CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4107 |
1.4151 |
0.0044 |
0.3% |
1.4029 |
| High |
1.4214 |
1.4227 |
0.0013 |
0.1% |
1.4227 |
| Low |
1.4096 |
1.4041 |
-0.0055 |
-0.4% |
1.4000 |
| Close |
1.4181 |
1.4216 |
0.0035 |
0.2% |
1.4216 |
| Range |
0.0118 |
0.0186 |
0.0068 |
57.6% |
0.0227 |
| ATR |
0.0125 |
0.0130 |
0.0004 |
3.5% |
0.0000 |
| Volume |
311,488 |
396,861 |
85,373 |
27.4% |
1,502,474 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4719 |
1.4654 |
1.4318 |
|
| R3 |
1.4533 |
1.4468 |
1.4267 |
|
| R2 |
1.4347 |
1.4347 |
1.4250 |
|
| R1 |
1.4282 |
1.4282 |
1.4233 |
1.4315 |
| PP |
1.4161 |
1.4161 |
1.4161 |
1.4178 |
| S1 |
1.4096 |
1.4096 |
1.4199 |
1.4129 |
| S2 |
1.3975 |
1.3975 |
1.4182 |
|
| S3 |
1.3789 |
1.3910 |
1.4165 |
|
| S4 |
1.3603 |
1.3724 |
1.4114 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4829 |
1.4749 |
1.4341 |
|
| R3 |
1.4602 |
1.4522 |
1.4278 |
|
| R2 |
1.4375 |
1.4375 |
1.4258 |
|
| R1 |
1.4295 |
1.4295 |
1.4237 |
1.4335 |
| PP |
1.4148 |
1.4148 |
1.4148 |
1.4168 |
| S1 |
1.4068 |
1.4068 |
1.4195 |
1.4108 |
| S2 |
1.3921 |
1.3921 |
1.4174 |
|
| S3 |
1.3694 |
1.3841 |
1.4154 |
|
| S4 |
1.3467 |
1.3614 |
1.4091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4227 |
1.4000 |
0.0227 |
1.6% |
0.0121 |
0.8% |
95% |
True |
False |
300,494 |
| 10 |
1.4229 |
1.4000 |
0.0229 |
1.6% |
0.0121 |
0.9% |
94% |
False |
False |
277,711 |
| 20 |
1.4229 |
1.3733 |
0.0496 |
3.5% |
0.0130 |
0.9% |
97% |
False |
False |
254,383 |
| 40 |
1.4229 |
1.3411 |
0.0818 |
5.8% |
0.0124 |
0.9% |
98% |
False |
False |
128,645 |
| 60 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0131 |
0.9% |
99% |
False |
False |
86,006 |
| 80 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0128 |
0.9% |
99% |
False |
False |
64,547 |
| 100 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0113 |
0.8% |
99% |
False |
False |
51,640 |
| 120 |
1.4229 |
1.2864 |
0.1365 |
9.6% |
0.0095 |
0.7% |
99% |
False |
False |
43,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5018 |
|
2.618 |
1.4714 |
|
1.618 |
1.4528 |
|
1.000 |
1.4413 |
|
0.618 |
1.4342 |
|
HIGH |
1.4227 |
|
0.618 |
1.4156 |
|
0.500 |
1.4134 |
|
0.382 |
1.4112 |
|
LOW |
1.4041 |
|
0.618 |
1.3926 |
|
1.000 |
1.3855 |
|
1.618 |
1.3740 |
|
2.618 |
1.3554 |
|
4.250 |
1.3251 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4189 |
1.4187 |
| PP |
1.4161 |
1.4158 |
| S1 |
1.4134 |
1.4129 |
|