CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4217 |
1.4200 |
-0.0017 |
-0.1% |
1.4029 |
| High |
1.4249 |
1.4226 |
-0.0023 |
-0.2% |
1.4227 |
| Low |
1.4173 |
1.4131 |
-0.0042 |
-0.3% |
1.4000 |
| Close |
1.4198 |
1.4205 |
0.0007 |
0.0% |
1.4216 |
| Range |
0.0076 |
0.0095 |
0.0019 |
25.0% |
0.0227 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
200,038 |
255,932 |
55,894 |
27.9% |
1,502,474 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4472 |
1.4434 |
1.4257 |
|
| R3 |
1.4377 |
1.4339 |
1.4231 |
|
| R2 |
1.4282 |
1.4282 |
1.4222 |
|
| R1 |
1.4244 |
1.4244 |
1.4214 |
1.4263 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4197 |
| S1 |
1.4149 |
1.4149 |
1.4196 |
1.4168 |
| S2 |
1.4092 |
1.4092 |
1.4188 |
|
| S3 |
1.3997 |
1.4054 |
1.4179 |
|
| S4 |
1.3902 |
1.3959 |
1.4153 |
|
|
| 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 |
1.4031 |
0.0218 |
1.5% |
0.0115 |
0.8% |
80% |
False |
False |
291,264 |
| 10 |
1.4249 |
1.4000 |
0.0249 |
1.8% |
0.0121 |
0.9% |
82% |
False |
False |
278,662 |
| 20 |
1.4249 |
1.3733 |
0.0516 |
3.6% |
0.0128 |
0.9% |
91% |
False |
False |
272,482 |
| 40 |
1.4249 |
1.3411 |
0.0838 |
5.9% |
0.0123 |
0.9% |
95% |
False |
False |
140,006 |
| 60 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0130 |
0.9% |
97% |
False |
False |
93,595 |
| 80 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0128 |
0.9% |
97% |
False |
False |
70,247 |
| 100 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0114 |
0.8% |
97% |
False |
False |
56,200 |
| 120 |
1.4249 |
1.2864 |
0.1385 |
9.8% |
0.0097 |
0.7% |
97% |
False |
False |
46,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4630 |
|
2.618 |
1.4475 |
|
1.618 |
1.4380 |
|
1.000 |
1.4321 |
|
0.618 |
1.4285 |
|
HIGH |
1.4226 |
|
0.618 |
1.4190 |
|
0.500 |
1.4179 |
|
0.382 |
1.4167 |
|
LOW |
1.4131 |
|
0.618 |
1.4072 |
|
1.000 |
1.4036 |
|
1.618 |
1.3977 |
|
2.618 |
1.3882 |
|
4.250 |
1.3727 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4196 |
1.4185 |
| PP |
1.4187 |
1.4165 |
| S1 |
1.4179 |
1.4145 |
|