CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4200 |
1.4202 |
0.0002 |
0.0% |
1.4029 |
| High |
1.4226 |
1.4329 |
0.0103 |
0.7% |
1.4227 |
| Low |
1.4131 |
1.4197 |
0.0066 |
0.5% |
1.4000 |
| Close |
1.4205 |
1.4314 |
0.0109 |
0.8% |
1.4216 |
| Range |
0.0095 |
0.0132 |
0.0037 |
38.9% |
0.0227 |
| ATR |
0.0124 |
0.0124 |
0.0001 |
0.5% |
0.0000 |
| Volume |
255,932 |
311,481 |
55,549 |
21.7% |
1,502,474 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4676 |
1.4627 |
1.4387 |
|
| R3 |
1.4544 |
1.4495 |
1.4350 |
|
| R2 |
1.4412 |
1.4412 |
1.4338 |
|
| R1 |
1.4363 |
1.4363 |
1.4326 |
1.4388 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4292 |
| S1 |
1.4231 |
1.4231 |
1.4302 |
1.4256 |
| S2 |
1.4148 |
1.4148 |
1.4290 |
|
| S3 |
1.4016 |
1.4099 |
1.4278 |
|
| S4 |
1.3884 |
1.3967 |
1.4241 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4749 |
1.4341 |
|
| R3 |
1.4602 |
1.4522 |
1.4278 |
|
| R2 |
1.4375 |
1.4375 |
1.4258 |
|
| R1 |
1.4295 |
1.4295 |
1.4237 |
1.4335 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4168 |
| S1 |
1.4068 |
1.4068 |
1.4195 |
1.4108 |
| S2 |
1.3921 |
1.3921 |
1.4174 |
|
| S3 |
1.3694 |
1.3841 |
1.4154 |
|
| S4 |
1.3467 |
1.3614 |
1.4091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4329 |
1.4041 |
0.0288 |
2.0% |
0.0121 |
0.8% |
95% |
True |
False |
295,160 |
| 10 |
1.4329 |
1.4000 |
0.0329 |
2.3% |
0.0121 |
0.8% |
95% |
True |
False |
279,062 |
| 20 |
1.4329 |
1.3733 |
0.0596 |
4.2% |
0.0131 |
0.9% |
97% |
True |
False |
282,535 |
| 40 |
1.4329 |
1.3411 |
0.0918 |
6.4% |
0.0124 |
0.9% |
98% |
True |
False |
147,770 |
| 60 |
1.4329 |
1.2900 |
0.1429 |
10.0% |
0.0130 |
0.9% |
99% |
True |
False |
98,777 |
| 80 |
1.4329 |
1.2864 |
0.1465 |
10.2% |
0.0129 |
0.9% |
99% |
True |
False |
74,140 |
| 100 |
1.4329 |
1.2864 |
0.1465 |
10.2% |
0.0115 |
0.8% |
99% |
True |
False |
59,315 |
| 120 |
1.4329 |
1.2864 |
0.1465 |
10.2% |
0.0098 |
0.7% |
99% |
True |
False |
49,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4890 |
|
2.618 |
1.4675 |
|
1.618 |
1.4543 |
|
1.000 |
1.4461 |
|
0.618 |
1.4411 |
|
HIGH |
1.4329 |
|
0.618 |
1.4279 |
|
0.500 |
1.4263 |
|
0.382 |
1.4247 |
|
LOW |
1.4197 |
|
0.618 |
1.4115 |
|
1.000 |
1.4065 |
|
1.618 |
1.3983 |
|
2.618 |
1.3851 |
|
4.250 |
1.3636 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4297 |
1.4286 |
| PP |
1.4280 |
1.4258 |
| S1 |
1.4263 |
1.4230 |
|