CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4395 |
1.4346 |
-0.0049 |
-0.3% |
1.4170 |
| High |
1.4404 |
1.4454 |
0.0050 |
0.3% |
1.4408 |
| Low |
1.4360 |
1.4321 |
-0.0039 |
-0.3% |
1.4097 |
| Close |
1.4365 |
1.4424 |
0.0059 |
0.4% |
1.4371 |
| Range |
0.0044 |
0.0133 |
0.0089 |
202.3% |
0.0311 |
| ATR |
0.0100 |
0.0103 |
0.0002 |
2.3% |
0.0000 |
| Volume |
952 |
249 |
-703 |
-73.8% |
1,382 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4799 |
1.4744 |
1.4497 |
|
| R3 |
1.4666 |
1.4611 |
1.4461 |
|
| R2 |
1.4533 |
1.4533 |
1.4448 |
|
| R1 |
1.4478 |
1.4478 |
1.4436 |
1.4506 |
| PP |
1.4400 |
1.4400 |
1.4400 |
1.4413 |
| S1 |
1.4345 |
1.4345 |
1.4412 |
1.4373 |
| S2 |
1.4267 |
1.4267 |
1.4400 |
|
| S3 |
1.4134 |
1.4212 |
1.4387 |
|
| S4 |
1.4001 |
1.4079 |
1.4351 |
|
|
| 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 |
1.4454 |
1.4176 |
0.0278 |
1.9% |
0.0099 |
0.7% |
89% |
True |
False |
462 |
| 10 |
1.4454 |
1.4010 |
0.0444 |
3.1% |
0.0098 |
0.7% |
93% |
True |
False |
357 |
| 20 |
1.4454 |
1.3827 |
0.0627 |
4.3% |
0.0105 |
0.7% |
95% |
True |
False |
367 |
| 40 |
1.4454 |
1.3470 |
0.0984 |
6.8% |
0.0078 |
0.5% |
97% |
True |
False |
210 |
| 60 |
1.4454 |
1.3236 |
0.1218 |
8.4% |
0.0063 |
0.4% |
98% |
True |
False |
141 |
| 80 |
1.4454 |
1.2838 |
0.1616 |
11.2% |
0.0054 |
0.4% |
98% |
True |
False |
106 |
| 100 |
1.4454 |
1.2838 |
0.1616 |
11.2% |
0.0044 |
0.3% |
98% |
True |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5019 |
|
2.618 |
1.4802 |
|
1.618 |
1.4669 |
|
1.000 |
1.4587 |
|
0.618 |
1.4536 |
|
HIGH |
1.4454 |
|
0.618 |
1.4403 |
|
0.500 |
1.4388 |
|
0.382 |
1.4372 |
|
LOW |
1.4321 |
|
0.618 |
1.4239 |
|
1.000 |
1.4188 |
|
1.618 |
1.4106 |
|
2.618 |
1.3973 |
|
4.250 |
1.3756 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4412 |
1.4404 |
| PP |
1.4400 |
1.4384 |
| S1 |
1.4388 |
1.4365 |
|