CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4496 |
1.4598 |
0.0102 |
0.7% |
1.4348 |
| High |
1.4593 |
1.4733 |
0.0140 |
1.0% |
1.4584 |
| Low |
1.4437 |
1.4571 |
0.0134 |
0.9% |
1.4100 |
| Close |
1.4572 |
1.4677 |
0.0105 |
0.7% |
1.4512 |
| Range |
0.0156 |
0.0162 |
0.0006 |
3.8% |
0.0484 |
| ATR |
0.0125 |
0.0127 |
0.0003 |
2.1% |
0.0000 |
| Volume |
256 |
781 |
525 |
205.1% |
2,245 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5146 |
1.5074 |
1.4766 |
|
| R3 |
1.4984 |
1.4912 |
1.4722 |
|
| R2 |
1.4822 |
1.4822 |
1.4707 |
|
| R1 |
1.4750 |
1.4750 |
1.4692 |
1.4786 |
| PP |
1.4660 |
1.4660 |
1.4660 |
1.4679 |
| S1 |
1.4588 |
1.4588 |
1.4662 |
1.4624 |
| S2 |
1.4498 |
1.4498 |
1.4647 |
|
| S3 |
1.4336 |
1.4426 |
1.4632 |
|
| S4 |
1.4174 |
1.4264 |
1.4588 |
|
|
| 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 |
1.4733 |
1.4282 |
0.0451 |
3.1% |
0.0148 |
1.0% |
88% |
True |
False |
484 |
| 10 |
1.4733 |
1.4100 |
0.0633 |
4.3% |
0.0147 |
1.0% |
91% |
True |
False |
478 |
| 20 |
1.4733 |
1.4010 |
0.0723 |
4.9% |
0.0122 |
0.8% |
92% |
True |
False |
417 |
| 40 |
1.4733 |
1.3720 |
0.1013 |
6.9% |
0.0107 |
0.7% |
94% |
True |
False |
323 |
| 60 |
1.4733 |
1.3395 |
0.1338 |
9.1% |
0.0085 |
0.6% |
96% |
True |
False |
220 |
| 80 |
1.4733 |
1.2838 |
0.1895 |
12.9% |
0.0071 |
0.5% |
97% |
True |
False |
166 |
| 100 |
1.4733 |
1.2838 |
0.1895 |
12.9% |
0.0059 |
0.4% |
97% |
True |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5422 |
|
2.618 |
1.5157 |
|
1.618 |
1.4995 |
|
1.000 |
1.4895 |
|
0.618 |
1.4833 |
|
HIGH |
1.4733 |
|
0.618 |
1.4671 |
|
0.500 |
1.4652 |
|
0.382 |
1.4633 |
|
LOW |
1.4571 |
|
0.618 |
1.4471 |
|
1.000 |
1.4409 |
|
1.618 |
1.4309 |
|
2.618 |
1.4147 |
|
4.250 |
1.3883 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4669 |
1.4646 |
| PP |
1.4660 |
1.4616 |
| S1 |
1.4652 |
1.4585 |
|