CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4168 |
1.4130 |
-0.0038 |
-0.3% |
1.4341 |
| High |
1.4168 |
1.4251 |
0.0083 |
0.6% |
1.4386 |
| Low |
1.4074 |
1.4130 |
0.0056 |
0.4% |
1.4300 |
| Close |
1.4129 |
1.4233 |
0.0104 |
0.7% |
1.4326 |
| Range |
0.0094 |
0.0121 |
0.0027 |
28.7% |
0.0086 |
| ATR |
0.0070 |
0.0073 |
0.0004 |
5.4% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
13 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4568 |
1.4521 |
1.4300 |
|
| R3 |
1.4447 |
1.4400 |
1.4266 |
|
| R2 |
1.4326 |
1.4326 |
1.4255 |
|
| R1 |
1.4279 |
1.4279 |
1.4244 |
1.4303 |
| PP |
1.4205 |
1.4205 |
1.4205 |
1.4216 |
| S1 |
1.4158 |
1.4158 |
1.4222 |
1.4182 |
| S2 |
1.4084 |
1.4084 |
1.4211 |
|
| S3 |
1.3963 |
1.4037 |
1.4200 |
|
| S4 |
1.3842 |
1.3916 |
1.4166 |
|
|
| 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 |
1.4765 |
|
2.618 |
1.4568 |
|
1.618 |
1.4447 |
|
1.000 |
1.4372 |
|
0.618 |
1.4326 |
|
HIGH |
1.4251 |
|
0.618 |
1.4205 |
|
0.500 |
1.4191 |
|
0.382 |
1.4176 |
|
LOW |
1.4130 |
|
0.618 |
1.4055 |
|
1.000 |
1.4009 |
|
1.618 |
1.3934 |
|
2.618 |
1.3813 |
|
4.250 |
1.3616 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4219 |
1.4218 |
| PP |
1.4205 |
1.4202 |
| S1 |
1.4191 |
1.4187 |
|