CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4595 |
1.4720 |
0.0125 |
0.9% |
1.4168 |
| High |
1.4701 |
1.4720 |
0.0019 |
0.1% |
1.4464 |
| Low |
1.4595 |
1.4700 |
0.0105 |
0.7% |
1.4074 |
| Close |
1.4630 |
1.4708 |
0.0078 |
0.5% |
1.4468 |
| Range |
0.0106 |
0.0020 |
-0.0086 |
-81.1% |
0.0390 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
35 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4769 |
1.4759 |
1.4719 |
|
| R3 |
1.4749 |
1.4739 |
1.4714 |
|
| R2 |
1.4729 |
1.4729 |
1.4712 |
|
| R1 |
1.4719 |
1.4719 |
1.4710 |
1.4714 |
| PP |
1.4709 |
1.4709 |
1.4709 |
1.4707 |
| S1 |
1.4699 |
1.4699 |
1.4706 |
1.4694 |
| S2 |
1.4689 |
1.4689 |
1.4704 |
|
| S3 |
1.4669 |
1.4679 |
1.4703 |
|
| S4 |
1.4649 |
1.4659 |
1.4697 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5377 |
1.4683 |
|
| R3 |
1.5115 |
1.4987 |
1.4575 |
|
| R2 |
1.4725 |
1.4725 |
1.4540 |
|
| R1 |
1.4597 |
1.4597 |
1.4504 |
1.4661 |
| PP |
1.4335 |
1.4335 |
1.4335 |
1.4368 |
| S1 |
1.4207 |
1.4207 |
1.4432 |
1.4271 |
| S2 |
1.3945 |
1.3945 |
1.4397 |
|
| S3 |
1.3555 |
1.3817 |
1.4361 |
|
| S4 |
1.3165 |
1.3427 |
1.4254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4720 |
1.4444 |
0.0276 |
1.9% |
0.0025 |
0.2% |
96% |
True |
False |
5 |
| 10 |
1.4720 |
1.4074 |
0.0646 |
4.4% |
0.0049 |
0.3% |
98% |
True |
False |
4 |
| 20 |
1.4720 |
1.4074 |
0.0646 |
4.4% |
0.0026 |
0.2% |
98% |
True |
False |
3 |
| 40 |
1.4720 |
1.3705 |
0.1015 |
6.9% |
0.0019 |
0.1% |
99% |
True |
False |
5 |
| 60 |
1.4720 |
1.3415 |
0.1305 |
8.9% |
0.0013 |
0.1% |
99% |
True |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4805 |
|
2.618 |
1.4772 |
|
1.618 |
1.4752 |
|
1.000 |
1.4740 |
|
0.618 |
1.4732 |
|
HIGH |
1.4720 |
|
0.618 |
1.4712 |
|
0.500 |
1.4710 |
|
0.382 |
1.4708 |
|
LOW |
1.4700 |
|
0.618 |
1.4688 |
|
1.000 |
1.4680 |
|
1.618 |
1.4668 |
|
2.618 |
1.4648 |
|
4.250 |
1.4615 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4710 |
1.4680 |
| PP |
1.4709 |
1.4652 |
| S1 |
1.4709 |
1.4624 |
|