CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4598 |
1.4719 |
0.0121 |
0.8% |
1.4348 |
| High |
1.4733 |
1.4813 |
0.0080 |
0.5% |
1.4584 |
| Low |
1.4571 |
1.4710 |
0.0139 |
1.0% |
1.4100 |
| Close |
1.4677 |
1.4756 |
0.0079 |
0.5% |
1.4512 |
| Range |
0.0162 |
0.0103 |
-0.0059 |
-36.4% |
0.0484 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.5% |
0.0000 |
| Volume |
781 |
734 |
-47 |
-6.0% |
2,245 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5069 |
1.5015 |
1.4813 |
|
| R3 |
1.4966 |
1.4912 |
1.4784 |
|
| R2 |
1.4863 |
1.4863 |
1.4775 |
|
| R1 |
1.4809 |
1.4809 |
1.4765 |
1.4836 |
| PP |
1.4760 |
1.4760 |
1.4760 |
1.4773 |
| S1 |
1.4706 |
1.4706 |
1.4747 |
1.4733 |
| S2 |
1.4657 |
1.4657 |
1.4737 |
|
| S3 |
1.4554 |
1.4603 |
1.4728 |
|
| S4 |
1.4451 |
1.4500 |
1.4699 |
|
|
| 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 |
1.4813 |
1.4437 |
0.0376 |
2.5% |
0.0128 |
0.9% |
85% |
True |
False |
543 |
| 10 |
1.4813 |
1.4100 |
0.0713 |
4.8% |
0.0147 |
1.0% |
92% |
True |
False |
521 |
| 20 |
1.4813 |
1.4013 |
0.0800 |
5.4% |
0.0124 |
0.8% |
93% |
True |
False |
437 |
| 40 |
1.4813 |
1.3720 |
0.1093 |
7.4% |
0.0108 |
0.7% |
95% |
True |
False |
341 |
| 60 |
1.4813 |
1.3395 |
0.1418 |
9.6% |
0.0084 |
0.6% |
96% |
True |
False |
232 |
| 80 |
1.4813 |
1.2838 |
0.1975 |
13.4% |
0.0071 |
0.5% |
97% |
True |
False |
175 |
| 100 |
1.4813 |
1.2838 |
0.1975 |
13.4% |
0.0060 |
0.4% |
97% |
True |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5251 |
|
2.618 |
1.5083 |
|
1.618 |
1.4980 |
|
1.000 |
1.4916 |
|
0.618 |
1.4877 |
|
HIGH |
1.4813 |
|
0.618 |
1.4774 |
|
0.500 |
1.4762 |
|
0.382 |
1.4749 |
|
LOW |
1.4710 |
|
0.618 |
1.4646 |
|
1.000 |
1.4607 |
|
1.618 |
1.4543 |
|
2.618 |
1.4440 |
|
4.250 |
1.4272 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4762 |
1.4712 |
| PP |
1.4760 |
1.4669 |
| S1 |
1.4758 |
1.4625 |
|