CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4415 |
1.4459 |
0.0044 |
0.3% |
1.4217 |
| High |
1.4500 |
1.4500 |
0.0000 |
0.0% |
1.4468 |
| Low |
1.4356 |
1.4392 |
0.0036 |
0.3% |
1.4131 |
| Close |
1.4466 |
1.4420 |
-0.0046 |
-0.3% |
1.4414 |
| Range |
0.0144 |
0.0108 |
-0.0036 |
-25.0% |
0.0337 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
293,556 |
262,146 |
-31,410 |
-10.7% |
1,355,482 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4761 |
1.4699 |
1.4479 |
|
| R3 |
1.4653 |
1.4591 |
1.4450 |
|
| R2 |
1.4545 |
1.4545 |
1.4440 |
|
| R1 |
1.4483 |
1.4483 |
1.4430 |
1.4460 |
| PP |
1.4437 |
1.4437 |
1.4437 |
1.4426 |
| S1 |
1.4375 |
1.4375 |
1.4410 |
1.4352 |
| S2 |
1.4329 |
1.4329 |
1.4400 |
|
| S3 |
1.4221 |
1.4267 |
1.4390 |
|
| S4 |
1.4113 |
1.4159 |
1.4361 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5349 |
1.5218 |
1.4599 |
|
| R3 |
1.5012 |
1.4881 |
1.4507 |
|
| R2 |
1.4675 |
1.4675 |
1.4476 |
|
| R1 |
1.4544 |
1.4544 |
1.4445 |
1.4610 |
| PP |
1.4338 |
1.4338 |
1.4338 |
1.4370 |
| S1 |
1.4207 |
1.4207 |
1.4383 |
1.4273 |
| S2 |
1.4001 |
1.4001 |
1.4352 |
|
| S3 |
1.3664 |
1.3870 |
1.4321 |
|
| S4 |
1.3327 |
1.3533 |
1.4229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4500 |
1.4222 |
0.0278 |
1.9% |
0.0121 |
0.8% |
71% |
True |
False |
263,197 |
| 10 |
1.4500 |
1.4041 |
0.0459 |
3.2% |
0.0121 |
0.8% |
83% |
True |
False |
279,178 |
| 20 |
1.4500 |
1.3850 |
0.0650 |
4.5% |
0.0126 |
0.9% |
88% |
True |
False |
272,522 |
| 40 |
1.4500 |
1.3446 |
0.1054 |
7.3% |
0.0124 |
0.9% |
92% |
True |
False |
180,567 |
| 60 |
1.4500 |
1.3370 |
0.1130 |
7.8% |
0.0125 |
0.9% |
93% |
True |
False |
120,651 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0126 |
0.9% |
95% |
True |
False |
90,581 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0120 |
0.8% |
95% |
True |
False |
72,474 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0103 |
0.7% |
95% |
True |
False |
60,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4959 |
|
2.618 |
1.4783 |
|
1.618 |
1.4675 |
|
1.000 |
1.4608 |
|
0.618 |
1.4567 |
|
HIGH |
1.4500 |
|
0.618 |
1.4459 |
|
0.500 |
1.4446 |
|
0.382 |
1.4433 |
|
LOW |
1.4392 |
|
0.618 |
1.4325 |
|
1.000 |
1.4284 |
|
1.618 |
1.4217 |
|
2.618 |
1.4109 |
|
4.250 |
1.3933 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4446 |
1.4428 |
| PP |
1.4437 |
1.4425 |
| S1 |
1.4429 |
1.4423 |
|