CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4562 |
1.4629 |
0.0067 |
0.5% |
1.4399 |
| High |
1.4640 |
1.4777 |
0.0137 |
0.9% |
1.4631 |
| Low |
1.4476 |
1.4614 |
0.0138 |
1.0% |
1.4137 |
| Close |
1.4614 |
1.4721 |
0.0107 |
0.7% |
1.4555 |
| Range |
0.0164 |
0.0163 |
-0.0001 |
-0.6% |
0.0494 |
| ATR |
0.0141 |
0.0143 |
0.0002 |
1.1% |
0.0000 |
| Volume |
238,067 |
302,247 |
64,180 |
27.0% |
1,230,733 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5193 |
1.5120 |
1.4811 |
|
| R3 |
1.5030 |
1.4957 |
1.4766 |
|
| R2 |
1.4867 |
1.4867 |
1.4751 |
|
| R1 |
1.4794 |
1.4794 |
1.4736 |
1.4831 |
| PP |
1.4704 |
1.4704 |
1.4704 |
1.4722 |
| S1 |
1.4631 |
1.4631 |
1.4706 |
1.4668 |
| S2 |
1.4541 |
1.4541 |
1.4691 |
|
| S3 |
1.4378 |
1.4468 |
1.4676 |
|
| S4 |
1.4215 |
1.4305 |
1.4631 |
|
|
| 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 |
1.4777 |
1.4311 |
0.0466 |
3.2% |
0.0159 |
1.1% |
88% |
True |
False |
223,027 |
| 10 |
1.4777 |
1.4137 |
0.0640 |
4.3% |
0.0158 |
1.1% |
91% |
True |
False |
258,375 |
| 20 |
1.4777 |
1.4031 |
0.0746 |
5.1% |
0.0139 |
0.9% |
92% |
True |
False |
270,270 |
| 40 |
1.4777 |
1.3729 |
0.1048 |
7.1% |
0.0133 |
0.9% |
95% |
True |
False |
238,175 |
| 60 |
1.4777 |
1.3411 |
0.1366 |
9.3% |
0.0129 |
0.9% |
96% |
True |
False |
159,209 |
| 80 |
1.4777 |
1.2864 |
0.1913 |
13.0% |
0.0133 |
0.9% |
97% |
True |
False |
119,579 |
| 100 |
1.4777 |
1.2864 |
0.1913 |
13.0% |
0.0129 |
0.9% |
97% |
True |
False |
95,689 |
| 120 |
1.4777 |
1.2864 |
0.1913 |
13.0% |
0.0115 |
0.8% |
97% |
True |
False |
79,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5470 |
|
2.618 |
1.5204 |
|
1.618 |
1.5041 |
|
1.000 |
1.4940 |
|
0.618 |
1.4878 |
|
HIGH |
1.4777 |
|
0.618 |
1.4715 |
|
0.500 |
1.4696 |
|
0.382 |
1.4676 |
|
LOW |
1.4614 |
|
0.618 |
1.4513 |
|
1.000 |
1.4451 |
|
1.618 |
1.4350 |
|
2.618 |
1.4187 |
|
4.250 |
1.3921 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4713 |
1.4690 |
| PP |
1.4704 |
1.4658 |
| S1 |
1.4696 |
1.4627 |
|