CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4451 |
1.4393 |
-0.0058 |
-0.4% |
1.4170 |
| High |
1.4459 |
1.4450 |
-0.0009 |
-0.1% |
1.4408 |
| Low |
1.4360 |
1.4307 |
-0.0053 |
-0.4% |
1.4097 |
| Close |
1.4377 |
1.4428 |
0.0051 |
0.4% |
1.4371 |
| Range |
0.0099 |
0.0143 |
0.0044 |
44.4% |
0.0311 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
2.8% |
0.0000 |
| Volume |
303 |
407 |
104 |
34.3% |
1,382 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4824 |
1.4769 |
1.4507 |
|
| R3 |
1.4681 |
1.4626 |
1.4467 |
|
| R2 |
1.4538 |
1.4538 |
1.4454 |
|
| R1 |
1.4483 |
1.4483 |
1.4441 |
1.4511 |
| PP |
1.4395 |
1.4395 |
1.4395 |
1.4409 |
| S1 |
1.4340 |
1.4340 |
1.4415 |
1.4368 |
| S2 |
1.4252 |
1.4252 |
1.4402 |
|
| S3 |
1.4109 |
1.4197 |
1.4389 |
|
| S4 |
1.3966 |
1.4054 |
1.4349 |
|
|
| 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 |
1.4459 |
1.4275 |
0.0184 |
1.3% |
0.0110 |
0.8% |
83% |
False |
False |
461 |
| 10 |
1.4459 |
1.4013 |
0.0446 |
3.1% |
0.0105 |
0.7% |
93% |
False |
False |
352 |
| 20 |
1.4459 |
1.3941 |
0.0518 |
3.6% |
0.0106 |
0.7% |
94% |
False |
False |
360 |
| 40 |
1.4459 |
1.3499 |
0.0960 |
6.7% |
0.0084 |
0.6% |
97% |
False |
False |
227 |
| 60 |
1.4459 |
1.3395 |
0.1064 |
7.4% |
0.0067 |
0.5% |
97% |
False |
False |
153 |
| 80 |
1.4459 |
1.2838 |
0.1621 |
11.2% |
0.0057 |
0.4% |
98% |
False |
False |
115 |
| 100 |
1.4459 |
1.2838 |
0.1621 |
11.2% |
0.0047 |
0.3% |
98% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5058 |
|
2.618 |
1.4824 |
|
1.618 |
1.4681 |
|
1.000 |
1.4593 |
|
0.618 |
1.4538 |
|
HIGH |
1.4450 |
|
0.618 |
1.4395 |
|
0.500 |
1.4379 |
|
0.382 |
1.4362 |
|
LOW |
1.4307 |
|
0.618 |
1.4219 |
|
1.000 |
1.4164 |
|
1.618 |
1.4076 |
|
2.618 |
1.3933 |
|
4.250 |
1.3699 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4412 |
1.4413 |
| PP |
1.4395 |
1.4398 |
| S1 |
1.4379 |
1.4383 |
|