CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4151 |
1.4217 |
0.0066 |
0.5% |
1.4029 |
| High |
1.4227 |
1.4249 |
0.0022 |
0.2% |
1.4227 |
| Low |
1.4041 |
1.4173 |
0.0132 |
0.9% |
1.4000 |
| Close |
1.4216 |
1.4198 |
-0.0018 |
-0.1% |
1.4216 |
| Range |
0.0186 |
0.0076 |
-0.0110 |
-59.1% |
0.0227 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
396,861 |
200,038 |
-196,823 |
-49.6% |
1,502,474 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4435 |
1.4392 |
1.4240 |
|
| R3 |
1.4359 |
1.4316 |
1.4219 |
|
| R2 |
1.4283 |
1.4283 |
1.4212 |
|
| R1 |
1.4240 |
1.4240 |
1.4205 |
1.4224 |
| PP |
1.4207 |
1.4207 |
1.4207 |
1.4198 |
| S1 |
1.4164 |
1.4164 |
1.4191 |
1.4148 |
| S2 |
1.4131 |
1.4131 |
1.4184 |
|
| S3 |
1.4055 |
1.4088 |
1.4177 |
|
| S4 |
1.3979 |
1.4012 |
1.4156 |
|
|
| 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 |
1.4249 |
1.4026 |
0.0223 |
1.6% |
0.0116 |
0.8% |
77% |
True |
False |
295,031 |
| 10 |
1.4249 |
1.4000 |
0.0249 |
1.8% |
0.0119 |
0.8% |
80% |
True |
False |
274,631 |
| 20 |
1.4249 |
1.3733 |
0.0516 |
3.6% |
0.0130 |
0.9% |
90% |
True |
False |
262,542 |
| 40 |
1.4249 |
1.3411 |
0.0838 |
5.9% |
0.0123 |
0.9% |
94% |
True |
False |
133,627 |
| 60 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0130 |
0.9% |
96% |
True |
False |
89,336 |
| 80 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0128 |
0.9% |
96% |
True |
False |
67,048 |
| 100 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0113 |
0.8% |
96% |
True |
False |
53,640 |
| 120 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0096 |
0.7% |
96% |
True |
False |
44,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4572 |
|
2.618 |
1.4448 |
|
1.618 |
1.4372 |
|
1.000 |
1.4325 |
|
0.618 |
1.4296 |
|
HIGH |
1.4249 |
|
0.618 |
1.4220 |
|
0.500 |
1.4211 |
|
0.382 |
1.4202 |
|
LOW |
1.4173 |
|
0.618 |
1.4126 |
|
1.000 |
1.4097 |
|
1.618 |
1.4050 |
|
2.618 |
1.3974 |
|
4.250 |
1.3850 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4211 |
1.4180 |
| PP |
1.4207 |
1.4163 |
| S1 |
1.4202 |
1.4145 |
|