CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4629 |
1.4757 |
0.0128 |
0.9% |
1.4399 |
| High |
1.4777 |
1.4864 |
0.0087 |
0.6% |
1.4631 |
| Low |
1.4614 |
1.4755 |
0.0141 |
1.0% |
1.4137 |
| Close |
1.4721 |
1.4802 |
0.0081 |
0.6% |
1.4555 |
| Range |
0.0163 |
0.0109 |
-0.0054 |
-33.1% |
0.0494 |
| ATR |
0.0143 |
0.0143 |
0.0000 |
0.0% |
0.0000 |
| Volume |
302,247 |
276,392 |
-25,855 |
-8.6% |
1,230,733 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5134 |
1.5077 |
1.4862 |
|
| R3 |
1.5025 |
1.4968 |
1.4832 |
|
| R2 |
1.4916 |
1.4916 |
1.4822 |
|
| R1 |
1.4859 |
1.4859 |
1.4812 |
1.4888 |
| PP |
1.4807 |
1.4807 |
1.4807 |
1.4821 |
| S1 |
1.4750 |
1.4750 |
1.4792 |
1.4779 |
| S2 |
1.4698 |
1.4698 |
1.4782 |
|
| S3 |
1.4589 |
1.4641 |
1.4772 |
|
| S4 |
1.4480 |
1.4532 |
1.4742 |
|
|
| 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 |
1.4864 |
1.4476 |
0.0388 |
2.6% |
0.0136 |
0.9% |
84% |
True |
False |
217,825 |
| 10 |
1.4864 |
1.4137 |
0.0727 |
4.9% |
0.0158 |
1.1% |
91% |
True |
False |
259,800 |
| 20 |
1.4864 |
1.4041 |
0.0823 |
5.6% |
0.0140 |
0.9% |
92% |
True |
False |
269,489 |
| 40 |
1.4864 |
1.3733 |
0.1131 |
7.6% |
0.0132 |
0.9% |
95% |
True |
False |
245,023 |
| 60 |
1.4864 |
1.3411 |
0.1453 |
9.8% |
0.0129 |
0.9% |
96% |
True |
False |
163,811 |
| 80 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0133 |
0.9% |
97% |
True |
False |
123,030 |
| 100 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0128 |
0.9% |
97% |
True |
False |
98,452 |
| 120 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0116 |
0.8% |
97% |
True |
False |
82,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5327 |
|
2.618 |
1.5149 |
|
1.618 |
1.5040 |
|
1.000 |
1.4973 |
|
0.618 |
1.4931 |
|
HIGH |
1.4864 |
|
0.618 |
1.4822 |
|
0.500 |
1.4810 |
|
0.382 |
1.4797 |
|
LOW |
1.4755 |
|
0.618 |
1.4688 |
|
1.000 |
1.4646 |
|
1.618 |
1.4579 |
|
2.618 |
1.4470 |
|
4.250 |
1.4292 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4810 |
1.4758 |
| PP |
1.4807 |
1.4714 |
| S1 |
1.4805 |
1.4670 |
|