CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4440 |
1.4348 |
-0.0092 |
-0.6% |
1.4395 |
| High |
1.4440 |
1.4348 |
-0.0092 |
-0.6% |
1.4459 |
| Low |
1.4339 |
1.4100 |
-0.0239 |
-1.7% |
1.4307 |
| Close |
1.4373 |
1.4174 |
-0.0199 |
-1.4% |
1.4373 |
| Range |
0.0101 |
0.0248 |
0.0147 |
145.5% |
0.0152 |
| ATR |
0.0105 |
0.0117 |
0.0012 |
11.4% |
0.0000 |
| Volume |
303 |
216 |
-87 |
-28.7% |
2,214 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4951 |
1.4811 |
1.4310 |
|
| R3 |
1.4703 |
1.4563 |
1.4242 |
|
| R2 |
1.4455 |
1.4455 |
1.4219 |
|
| R1 |
1.4315 |
1.4315 |
1.4197 |
1.4261 |
| PP |
1.4207 |
1.4207 |
1.4207 |
1.4181 |
| S1 |
1.4067 |
1.4067 |
1.4151 |
1.4013 |
| S2 |
1.3959 |
1.3959 |
1.4129 |
|
| S3 |
1.3711 |
1.3819 |
1.4106 |
|
| S4 |
1.3463 |
1.3571 |
1.4038 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4756 |
1.4457 |
|
| R3 |
1.4684 |
1.4604 |
1.4415 |
|
| R2 |
1.4532 |
1.4532 |
1.4401 |
|
| R1 |
1.4452 |
1.4452 |
1.4387 |
1.4416 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4362 |
| S1 |
1.4300 |
1.4300 |
1.4359 |
1.4264 |
| S2 |
1.4228 |
1.4228 |
1.4345 |
|
| S3 |
1.4076 |
1.4148 |
1.4331 |
|
| S4 |
1.3924 |
1.3996 |
1.4289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4459 |
1.4100 |
0.0359 |
2.5% |
0.0145 |
1.0% |
21% |
False |
True |
295 |
| 10 |
1.4459 |
1.4097 |
0.0362 |
2.6% |
0.0117 |
0.8% |
21% |
False |
False |
363 |
| 20 |
1.4459 |
1.3970 |
0.0489 |
3.4% |
0.0109 |
0.8% |
42% |
False |
False |
355 |
| 40 |
1.4459 |
1.3587 |
0.0872 |
6.2% |
0.0087 |
0.6% |
67% |
False |
False |
238 |
| 60 |
1.4459 |
1.3395 |
0.1064 |
7.5% |
0.0072 |
0.5% |
73% |
False |
False |
161 |
| 80 |
1.4459 |
1.2838 |
0.1621 |
11.4% |
0.0061 |
0.4% |
82% |
False |
False |
122 |
| 100 |
1.4459 |
1.2838 |
0.1621 |
11.4% |
0.0050 |
0.4% |
82% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5402 |
|
2.618 |
1.4997 |
|
1.618 |
1.4749 |
|
1.000 |
1.4596 |
|
0.618 |
1.4501 |
|
HIGH |
1.4348 |
|
0.618 |
1.4253 |
|
0.500 |
1.4224 |
|
0.382 |
1.4195 |
|
LOW |
1.4100 |
|
0.618 |
1.3947 |
|
1.000 |
1.3852 |
|
1.618 |
1.3699 |
|
2.618 |
1.3451 |
|
4.250 |
1.3046 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4224 |
1.4275 |
| PP |
1.4207 |
1.4241 |
| S1 |
1.4191 |
1.4208 |
|