CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4262 |
1.4275 |
0.0013 |
0.1% |
1.4170 |
| High |
1.4262 |
1.4408 |
0.0146 |
1.0% |
1.4408 |
| Low |
1.4193 |
1.4275 |
0.0082 |
0.6% |
1.4097 |
| Close |
1.4239 |
1.4371 |
0.0132 |
0.9% |
1.4371 |
| Range |
0.0069 |
0.0133 |
0.0064 |
92.8% |
0.0311 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
5.0% |
0.0000 |
| Volume |
424 |
398 |
-26 |
-6.1% |
1,382 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4750 |
1.4694 |
1.4444 |
|
| R3 |
1.4617 |
1.4561 |
1.4408 |
|
| R2 |
1.4484 |
1.4484 |
1.4395 |
|
| R1 |
1.4428 |
1.4428 |
1.4383 |
1.4456 |
| PP |
1.4351 |
1.4351 |
1.4351 |
1.4366 |
| S1 |
1.4295 |
1.4295 |
1.4359 |
1.4323 |
| S2 |
1.4218 |
1.4218 |
1.4347 |
|
| S3 |
1.4085 |
1.4162 |
1.4334 |
|
| S4 |
1.3952 |
1.4029 |
1.4298 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5225 |
1.5109 |
1.4542 |
|
| R3 |
1.4914 |
1.4798 |
1.4457 |
|
| R2 |
1.4603 |
1.4603 |
1.4428 |
|
| R1 |
1.4487 |
1.4487 |
1.4400 |
1.4545 |
| PP |
1.4292 |
1.4292 |
1.4292 |
1.4321 |
| S1 |
1.4176 |
1.4176 |
1.4342 |
1.4234 |
| S2 |
1.3981 |
1.3981 |
1.4314 |
|
| S3 |
1.3670 |
1.3865 |
1.4285 |
|
| S4 |
1.3359 |
1.3554 |
1.4200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4408 |
1.4097 |
0.0311 |
2.2% |
0.0090 |
0.6% |
88% |
True |
False |
276 |
| 10 |
1.4408 |
1.3970 |
0.0438 |
3.0% |
0.0098 |
0.7% |
92% |
True |
False |
286 |
| 20 |
1.4408 |
1.3814 |
0.0594 |
4.1% |
0.0108 |
0.7% |
94% |
True |
False |
324 |
| 40 |
1.4408 |
1.3395 |
0.1013 |
7.0% |
0.0076 |
0.5% |
96% |
True |
False |
180 |
| 60 |
1.4408 |
1.3153 |
0.1255 |
8.7% |
0.0062 |
0.4% |
97% |
True |
False |
121 |
| 80 |
1.4408 |
1.2838 |
0.1570 |
10.9% |
0.0052 |
0.4% |
98% |
True |
False |
92 |
| 100 |
1.4408 |
1.2838 |
0.1570 |
10.9% |
0.0043 |
0.3% |
98% |
True |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4973 |
|
2.618 |
1.4756 |
|
1.618 |
1.4623 |
|
1.000 |
1.4541 |
|
0.618 |
1.4490 |
|
HIGH |
1.4408 |
|
0.618 |
1.4357 |
|
0.500 |
1.4342 |
|
0.382 |
1.4326 |
|
LOW |
1.4275 |
|
0.618 |
1.4193 |
|
1.000 |
1.4142 |
|
1.618 |
1.4060 |
|
2.618 |
1.3927 |
|
4.250 |
1.3710 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4361 |
1.4345 |
| PP |
1.4351 |
1.4318 |
| S1 |
1.4342 |
1.4292 |
|