CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4183 |
1.4262 |
0.0079 |
0.6% |
1.3995 |
| High |
1.4290 |
1.4262 |
-0.0028 |
-0.2% |
1.4190 |
| Low |
1.4176 |
1.4193 |
0.0017 |
0.1% |
1.3970 |
| Close |
1.4275 |
1.4239 |
-0.0036 |
-0.3% |
1.4180 |
| Range |
0.0114 |
0.0069 |
-0.0045 |
-39.5% |
0.0220 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
288 |
424 |
136 |
47.2% |
1,487 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4438 |
1.4408 |
1.4277 |
|
| R3 |
1.4369 |
1.4339 |
1.4258 |
|
| R2 |
1.4300 |
1.4300 |
1.4252 |
|
| R1 |
1.4270 |
1.4270 |
1.4245 |
1.4251 |
| PP |
1.4231 |
1.4231 |
1.4231 |
1.4222 |
| S1 |
1.4201 |
1.4201 |
1.4233 |
1.4182 |
| S2 |
1.4162 |
1.4162 |
1.4226 |
|
| S3 |
1.4093 |
1.4132 |
1.4220 |
|
| S4 |
1.4024 |
1.4063 |
1.4201 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4773 |
1.4697 |
1.4301 |
|
| R3 |
1.4553 |
1.4477 |
1.4241 |
|
| R2 |
1.4333 |
1.4333 |
1.4220 |
|
| R1 |
1.4257 |
1.4257 |
1.4200 |
1.4295 |
| PP |
1.4113 |
1.4113 |
1.4113 |
1.4133 |
| S1 |
1.4037 |
1.4037 |
1.4160 |
1.4075 |
| S2 |
1.3893 |
1.3893 |
1.4140 |
|
| S3 |
1.3673 |
1.3817 |
1.4120 |
|
| S4 |
1.3453 |
1.3597 |
1.4059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4290 |
1.4013 |
0.0277 |
1.9% |
0.0099 |
0.7% |
82% |
False |
False |
243 |
| 10 |
1.4290 |
1.3970 |
0.0320 |
2.2% |
0.0096 |
0.7% |
84% |
False |
False |
296 |
| 20 |
1.4290 |
1.3775 |
0.0515 |
3.6% |
0.0105 |
0.7% |
90% |
False |
False |
311 |
| 40 |
1.4290 |
1.3395 |
0.0895 |
6.3% |
0.0075 |
0.5% |
94% |
False |
False |
170 |
| 60 |
1.4290 |
1.3020 |
0.1270 |
8.9% |
0.0061 |
0.4% |
96% |
False |
False |
115 |
| 80 |
1.4290 |
1.2838 |
0.1452 |
10.2% |
0.0052 |
0.4% |
96% |
False |
False |
87 |
| 100 |
1.4290 |
1.2838 |
0.1452 |
10.2% |
0.0041 |
0.3% |
96% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4555 |
|
2.618 |
1.4443 |
|
1.618 |
1.4374 |
|
1.000 |
1.4331 |
|
0.618 |
1.4305 |
|
HIGH |
1.4262 |
|
0.618 |
1.4236 |
|
0.500 |
1.4228 |
|
0.382 |
1.4219 |
|
LOW |
1.4193 |
|
0.618 |
1.4150 |
|
1.000 |
1.4124 |
|
1.618 |
1.4081 |
|
2.618 |
1.4012 |
|
4.250 |
1.3900 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4235 |
1.4224 |
| PP |
1.4231 |
1.4209 |
| S1 |
1.4228 |
1.4194 |
|