CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4459 |
1.4424 |
-0.0035 |
-0.2% |
1.4217 |
| High |
1.4500 |
1.4495 |
-0.0005 |
0.0% |
1.4468 |
| Low |
1.4392 |
1.4345 |
-0.0047 |
-0.3% |
1.4131 |
| Close |
1.4420 |
1.4471 |
0.0051 |
0.4% |
1.4414 |
| Range |
0.0108 |
0.0150 |
0.0042 |
38.9% |
0.0337 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.6% |
0.0000 |
| Volume |
262,146 |
295,805 |
33,659 |
12.8% |
1,355,482 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4887 |
1.4829 |
1.4554 |
|
| R3 |
1.4737 |
1.4679 |
1.4512 |
|
| R2 |
1.4587 |
1.4587 |
1.4499 |
|
| R1 |
1.4529 |
1.4529 |
1.4485 |
1.4558 |
| PP |
1.4437 |
1.4437 |
1.4437 |
1.4452 |
| S1 |
1.4379 |
1.4379 |
1.4457 |
1.4408 |
| S2 |
1.4287 |
1.4287 |
1.4444 |
|
| S3 |
1.4137 |
1.4229 |
1.4430 |
|
| S4 |
1.3987 |
1.4079 |
1.4389 |
|
|
| 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 |
1.4270 |
0.0230 |
1.6% |
0.0132 |
0.9% |
87% |
False |
False |
255,855 |
| 10 |
1.4500 |
1.4041 |
0.0459 |
3.2% |
0.0125 |
0.9% |
94% |
False |
False |
277,610 |
| 20 |
1.4500 |
1.3962 |
0.0538 |
3.7% |
0.0124 |
0.9% |
95% |
False |
False |
272,082 |
| 40 |
1.4500 |
1.3510 |
0.0990 |
6.8% |
0.0125 |
0.9% |
97% |
False |
False |
187,942 |
| 60 |
1.4500 |
1.3370 |
0.1130 |
7.8% |
0.0126 |
0.9% |
97% |
False |
False |
125,558 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0127 |
0.9% |
98% |
False |
False |
94,277 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0121 |
0.8% |
98% |
False |
False |
75,432 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.3% |
0.0104 |
0.7% |
98% |
False |
False |
62,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5133 |
|
2.618 |
1.4888 |
|
1.618 |
1.4738 |
|
1.000 |
1.4645 |
|
0.618 |
1.4588 |
|
HIGH |
1.4495 |
|
0.618 |
1.4438 |
|
0.500 |
1.4420 |
|
0.382 |
1.4402 |
|
LOW |
1.4345 |
|
0.618 |
1.4252 |
|
1.000 |
1.4195 |
|
1.618 |
1.4102 |
|
2.618 |
1.3952 |
|
4.250 |
1.3708 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4454 |
1.4455 |
| PP |
1.4437 |
1.4439 |
| S1 |
1.4420 |
1.4423 |
|