CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4424 |
1.4468 |
0.0044 |
0.3% |
1.4431 |
| High |
1.4495 |
1.4484 |
-0.0011 |
-0.1% |
1.4500 |
| Low |
1.4345 |
1.4370 |
0.0025 |
0.2% |
1.4345 |
| Close |
1.4471 |
1.4416 |
-0.0055 |
-0.4% |
1.4416 |
| Range |
0.0150 |
0.0114 |
-0.0036 |
-24.0% |
0.0155 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
295,805 |
254,761 |
-41,044 |
-13.9% |
1,278,524 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4765 |
1.4705 |
1.4479 |
|
| R3 |
1.4651 |
1.4591 |
1.4447 |
|
| R2 |
1.4537 |
1.4537 |
1.4437 |
|
| R1 |
1.4477 |
1.4477 |
1.4426 |
1.4450 |
| PP |
1.4423 |
1.4423 |
1.4423 |
1.4410 |
| S1 |
1.4363 |
1.4363 |
1.4406 |
1.4336 |
| S2 |
1.4309 |
1.4309 |
1.4395 |
|
| S3 |
1.4195 |
1.4249 |
1.4385 |
|
| S4 |
1.4081 |
1.4135 |
1.4353 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4885 |
1.4806 |
1.4501 |
|
| R3 |
1.4730 |
1.4651 |
1.4459 |
|
| R2 |
1.4575 |
1.4575 |
1.4444 |
|
| R1 |
1.4496 |
1.4496 |
1.4430 |
1.4458 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4402 |
| S1 |
1.4341 |
1.4341 |
1.4402 |
1.4303 |
| S2 |
1.4265 |
1.4265 |
1.4388 |
|
| S3 |
1.4110 |
1.4186 |
1.4373 |
|
| S4 |
1.3955 |
1.4031 |
1.4331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4500 |
1.4345 |
0.0155 |
1.1% |
0.0116 |
0.8% |
46% |
False |
False |
255,704 |
| 10 |
1.4500 |
1.4131 |
0.0369 |
2.6% |
0.0117 |
0.8% |
77% |
False |
False |
263,400 |
| 20 |
1.4500 |
1.4000 |
0.0500 |
3.5% |
0.0119 |
0.8% |
83% |
False |
False |
270,555 |
| 40 |
1.4500 |
1.3510 |
0.0990 |
6.9% |
0.0126 |
0.9% |
92% |
False |
False |
194,294 |
| 60 |
1.4500 |
1.3411 |
0.1089 |
7.6% |
0.0125 |
0.9% |
92% |
False |
False |
129,787 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0127 |
0.9% |
95% |
False |
False |
97,460 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0122 |
0.8% |
95% |
False |
False |
77,980 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0105 |
0.7% |
95% |
False |
False |
64,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4969 |
|
2.618 |
1.4782 |
|
1.618 |
1.4668 |
|
1.000 |
1.4598 |
|
0.618 |
1.4554 |
|
HIGH |
1.4484 |
|
0.618 |
1.4440 |
|
0.500 |
1.4427 |
|
0.382 |
1.4414 |
|
LOW |
1.4370 |
|
0.618 |
1.4300 |
|
1.000 |
1.4256 |
|
1.618 |
1.4186 |
|
2.618 |
1.4072 |
|
4.250 |
1.3886 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4427 |
1.4423 |
| PP |
1.4423 |
1.4420 |
| S1 |
1.4420 |
1.4418 |
|