CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4505 |
1.4547 |
0.0042 |
0.3% |
1.4399 |
| High |
1.4631 |
1.4609 |
-0.0022 |
-0.2% |
1.4631 |
| Low |
1.4487 |
1.4508 |
0.0021 |
0.1% |
1.4137 |
| Close |
1.4555 |
1.4567 |
0.0012 |
0.1% |
1.4555 |
| Range |
0.0144 |
0.0101 |
-0.0043 |
-29.9% |
0.0494 |
| ATR |
0.0142 |
0.0139 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
272,423 |
0 |
-272,423 |
-100.0% |
1,230,733 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4864 |
1.4817 |
1.4623 |
|
| R3 |
1.4763 |
1.4716 |
1.4595 |
|
| R2 |
1.4662 |
1.4662 |
1.4586 |
|
| R1 |
1.4615 |
1.4615 |
1.4576 |
1.4639 |
| PP |
1.4561 |
1.4561 |
1.4561 |
1.4573 |
| S1 |
1.4514 |
1.4514 |
1.4558 |
1.4538 |
| S2 |
1.4460 |
1.4460 |
1.4548 |
|
| S3 |
1.4359 |
1.4413 |
1.4539 |
|
| S4 |
1.4258 |
1.4312 |
1.4511 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5733 |
1.4827 |
|
| R3 |
1.5429 |
1.5239 |
1.4691 |
|
| R2 |
1.4935 |
1.4935 |
1.4646 |
|
| R1 |
1.4745 |
1.4745 |
1.4600 |
1.4840 |
| PP |
1.4441 |
1.4441 |
1.4441 |
1.4489 |
| S1 |
1.4251 |
1.4251 |
1.4510 |
1.4346 |
| S2 |
1.3947 |
1.3947 |
1.4464 |
|
| S3 |
1.3453 |
1.3757 |
1.4419 |
|
| S4 |
1.2959 |
1.3263 |
1.4283 |
|
|
| 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% |
0.0176 |
1.2% |
87% |
False |
False |
246,146 |
| 10 |
1.4631 |
1.4137 |
0.0494 |
3.4% |
0.0146 |
1.0% |
87% |
False |
False |
250,925 |
| 20 |
1.4631 |
1.4000 |
0.0631 |
4.3% |
0.0133 |
0.9% |
90% |
False |
False |
268,360 |
| 40 |
1.4631 |
1.3696 |
0.0935 |
6.4% |
0.0131 |
0.9% |
93% |
False |
False |
224,779 |
| 60 |
1.4631 |
1.3411 |
0.1220 |
8.4% |
0.0130 |
0.9% |
95% |
False |
False |
150,240 |
| 80 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0131 |
0.9% |
96% |
False |
False |
112,829 |
| 100 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0128 |
0.9% |
96% |
False |
False |
90,286 |
| 120 |
1.4631 |
1.2864 |
0.1767 |
12.1% |
0.0112 |
0.8% |
96% |
False |
False |
75,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5038 |
|
2.618 |
1.4873 |
|
1.618 |
1.4772 |
|
1.000 |
1.4710 |
|
0.618 |
1.4671 |
|
HIGH |
1.4609 |
|
0.618 |
1.4570 |
|
0.500 |
1.4559 |
|
0.382 |
1.4547 |
|
LOW |
1.4508 |
|
0.618 |
1.4446 |
|
1.000 |
1.4407 |
|
1.618 |
1.4345 |
|
2.618 |
1.4244 |
|
4.250 |
1.4079 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4564 |
1.4535 |
| PP |
1.4561 |
1.4503 |
| S1 |
1.4559 |
1.4471 |
|