CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4454 |
1.4504 |
0.0050 |
0.3% |
1.4348 |
| High |
1.4584 |
1.4560 |
-0.0024 |
-0.2% |
1.4584 |
| Low |
1.4454 |
1.4469 |
0.0015 |
0.1% |
1.4100 |
| Close |
1.4512 |
1.4525 |
0.0013 |
0.1% |
1.4512 |
| Range |
0.0130 |
0.0091 |
-0.0039 |
-30.0% |
0.0484 |
| ATR |
0.0125 |
0.0122 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
458 |
488 |
30 |
6.6% |
2,245 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4791 |
1.4749 |
1.4575 |
|
| R3 |
1.4700 |
1.4658 |
1.4550 |
|
| R2 |
1.4609 |
1.4609 |
1.4542 |
|
| R1 |
1.4567 |
1.4567 |
1.4533 |
1.4588 |
| PP |
1.4518 |
1.4518 |
1.4518 |
1.4529 |
| S1 |
1.4476 |
1.4476 |
1.4517 |
1.4497 |
| S2 |
1.4427 |
1.4427 |
1.4508 |
|
| S3 |
1.4336 |
1.4385 |
1.4500 |
|
| S4 |
1.4245 |
1.4294 |
1.4475 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5851 |
1.5665 |
1.4778 |
|
| R3 |
1.5367 |
1.5181 |
1.4645 |
|
| R2 |
1.4883 |
1.4883 |
1.4601 |
|
| R1 |
1.4697 |
1.4697 |
1.4556 |
1.4790 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4445 |
| S1 |
1.4213 |
1.4213 |
1.4468 |
1.4306 |
| S2 |
1.3915 |
1.3915 |
1.4423 |
|
| S3 |
1.3431 |
1.3729 |
1.4379 |
|
| S4 |
1.2947 |
1.3245 |
1.4246 |
|
|
| 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% |
0.0161 |
1.1% |
88% |
False |
False |
546 |
| 10 |
1.4584 |
1.4100 |
0.0484 |
3.3% |
0.0133 |
0.9% |
88% |
False |
False |
494 |
| 20 |
1.4584 |
1.3970 |
0.0614 |
4.2% |
0.0115 |
0.8% |
90% |
False |
False |
390 |
| 40 |
1.4584 |
1.3720 |
0.0864 |
5.9% |
0.0100 |
0.7% |
93% |
False |
False |
297 |
| 60 |
1.4584 |
1.3395 |
0.1189 |
8.2% |
0.0081 |
0.6% |
95% |
False |
False |
203 |
| 80 |
1.4584 |
1.2838 |
0.1746 |
12.0% |
0.0067 |
0.5% |
97% |
False |
False |
153 |
| 100 |
1.4584 |
1.2838 |
0.1746 |
12.0% |
0.0056 |
0.4% |
97% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4947 |
|
2.618 |
1.4798 |
|
1.618 |
1.4707 |
|
1.000 |
1.4651 |
|
0.618 |
1.4616 |
|
HIGH |
1.4560 |
|
0.618 |
1.4525 |
|
0.500 |
1.4515 |
|
0.382 |
1.4504 |
|
LOW |
1.4469 |
|
0.618 |
1.4413 |
|
1.000 |
1.4378 |
|
1.618 |
1.4322 |
|
2.618 |
1.4231 |
|
4.250 |
1.4082 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4522 |
1.4494 |
| PP |
1.4518 |
1.4464 |
| S1 |
1.4515 |
1.4433 |
|