CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4314 |
1.4505 |
0.0191 |
1.3% |
1.4431 |
| High |
1.4532 |
1.4631 |
0.0099 |
0.7% |
1.4500 |
| Low |
1.4311 |
1.4487 |
0.0176 |
1.2% |
1.4345 |
| Close |
1.4497 |
1.4555 |
0.0058 |
0.4% |
1.4416 |
| Range |
0.0221 |
0.0144 |
-0.0077 |
-34.8% |
0.0155 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
0.1% |
0.0000 |
| Volume |
302,399 |
272,423 |
-29,976 |
-9.9% |
1,278,524 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4990 |
1.4916 |
1.4634 |
|
| R3 |
1.4846 |
1.4772 |
1.4595 |
|
| R2 |
1.4702 |
1.4702 |
1.4581 |
|
| R1 |
1.4628 |
1.4628 |
1.4568 |
1.4665 |
| PP |
1.4558 |
1.4558 |
1.4558 |
1.4576 |
| S1 |
1.4484 |
1.4484 |
1.4542 |
1.4521 |
| S2 |
1.4414 |
1.4414 |
1.4529 |
|
| S3 |
1.4270 |
1.4340 |
1.4515 |
|
| S4 |
1.4126 |
1.4196 |
1.4476 |
|
|
| 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 |
1.4631 |
1.4137 |
0.0494 |
3.4% |
0.0178 |
1.2% |
85% |
True |
False |
297,098 |
| 10 |
1.4631 |
1.4137 |
0.0494 |
3.4% |
0.0155 |
1.1% |
85% |
True |
False |
276,477 |
| 20 |
1.4631 |
1.4000 |
0.0631 |
4.3% |
0.0135 |
0.9% |
88% |
True |
False |
280,093 |
| 40 |
1.4631 |
1.3696 |
0.0935 |
6.4% |
0.0131 |
0.9% |
92% |
True |
False |
224,839 |
| 60 |
1.4631 |
1.3411 |
0.1220 |
8.4% |
0.0130 |
0.9% |
94% |
True |
False |
150,247 |
| 80 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0132 |
0.9% |
96% |
True |
False |
112,830 |
| 100 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0127 |
0.9% |
96% |
True |
False |
90,286 |
| 120 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0111 |
0.8% |
96% |
True |
False |
75,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5243 |
|
2.618 |
1.5008 |
|
1.618 |
1.4864 |
|
1.000 |
1.4775 |
|
0.618 |
1.4720 |
|
HIGH |
1.4631 |
|
0.618 |
1.4576 |
|
0.500 |
1.4559 |
|
0.382 |
1.4542 |
|
LOW |
1.4487 |
|
0.618 |
1.4398 |
|
1.000 |
1.4343 |
|
1.618 |
1.4254 |
|
2.618 |
1.4110 |
|
4.250 |
1.3875 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4559 |
1.4506 |
| PP |
1.4558 |
1.4457 |
| S1 |
1.4556 |
1.4409 |
|