CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4377 |
1.4380 |
0.0003 |
0.0% |
1.4152 |
| High |
1.4377 |
1.4386 |
0.0009 |
0.1% |
1.4324 |
| Low |
1.4377 |
1.4361 |
-0.0016 |
-0.1% |
1.4126 |
| Close |
1.4377 |
1.4330 |
-0.0047 |
-0.3% |
1.4324 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0198 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4434 |
1.4407 |
1.4344 |
|
| R3 |
1.4409 |
1.4382 |
1.4337 |
|
| R2 |
1.4384 |
1.4384 |
1.4335 |
|
| R1 |
1.4357 |
1.4357 |
1.4332 |
1.4358 |
| PP |
1.4359 |
1.4359 |
1.4359 |
1.4360 |
| S1 |
1.4332 |
1.4332 |
1.4328 |
1.4333 |
| S2 |
1.4334 |
1.4334 |
1.4325 |
|
| S3 |
1.4309 |
1.4307 |
1.4323 |
|
| S4 |
1.4284 |
1.4282 |
1.4316 |
|
|
| 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 |
1.4492 |
|
2.618 |
1.4451 |
|
1.618 |
1.4426 |
|
1.000 |
1.4411 |
|
0.618 |
1.4401 |
|
HIGH |
1.4386 |
|
0.618 |
1.4376 |
|
0.500 |
1.4374 |
|
0.382 |
1.4371 |
|
LOW |
1.4361 |
|
0.618 |
1.4346 |
|
1.000 |
1.4336 |
|
1.618 |
1.4321 |
|
2.618 |
1.4296 |
|
4.250 |
1.4255 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4374 |
1.4359 |
| PP |
1.4359 |
1.4349 |
| S1 |
1.4345 |
1.4340 |
|