CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4309 |
1.4282 |
-0.0027 |
-0.2% |
1.4217 |
| High |
1.4316 |
1.4468 |
0.0152 |
1.1% |
1.4468 |
| Low |
1.4222 |
1.4270 |
0.0048 |
0.3% |
1.4131 |
| Close |
1.4278 |
1.4414 |
0.0136 |
1.0% |
1.4414 |
| Range |
0.0094 |
0.0198 |
0.0104 |
110.6% |
0.0337 |
| ATR |
0.0122 |
0.0128 |
0.0005 |
4.4% |
0.0000 |
| Volume |
332,518 |
255,513 |
-77,005 |
-23.2% |
1,355,482 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4978 |
1.4894 |
1.4523 |
|
| R3 |
1.4780 |
1.4696 |
1.4468 |
|
| R2 |
1.4582 |
1.4582 |
1.4450 |
|
| R1 |
1.4498 |
1.4498 |
1.4432 |
1.4540 |
| PP |
1.4384 |
1.4384 |
1.4384 |
1.4405 |
| S1 |
1.4300 |
1.4300 |
1.4396 |
1.4342 |
| S2 |
1.4186 |
1.4186 |
1.4378 |
|
| S3 |
1.3988 |
1.4102 |
1.4360 |
|
| S4 |
1.3790 |
1.3904 |
1.4305 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5349 |
1.5218 |
1.4599 |
|
| R3 |
1.5012 |
1.4881 |
1.4507 |
|
| R2 |
1.4675 |
1.4675 |
1.4476 |
|
| R1 |
1.4544 |
1.4544 |
1.4445 |
1.4610 |
| PP |
1.4338 |
1.4338 |
1.4338 |
1.4370 |
| S1 |
1.4207 |
1.4207 |
1.4383 |
1.4273 |
| S2 |
1.4001 |
1.4001 |
1.4352 |
|
| S3 |
1.3664 |
1.3870 |
1.4321 |
|
| S4 |
1.3327 |
1.3533 |
1.4229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4468 |
1.4131 |
0.0337 |
2.3% |
0.0119 |
0.8% |
84% |
True |
False |
271,096 |
| 10 |
1.4468 |
1.4000 |
0.0468 |
3.2% |
0.0120 |
0.8% |
88% |
True |
False |
285,795 |
| 20 |
1.4468 |
1.3836 |
0.0632 |
4.4% |
0.0130 |
0.9% |
91% |
True |
False |
286,906 |
| 40 |
1.4468 |
1.3411 |
0.1057 |
7.3% |
0.0125 |
0.9% |
95% |
True |
False |
162,432 |
| 60 |
1.4468 |
1.3083 |
0.1385 |
9.6% |
0.0131 |
0.9% |
96% |
True |
False |
108,564 |
| 80 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0128 |
0.9% |
97% |
True |
False |
81,488 |
| 100 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0117 |
0.8% |
97% |
True |
False |
65,195 |
| 120 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0100 |
0.7% |
97% |
True |
False |
54,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5310 |
|
2.618 |
1.4986 |
|
1.618 |
1.4788 |
|
1.000 |
1.4666 |
|
0.618 |
1.4590 |
|
HIGH |
1.4468 |
|
0.618 |
1.4392 |
|
0.500 |
1.4369 |
|
0.382 |
1.4346 |
|
LOW |
1.4270 |
|
0.618 |
1.4148 |
|
1.000 |
1.4072 |
|
1.618 |
1.3950 |
|
2.618 |
1.3752 |
|
4.250 |
1.3429 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4399 |
1.4387 |
| PP |
1.4384 |
1.4360 |
| S1 |
1.4369 |
1.4333 |
|