CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4336 |
1.4300 |
-0.0036 |
-0.3% |
1.4341 |
| High |
1.4379 |
1.4300 |
-0.0079 |
-0.5% |
1.4386 |
| Low |
1.4336 |
1.4300 |
-0.0036 |
-0.3% |
1.4300 |
| Close |
1.4381 |
1.4326 |
-0.0055 |
-0.4% |
1.4326 |
| Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0086 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.6% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4317 |
1.4326 |
|
| R3 |
1.4309 |
1.4317 |
1.4326 |
|
| R2 |
1.4309 |
1.4309 |
1.4326 |
|
| R1 |
1.4317 |
1.4317 |
1.4326 |
1.4313 |
| PP |
1.4309 |
1.4309 |
1.4309 |
1.4307 |
| S1 |
1.4317 |
1.4317 |
1.4326 |
1.4313 |
| S2 |
1.4309 |
1.4309 |
1.4326 |
|
| S3 |
1.4309 |
1.4317 |
1.4326 |
|
| S4 |
1.4309 |
1.4317 |
1.4326 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4595 |
1.4547 |
1.4373 |
|
| R3 |
1.4509 |
1.4461 |
1.4350 |
|
| R2 |
1.4423 |
1.4423 |
1.4342 |
|
| R1 |
1.4375 |
1.4375 |
1.4334 |
1.4356 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4328 |
| S1 |
1.4289 |
1.4289 |
1.4318 |
1.4270 |
| S2 |
1.4251 |
1.4251 |
1.4310 |
|
| S3 |
1.4165 |
1.4203 |
1.4302 |
|
| S4 |
1.4079 |
1.4117 |
1.4279 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4300 |
|
2.618 |
1.4300 |
|
1.618 |
1.4300 |
|
1.000 |
1.4300 |
|
0.618 |
1.4300 |
|
HIGH |
1.4300 |
|
0.618 |
1.4300 |
|
0.500 |
1.4300 |
|
0.382 |
1.4300 |
|
LOW |
1.4300 |
|
0.618 |
1.4300 |
|
1.000 |
1.4300 |
|
1.618 |
1.4300 |
|
2.618 |
1.4300 |
|
4.250 |
1.4300 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4317 |
1.4343 |
| PP |
1.4309 |
1.4337 |
| S1 |
1.4300 |
1.4332 |
|