CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4107 |
1.4170 |
0.0063 |
0.4% |
1.3995 |
| High |
1.4190 |
1.4195 |
0.0005 |
0.0% |
1.4190 |
| Low |
1.4013 |
1.4149 |
0.0136 |
1.0% |
1.3970 |
| Close |
1.4180 |
1.4161 |
-0.0019 |
-0.1% |
1.4180 |
| Range |
0.0177 |
0.0046 |
-0.0131 |
-74.0% |
0.0220 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
231 |
179 |
-52 |
-22.5% |
1,487 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4306 |
1.4280 |
1.4186 |
|
| R3 |
1.4260 |
1.4234 |
1.4174 |
|
| R2 |
1.4214 |
1.4214 |
1.4169 |
|
| R1 |
1.4188 |
1.4188 |
1.4165 |
1.4178 |
| PP |
1.4168 |
1.4168 |
1.4168 |
1.4164 |
| S1 |
1.4142 |
1.4142 |
1.4157 |
1.4132 |
| S2 |
1.4122 |
1.4122 |
1.4153 |
|
| S3 |
1.4076 |
1.4096 |
1.4148 |
|
| S4 |
1.4030 |
1.4050 |
1.4136 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4773 |
1.4697 |
1.4301 |
|
| R3 |
1.4553 |
1.4477 |
1.4241 |
|
| R2 |
1.4333 |
1.4333 |
1.4220 |
|
| R1 |
1.4257 |
1.4257 |
1.4200 |
1.4295 |
| PP |
1.4113 |
1.4113 |
1.4113 |
1.4133 |
| S1 |
1.4037 |
1.4037 |
1.4160 |
1.4075 |
| S2 |
1.3893 |
1.3893 |
1.4140 |
|
| S3 |
1.3673 |
1.3817 |
1.4120 |
|
| S4 |
1.3453 |
1.3597 |
1.4059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4195 |
1.3999 |
0.0196 |
1.4% |
0.0098 |
0.7% |
83% |
True |
False |
282 |
| 10 |
1.4195 |
1.3970 |
0.0225 |
1.6% |
0.0101 |
0.7% |
85% |
True |
False |
347 |
| 20 |
1.4195 |
1.3720 |
0.0475 |
3.4% |
0.0101 |
0.7% |
93% |
True |
False |
277 |
| 40 |
1.4195 |
1.3395 |
0.0800 |
5.6% |
0.0069 |
0.5% |
96% |
True |
False |
150 |
| 60 |
1.4195 |
1.2838 |
0.1357 |
9.6% |
0.0058 |
0.4% |
97% |
True |
False |
101 |
| 80 |
1.4195 |
1.2838 |
0.1357 |
9.6% |
0.0048 |
0.3% |
97% |
True |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4391 |
|
2.618 |
1.4315 |
|
1.618 |
1.4269 |
|
1.000 |
1.4241 |
|
0.618 |
1.4223 |
|
HIGH |
1.4195 |
|
0.618 |
1.4177 |
|
0.500 |
1.4172 |
|
0.382 |
1.4167 |
|
LOW |
1.4149 |
|
0.618 |
1.4121 |
|
1.000 |
1.4103 |
|
1.618 |
1.4075 |
|
2.618 |
1.4029 |
|
4.250 |
1.3954 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4172 |
1.4142 |
| PP |
1.4168 |
1.4123 |
| S1 |
1.4165 |
1.4104 |
|