CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4393 |
1.4440 |
0.0047 |
0.3% |
1.4395 |
| High |
1.4450 |
1.4440 |
-0.0010 |
-0.1% |
1.4459 |
| Low |
1.4307 |
1.4339 |
0.0032 |
0.2% |
1.4307 |
| Close |
1.4428 |
1.4373 |
-0.0055 |
-0.4% |
1.4373 |
| Range |
0.0143 |
0.0101 |
-0.0042 |
-29.4% |
0.0152 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
407 |
303 |
-104 |
-25.6% |
2,214 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4687 |
1.4631 |
1.4429 |
|
| R3 |
1.4586 |
1.4530 |
1.4401 |
|
| R2 |
1.4485 |
1.4485 |
1.4392 |
|
| R1 |
1.4429 |
1.4429 |
1.4382 |
1.4407 |
| PP |
1.4384 |
1.4384 |
1.4384 |
1.4373 |
| S1 |
1.4328 |
1.4328 |
1.4364 |
1.4306 |
| S2 |
1.4283 |
1.4283 |
1.4354 |
|
| S3 |
1.4182 |
1.4227 |
1.4345 |
|
| S4 |
1.4081 |
1.4126 |
1.4317 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4756 |
1.4457 |
|
| R3 |
1.4684 |
1.4604 |
1.4415 |
|
| R2 |
1.4532 |
1.4532 |
1.4401 |
|
| R1 |
1.4452 |
1.4452 |
1.4387 |
1.4416 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4362 |
| S1 |
1.4300 |
1.4300 |
1.4359 |
1.4264 |
| S2 |
1.4228 |
1.4228 |
1.4345 |
|
| S3 |
1.4076 |
1.4148 |
1.4331 |
|
| S4 |
1.3924 |
1.3996 |
1.4289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4459 |
1.4307 |
0.0152 |
1.1% |
0.0104 |
0.7% |
43% |
False |
False |
442 |
| 10 |
1.4459 |
1.4097 |
0.0362 |
2.5% |
0.0097 |
0.7% |
76% |
False |
False |
359 |
| 20 |
1.4459 |
1.3970 |
0.0489 |
3.4% |
0.0101 |
0.7% |
82% |
False |
False |
366 |
| 40 |
1.4459 |
1.3499 |
0.0960 |
6.7% |
0.0086 |
0.6% |
91% |
False |
False |
234 |
| 60 |
1.4459 |
1.3395 |
0.1064 |
7.4% |
0.0069 |
0.5% |
92% |
False |
False |
158 |
| 80 |
1.4459 |
1.2838 |
0.1621 |
11.3% |
0.0058 |
0.4% |
95% |
False |
False |
119 |
| 100 |
1.4459 |
1.2838 |
0.1621 |
11.3% |
0.0048 |
0.3% |
95% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4869 |
|
2.618 |
1.4704 |
|
1.618 |
1.4603 |
|
1.000 |
1.4541 |
|
0.618 |
1.4502 |
|
HIGH |
1.4440 |
|
0.618 |
1.4401 |
|
0.500 |
1.4390 |
|
0.382 |
1.4378 |
|
LOW |
1.4339 |
|
0.618 |
1.4277 |
|
1.000 |
1.4238 |
|
1.618 |
1.4176 |
|
2.618 |
1.4075 |
|
4.250 |
1.3910 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4390 |
1.4383 |
| PP |
1.4384 |
1.4380 |
| S1 |
1.4379 |
1.4376 |
|