CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4282 |
1.4454 |
0.0172 |
1.2% |
1.4395 |
| High |
1.4482 |
1.4584 |
0.0102 |
0.7% |
1.4459 |
| Low |
1.4282 |
1.4454 |
0.0172 |
1.2% |
1.4307 |
| Close |
1.4454 |
1.4512 |
0.0058 |
0.4% |
1.4373 |
| Range |
0.0200 |
0.0130 |
-0.0070 |
-35.0% |
0.0152 |
| ATR |
0.0124 |
0.0125 |
0.0000 |
0.3% |
0.0000 |
| Volume |
441 |
458 |
17 |
3.9% |
2,214 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4907 |
1.4839 |
1.4584 |
|
| R3 |
1.4777 |
1.4709 |
1.4548 |
|
| R2 |
1.4647 |
1.4647 |
1.4536 |
|
| R1 |
1.4579 |
1.4579 |
1.4524 |
1.4613 |
| PP |
1.4517 |
1.4517 |
1.4517 |
1.4534 |
| S1 |
1.4449 |
1.4449 |
1.4500 |
1.4483 |
| S2 |
1.4387 |
1.4387 |
1.4488 |
|
| S3 |
1.4257 |
1.4319 |
1.4476 |
|
| S4 |
1.4127 |
1.4189 |
1.4441 |
|
|
| 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 |
1.4584 |
1.4100 |
0.0484 |
3.3% |
0.0163 |
1.1% |
85% |
True |
False |
509 |
| 10 |
1.4584 |
1.4100 |
0.0484 |
3.3% |
0.0137 |
0.9% |
85% |
True |
False |
485 |
| 20 |
1.4584 |
1.3970 |
0.0614 |
4.2% |
0.0116 |
0.8% |
88% |
True |
False |
390 |
| 40 |
1.4584 |
1.3718 |
0.0866 |
6.0% |
0.0097 |
0.7% |
92% |
True |
False |
285 |
| 60 |
1.4584 |
1.3395 |
0.1189 |
8.2% |
0.0079 |
0.5% |
94% |
True |
False |
195 |
| 80 |
1.4584 |
1.2838 |
0.1746 |
12.0% |
0.0066 |
0.5% |
96% |
True |
False |
147 |
| 100 |
1.4584 |
1.2838 |
0.1746 |
12.0% |
0.0055 |
0.4% |
96% |
True |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5137 |
|
2.618 |
1.4924 |
|
1.618 |
1.4794 |
|
1.000 |
1.4714 |
|
0.618 |
1.4664 |
|
HIGH |
1.4584 |
|
0.618 |
1.4534 |
|
0.500 |
1.4519 |
|
0.382 |
1.4504 |
|
LOW |
1.4454 |
|
0.618 |
1.4374 |
|
1.000 |
1.4324 |
|
1.618 |
1.4244 |
|
2.618 |
1.4114 |
|
4.250 |
1.3902 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4519 |
1.4463 |
| PP |
1.4517 |
1.4415 |
| S1 |
1.4514 |
1.4366 |
|