CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4757 |
1.4807 |
0.0050 |
0.3% |
1.4547 |
| High |
1.4864 |
1.4862 |
-0.0002 |
0.0% |
1.4864 |
| Low |
1.4755 |
1.4781 |
0.0026 |
0.2% |
1.4476 |
| Close |
1.4802 |
1.4820 |
0.0018 |
0.1% |
1.4820 |
| Range |
0.0109 |
0.0081 |
-0.0028 |
-25.7% |
0.0388 |
| ATR |
0.0143 |
0.0138 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
276,392 |
174,442 |
-101,950 |
-36.9% |
991,148 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5064 |
1.5023 |
1.4865 |
|
| R3 |
1.4983 |
1.4942 |
1.4842 |
|
| R2 |
1.4902 |
1.4902 |
1.4835 |
|
| R1 |
1.4861 |
1.4861 |
1.4827 |
1.4882 |
| PP |
1.4821 |
1.4821 |
1.4821 |
1.4831 |
| S1 |
1.4780 |
1.4780 |
1.4813 |
1.4801 |
| S2 |
1.4740 |
1.4740 |
1.4805 |
|
| S3 |
1.4659 |
1.4699 |
1.4798 |
|
| S4 |
1.4578 |
1.4618 |
1.4775 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5884 |
1.5740 |
1.5033 |
|
| R3 |
1.5496 |
1.5352 |
1.4927 |
|
| R2 |
1.5108 |
1.5108 |
1.4891 |
|
| R1 |
1.4964 |
1.4964 |
1.4856 |
1.5036 |
| PP |
1.4720 |
1.4720 |
1.4720 |
1.4756 |
| S1 |
1.4576 |
1.4576 |
1.4784 |
1.4648 |
| S2 |
1.4332 |
1.4332 |
1.4749 |
|
| S3 |
1.3944 |
1.4188 |
1.4713 |
|
| S4 |
1.3556 |
1.3800 |
1.4607 |
|
|
| 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% |
0.0124 |
0.8% |
89% |
False |
False |
198,229 |
| 10 |
1.4864 |
1.4137 |
0.0727 |
4.9% |
0.0151 |
1.0% |
94% |
False |
False |
247,664 |
| 20 |
1.4864 |
1.4041 |
0.0823 |
5.6% |
0.0138 |
0.9% |
95% |
False |
False |
262,637 |
| 40 |
1.4864 |
1.3733 |
0.1131 |
7.6% |
0.0131 |
0.9% |
96% |
False |
False |
249,210 |
| 60 |
1.4864 |
1.3411 |
0.1453 |
9.8% |
0.0129 |
0.9% |
97% |
False |
False |
166,706 |
| 80 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0132 |
0.9% |
98% |
False |
False |
125,208 |
| 100 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0129 |
0.9% |
98% |
False |
False |
100,197 |
| 120 |
1.4864 |
1.2864 |
0.2000 |
13.5% |
0.0115 |
0.8% |
98% |
False |
False |
83,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5206 |
|
2.618 |
1.5074 |
|
1.618 |
1.4993 |
|
1.000 |
1.4943 |
|
0.618 |
1.4912 |
|
HIGH |
1.4862 |
|
0.618 |
1.4831 |
|
0.500 |
1.4822 |
|
0.382 |
1.4812 |
|
LOW |
1.4781 |
|
0.618 |
1.4731 |
|
1.000 |
1.4700 |
|
1.618 |
1.4650 |
|
2.618 |
1.4569 |
|
4.250 |
1.4437 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4822 |
1.4793 |
| PP |
1.4821 |
1.4766 |
| S1 |
1.4821 |
1.4739 |
|