CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4719 |
1.4780 |
0.0061 |
0.4% |
1.4504 |
| High |
1.4813 |
1.4808 |
-0.0005 |
0.0% |
1.4813 |
| Low |
1.4710 |
1.4738 |
0.0028 |
0.2% |
1.4437 |
| Close |
1.4756 |
1.4774 |
0.0018 |
0.1% |
1.4774 |
| Range |
0.0103 |
0.0070 |
-0.0033 |
-32.0% |
0.0376 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
734 |
915 |
181 |
24.7% |
3,174 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4983 |
1.4949 |
1.4813 |
|
| R3 |
1.4913 |
1.4879 |
1.4793 |
|
| R2 |
1.4843 |
1.4843 |
1.4787 |
|
| R1 |
1.4809 |
1.4809 |
1.4780 |
1.4791 |
| PP |
1.4773 |
1.4773 |
1.4773 |
1.4765 |
| S1 |
1.4739 |
1.4739 |
1.4768 |
1.4721 |
| S2 |
1.4703 |
1.4703 |
1.4761 |
|
| S3 |
1.4633 |
1.4669 |
1.4755 |
|
| S4 |
1.4563 |
1.4599 |
1.4736 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5664 |
1.4981 |
|
| R3 |
1.5427 |
1.5288 |
1.4877 |
|
| R2 |
1.5051 |
1.5051 |
1.4843 |
|
| R1 |
1.4912 |
1.4912 |
1.4808 |
1.4982 |
| PP |
1.4675 |
1.4675 |
1.4675 |
1.4709 |
| S1 |
1.4536 |
1.4536 |
1.4740 |
1.4606 |
| S2 |
1.4299 |
1.4299 |
1.4705 |
|
| S3 |
1.3923 |
1.4160 |
1.4671 |
|
| S4 |
1.3547 |
1.3784 |
1.4567 |
|
|
| 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% |
0.0116 |
0.8% |
90% |
False |
False |
634 |
| 10 |
1.4813 |
1.4100 |
0.0713 |
4.8% |
0.0140 |
0.9% |
95% |
False |
False |
572 |
| 20 |
1.4813 |
1.4013 |
0.0800 |
5.4% |
0.0122 |
0.8% |
95% |
False |
False |
462 |
| 40 |
1.4813 |
1.3720 |
0.1093 |
7.4% |
0.0108 |
0.7% |
96% |
False |
False |
364 |
| 60 |
1.4813 |
1.3395 |
0.1418 |
9.6% |
0.0086 |
0.6% |
97% |
False |
False |
247 |
| 80 |
1.4813 |
1.2838 |
0.1975 |
13.4% |
0.0072 |
0.5% |
98% |
False |
False |
186 |
| 100 |
1.4813 |
1.2838 |
0.1975 |
13.4% |
0.0061 |
0.4% |
98% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5106 |
|
2.618 |
1.4991 |
|
1.618 |
1.4921 |
|
1.000 |
1.4878 |
|
0.618 |
1.4851 |
|
HIGH |
1.4808 |
|
0.618 |
1.4781 |
|
0.500 |
1.4773 |
|
0.382 |
1.4765 |
|
LOW |
1.4738 |
|
0.618 |
1.4695 |
|
1.000 |
1.4668 |
|
1.618 |
1.4625 |
|
2.618 |
1.4555 |
|
4.250 |
1.4441 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4774 |
1.4747 |
| PP |
1.4773 |
1.4719 |
| S1 |
1.4773 |
1.4692 |
|