|
1.618 |
1.4370 |
|
1.000 |
1.4343 |
|
0.618 |
1.4327 |
|
HIGH |
1.4300 |
|
0.618 |
1.4284 |
|
0.500 |
1.4279 |
|
0.382 |
1.4273 |
|
LOW |
1.4257 |
|
0.618 |
1.4230 |
|
1.000 |
1.4214 |
|
1.618 |
1.4187 |
|
2.618 |
1.4144 |
|
4.250 |
1.4074 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4282 |
1.4303 |
| PP |
1.4280 |
1.4296 |
| S1 |
1.4279 |
1.4290 |
|