CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4324 |
1.4341 |
0.0017 |
0.1% |
1.4152 |
| High |
1.4324 |
1.4341 |
0.0017 |
0.1% |
1.4324 |
| Low |
1.4324 |
1.4331 |
0.0007 |
0.0% |
1.4126 |
| Close |
1.4324 |
1.4317 |
-0.0007 |
0.0% |
1.4324 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0198 |
| ATR |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4360 |
1.4348 |
1.4323 |
|
| R3 |
1.4350 |
1.4338 |
1.4320 |
|
| R2 |
1.4340 |
1.4340 |
1.4319 |
|
| R1 |
1.4328 |
1.4328 |
1.4318 |
1.4329 |
| PP |
1.4330 |
1.4330 |
1.4330 |
1.4330 |
| S1 |
1.4318 |
1.4318 |
1.4316 |
1.4319 |
| S2 |
1.4320 |
1.4320 |
1.4315 |
|
| S3 |
1.4310 |
1.4308 |
1.4314 |
|
| S4 |
1.4300 |
1.4298 |
1.4312 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4852 |
1.4786 |
1.4433 |
|
| R3 |
1.4654 |
1.4588 |
1.4378 |
|
| R2 |
1.4456 |
1.4456 |
1.4360 |
|
| R1 |
1.4390 |
1.4390 |
1.4342 |
1.4423 |
| PP |
1.4258 |
1.4258 |
1.4258 |
1.4275 |
| S1 |
1.4192 |
1.4192 |
1.4306 |
1.4225 |
| S2 |
1.4060 |
1.4060 |
1.4288 |
|
| S3 |
1.3862 |
1.3994 |
1.4270 |
|
| S4 |
1.3664 |
1.3796 |
1.4215 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4384 |
|
2.618 |
1.4367 |
|
1.618 |
1.4357 |
|
1.000 |
1.4351 |
|
0.618 |
1.4347 |
|
HIGH |
1.4341 |
|
0.618 |
1.4337 |
|
0.500 |
1.4336 |
|
0.382 |
1.4335 |
|
LOW |
1.4331 |
|
0.618 |
1.4325 |
|
1.000 |
1.4321 |
|
1.618 |
1.4315 |
|
2.618 |
1.4305 |
|
4.250 |
1.4289 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4336 |
1.4301 |
| PP |
1.4330 |
1.4284 |
| S1 |
1.4323 |
1.4268 |
|