CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4431 |
1.4415 |
-0.0016 |
-0.1% |
1.4217 |
| High |
1.4462 |
1.4500 |
0.0038 |
0.3% |
1.4468 |
| Low |
1.4400 |
1.4356 |
-0.0044 |
-0.3% |
1.4131 |
| Close |
1.4408 |
1.4466 |
0.0058 |
0.4% |
1.4414 |
| Range |
0.0062 |
0.0144 |
0.0082 |
132.3% |
0.0337 |
| ATR |
0.0123 |
0.0124 |
0.0002 |
1.2% |
0.0000 |
| Volume |
172,256 |
293,556 |
121,300 |
70.4% |
1,355,482 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4873 |
1.4813 |
1.4545 |
|
| R3 |
1.4729 |
1.4669 |
1.4506 |
|
| R2 |
1.4585 |
1.4585 |
1.4492 |
|
| R1 |
1.4525 |
1.4525 |
1.4479 |
1.4555 |
| PP |
1.4441 |
1.4441 |
1.4441 |
1.4456 |
| S1 |
1.4381 |
1.4381 |
1.4453 |
1.4411 |
| S2 |
1.4297 |
1.4297 |
1.4440 |
|
| S3 |
1.4153 |
1.4237 |
1.4426 |
|
| S4 |
1.4009 |
1.4093 |
1.4387 |
|
|
| 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 |
1.4500 |
1.4197 |
0.0303 |
2.1% |
0.0126 |
0.9% |
89% |
True |
False |
273,064 |
| 10 |
1.4500 |
1.4031 |
0.0469 |
3.2% |
0.0120 |
0.8% |
93% |
True |
False |
282,164 |
| 20 |
1.4500 |
1.3848 |
0.0652 |
4.5% |
0.0127 |
0.9% |
95% |
True |
False |
277,759 |
| 40 |
1.4500 |
1.3441 |
0.1059 |
7.3% |
0.0124 |
0.9% |
97% |
True |
False |
174,028 |
| 60 |
1.4500 |
1.3217 |
0.1283 |
8.9% |
0.0127 |
0.9% |
97% |
True |
False |
116,289 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0128 |
0.9% |
98% |
True |
False |
87,306 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0119 |
0.8% |
98% |
True |
False |
69,853 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0102 |
0.7% |
98% |
True |
False |
58,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5112 |
|
2.618 |
1.4877 |
|
1.618 |
1.4733 |
|
1.000 |
1.4644 |
|
0.618 |
1.4589 |
|
HIGH |
1.4500 |
|
0.618 |
1.4445 |
|
0.500 |
1.4428 |
|
0.382 |
1.4411 |
|
LOW |
1.4356 |
|
0.618 |
1.4267 |
|
1.000 |
1.4212 |
|
1.618 |
1.4123 |
|
2.618 |
1.3979 |
|
4.250 |
1.3744 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4453 |
1.4439 |
| PP |
1.4441 |
1.4412 |
| S1 |
1.4428 |
1.4385 |
|