CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4202 |
1.4309 |
0.0107 |
0.8% |
1.4029 |
| High |
1.4329 |
1.4316 |
-0.0013 |
-0.1% |
1.4227 |
| Low |
1.4197 |
1.4222 |
0.0025 |
0.2% |
1.4000 |
| Close |
1.4314 |
1.4278 |
-0.0036 |
-0.3% |
1.4216 |
| Range |
0.0132 |
0.0094 |
-0.0038 |
-28.8% |
0.0227 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
311,481 |
332,518 |
21,037 |
6.8% |
1,502,474 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4554 |
1.4510 |
1.4330 |
|
| R3 |
1.4460 |
1.4416 |
1.4304 |
|
| R2 |
1.4366 |
1.4366 |
1.4295 |
|
| R1 |
1.4322 |
1.4322 |
1.4287 |
1.4297 |
| PP |
1.4272 |
1.4272 |
1.4272 |
1.4260 |
| S1 |
1.4228 |
1.4228 |
1.4269 |
1.4203 |
| S2 |
1.4178 |
1.4178 |
1.4261 |
|
| S3 |
1.4084 |
1.4134 |
1.4252 |
|
| S4 |
1.3990 |
1.4040 |
1.4226 |
|
|
| 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 |
1.4329 |
1.4041 |
0.0288 |
2.0% |
0.0117 |
0.8% |
82% |
False |
False |
299,366 |
| 10 |
1.4329 |
1.4000 |
0.0329 |
2.3% |
0.0114 |
0.8% |
84% |
False |
False |
283,710 |
| 20 |
1.4329 |
1.3733 |
0.0596 |
4.2% |
0.0128 |
0.9% |
91% |
False |
False |
288,562 |
| 40 |
1.4329 |
1.3411 |
0.0918 |
6.4% |
0.0123 |
0.9% |
94% |
False |
False |
156,069 |
| 60 |
1.4329 |
1.2952 |
0.1377 |
9.6% |
0.0130 |
0.9% |
96% |
False |
False |
104,313 |
| 80 |
1.4329 |
1.2864 |
0.1465 |
10.3% |
0.0127 |
0.9% |
97% |
False |
False |
78,295 |
| 100 |
1.4329 |
1.2864 |
0.1465 |
10.3% |
0.0116 |
0.8% |
97% |
False |
False |
62,640 |
| 120 |
1.4329 |
1.2864 |
0.1465 |
10.3% |
0.0098 |
0.7% |
97% |
False |
False |
52,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4716 |
|
2.618 |
1.4562 |
|
1.618 |
1.4468 |
|
1.000 |
1.4410 |
|
0.618 |
1.4374 |
|
HIGH |
1.4316 |
|
0.618 |
1.4280 |
|
0.500 |
1.4269 |
|
0.382 |
1.4258 |
|
LOW |
1.4222 |
|
0.618 |
1.4164 |
|
1.000 |
1.4128 |
|
1.618 |
1.4070 |
|
2.618 |
1.3976 |
|
4.250 |
1.3823 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4275 |
1.4262 |
| PP |
1.4272 |
1.4246 |
| S1 |
1.4269 |
1.4230 |
|