CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4275 |
1.4395 |
0.0120 |
0.8% |
1.4170 |
| High |
1.4408 |
1.4404 |
-0.0004 |
0.0% |
1.4408 |
| Low |
1.4275 |
1.4360 |
0.0085 |
0.6% |
1.4097 |
| Close |
1.4371 |
1.4365 |
-0.0006 |
0.0% |
1.4371 |
| Range |
0.0133 |
0.0044 |
-0.0089 |
-66.9% |
0.0311 |
| ATR |
0.0105 |
0.0100 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
398 |
952 |
554 |
139.2% |
1,382 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4508 |
1.4481 |
1.4389 |
|
| R3 |
1.4464 |
1.4437 |
1.4377 |
|
| R2 |
1.4420 |
1.4420 |
1.4373 |
|
| R1 |
1.4393 |
1.4393 |
1.4369 |
1.4385 |
| PP |
1.4376 |
1.4376 |
1.4376 |
1.4372 |
| S1 |
1.4349 |
1.4349 |
1.4361 |
1.4341 |
| S2 |
1.4332 |
1.4332 |
1.4357 |
|
| S3 |
1.4288 |
1.4305 |
1.4353 |
|
| S4 |
1.4244 |
1.4261 |
1.4341 |
|
|
| 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% |
86% |
False |
False |
431 |
| 10 |
1.4408 |
1.3999 |
0.0409 |
2.8% |
0.0094 |
0.7% |
89% |
False |
False |
356 |
| 20 |
1.4408 |
1.3814 |
0.0594 |
4.1% |
0.0106 |
0.7% |
93% |
False |
False |
364 |
| 40 |
1.4408 |
1.3395 |
0.1013 |
7.1% |
0.0076 |
0.5% |
96% |
False |
False |
204 |
| 60 |
1.4408 |
1.3236 |
0.1172 |
8.2% |
0.0061 |
0.4% |
96% |
False |
False |
137 |
| 80 |
1.4408 |
1.2838 |
0.1570 |
10.9% |
0.0053 |
0.4% |
97% |
False |
False |
103 |
| 100 |
1.4408 |
1.2838 |
0.1570 |
10.9% |
0.0043 |
0.3% |
97% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4591 |
|
2.618 |
1.4519 |
|
1.618 |
1.4475 |
|
1.000 |
1.4448 |
|
0.618 |
1.4431 |
|
HIGH |
1.4404 |
|
0.618 |
1.4387 |
|
0.500 |
1.4382 |
|
0.382 |
1.4377 |
|
LOW |
1.4360 |
|
0.618 |
1.4333 |
|
1.000 |
1.4316 |
|
1.618 |
1.4289 |
|
2.618 |
1.4245 |
|
4.250 |
1.4173 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4382 |
1.4344 |
| PP |
1.4376 |
1.4322 |
| S1 |
1.4371 |
1.4301 |
|