CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4282 |
1.4431 |
0.0149 |
1.0% |
1.4217 |
| High |
1.4468 |
1.4462 |
-0.0006 |
0.0% |
1.4468 |
| Low |
1.4270 |
1.4400 |
0.0130 |
0.9% |
1.4131 |
| Close |
1.4414 |
1.4408 |
-0.0006 |
0.0% |
1.4414 |
| Range |
0.0198 |
0.0062 |
-0.0136 |
-68.7% |
0.0337 |
| ATR |
0.0128 |
0.0123 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
255,513 |
172,256 |
-83,257 |
-32.6% |
1,355,482 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4609 |
1.4571 |
1.4442 |
|
| R3 |
1.4547 |
1.4509 |
1.4425 |
|
| R2 |
1.4485 |
1.4485 |
1.4419 |
|
| R1 |
1.4447 |
1.4447 |
1.4414 |
1.4435 |
| PP |
1.4423 |
1.4423 |
1.4423 |
1.4418 |
| S1 |
1.4385 |
1.4385 |
1.4402 |
1.4373 |
| S2 |
1.4361 |
1.4361 |
1.4397 |
|
| S3 |
1.4299 |
1.4323 |
1.4391 |
|
| S4 |
1.4237 |
1.4261 |
1.4374 |
|
|
| 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% |
0.0116 |
0.8% |
82% |
False |
False |
265,540 |
| 10 |
1.4468 |
1.4026 |
0.0442 |
3.1% |
0.0116 |
0.8% |
86% |
False |
False |
280,285 |
| 20 |
1.4468 |
1.3836 |
0.0632 |
4.4% |
0.0128 |
0.9% |
91% |
False |
False |
281,922 |
| 40 |
1.4468 |
1.3411 |
0.1057 |
7.3% |
0.0123 |
0.9% |
94% |
False |
False |
166,715 |
| 60 |
1.4468 |
1.3217 |
0.1251 |
8.7% |
0.0127 |
0.9% |
95% |
False |
False |
111,415 |
| 80 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0127 |
0.9% |
96% |
False |
False |
83,640 |
| 100 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0118 |
0.8% |
96% |
False |
False |
66,917 |
| 120 |
1.4468 |
1.2864 |
0.1604 |
11.1% |
0.0101 |
0.7% |
96% |
False |
False |
55,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4726 |
|
2.618 |
1.4624 |
|
1.618 |
1.4562 |
|
1.000 |
1.4524 |
|
0.618 |
1.4500 |
|
HIGH |
1.4462 |
|
0.618 |
1.4438 |
|
0.500 |
1.4431 |
|
0.382 |
1.4424 |
|
LOW |
1.4400 |
|
0.618 |
1.4362 |
|
1.000 |
1.4338 |
|
1.618 |
1.4300 |
|
2.618 |
1.4238 |
|
4.250 |
1.4137 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4431 |
1.4387 |
| PP |
1.4423 |
1.4366 |
| S1 |
1.4416 |
1.4345 |
|