CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4183 |
0.0008 |
0.1% |
1.3995 |
| High |
1.4185 |
1.4290 |
0.0105 |
0.7% |
1.4190 |
| Low |
1.4097 |
1.4176 |
0.0079 |
0.6% |
1.3970 |
| Close |
1.4168 |
1.4275 |
0.0107 |
0.8% |
1.4180 |
| Range |
0.0088 |
0.0114 |
0.0026 |
29.5% |
0.0220 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.6% |
0.0000 |
| Volume |
93 |
288 |
195 |
209.7% |
1,487 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4589 |
1.4546 |
1.4338 |
|
| R3 |
1.4475 |
1.4432 |
1.4306 |
|
| R2 |
1.4361 |
1.4361 |
1.4296 |
|
| R1 |
1.4318 |
1.4318 |
1.4285 |
1.4340 |
| PP |
1.4247 |
1.4247 |
1.4247 |
1.4258 |
| S1 |
1.4204 |
1.4204 |
1.4265 |
1.4226 |
| S2 |
1.4133 |
1.4133 |
1.4254 |
|
| S3 |
1.4019 |
1.4090 |
1.4244 |
|
| S4 |
1.3905 |
1.3976 |
1.4212 |
|
|
| 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 |
1.4290 |
1.4013 |
0.0277 |
1.9% |
0.0105 |
0.7% |
95% |
True |
False |
241 |
| 10 |
1.4290 |
1.3970 |
0.0320 |
2.2% |
0.0103 |
0.7% |
95% |
True |
False |
274 |
| 20 |
1.4290 |
1.3720 |
0.0570 |
4.0% |
0.0105 |
0.7% |
97% |
True |
False |
291 |
| 40 |
1.4290 |
1.3395 |
0.0895 |
6.3% |
0.0074 |
0.5% |
98% |
True |
False |
160 |
| 60 |
1.4290 |
1.2929 |
0.1361 |
9.5% |
0.0060 |
0.4% |
99% |
True |
False |
108 |
| 80 |
1.4290 |
1.2838 |
0.1452 |
10.2% |
0.0051 |
0.4% |
99% |
True |
False |
81 |
| 100 |
1.4290 |
1.2838 |
0.1452 |
10.2% |
0.0041 |
0.3% |
99% |
True |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4775 |
|
2.618 |
1.4588 |
|
1.618 |
1.4474 |
|
1.000 |
1.4404 |
|
0.618 |
1.4360 |
|
HIGH |
1.4290 |
|
0.618 |
1.4246 |
|
0.500 |
1.4233 |
|
0.382 |
1.4220 |
|
LOW |
1.4176 |
|
0.618 |
1.4106 |
|
1.000 |
1.4062 |
|
1.618 |
1.3992 |
|
2.618 |
1.3878 |
|
4.250 |
1.3692 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4261 |
1.4248 |
| PP |
1.4247 |
1.4221 |
| S1 |
1.4233 |
1.4194 |
|