CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4170 |
1.4175 |
0.0005 |
0.0% |
1.3995 |
| High |
1.4195 |
1.4185 |
-0.0010 |
-0.1% |
1.4190 |
| Low |
1.4149 |
1.4097 |
-0.0052 |
-0.4% |
1.3970 |
| Close |
1.4161 |
1.4168 |
0.0007 |
0.0% |
1.4180 |
| Range |
0.0046 |
0.0088 |
0.0042 |
91.3% |
0.0220 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
179 |
93 |
-86 |
-48.0% |
1,487 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4414 |
1.4379 |
1.4216 |
|
| R3 |
1.4326 |
1.4291 |
1.4192 |
|
| R2 |
1.4238 |
1.4238 |
1.4184 |
|
| R1 |
1.4203 |
1.4203 |
1.4176 |
1.4177 |
| PP |
1.4150 |
1.4150 |
1.4150 |
1.4137 |
| S1 |
1.4115 |
1.4115 |
1.4160 |
1.4089 |
| S2 |
1.4062 |
1.4062 |
1.4152 |
|
| S3 |
1.3974 |
1.4027 |
1.4144 |
|
| S4 |
1.3886 |
1.3939 |
1.4120 |
|
|
| 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 |
1.4010 |
0.0185 |
1.3% |
0.0098 |
0.7% |
85% |
False |
False |
253 |
| 10 |
1.4195 |
1.3970 |
0.0225 |
1.6% |
0.0104 |
0.7% |
88% |
False |
False |
304 |
| 20 |
1.4195 |
1.3720 |
0.0475 |
3.4% |
0.0101 |
0.7% |
94% |
False |
False |
281 |
| 40 |
1.4195 |
1.3395 |
0.0800 |
5.6% |
0.0071 |
0.5% |
97% |
False |
False |
152 |
| 60 |
1.4195 |
1.2838 |
0.1357 |
9.6% |
0.0059 |
0.4% |
98% |
False |
False |
103 |
| 80 |
1.4195 |
1.2838 |
0.1357 |
9.6% |
0.0049 |
0.3% |
98% |
False |
False |
78 |
| 100 |
1.4195 |
1.2838 |
0.1357 |
9.6% |
0.0040 |
0.3% |
98% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4559 |
|
2.618 |
1.4415 |
|
1.618 |
1.4327 |
|
1.000 |
1.4273 |
|
0.618 |
1.4239 |
|
HIGH |
1.4185 |
|
0.618 |
1.4151 |
|
0.500 |
1.4141 |
|
0.382 |
1.4131 |
|
LOW |
1.4097 |
|
0.618 |
1.4043 |
|
1.000 |
1.4009 |
|
1.618 |
1.3955 |
|
2.618 |
1.3867 |
|
4.250 |
1.3723 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4159 |
1.4147 |
| PP |
1.4150 |
1.4125 |
| S1 |
1.4141 |
1.4104 |
|