CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4468 |
1.4399 |
-0.0069 |
-0.5% |
1.4431 |
| High |
1.4484 |
1.4402 |
-0.0082 |
-0.6% |
1.4500 |
| Low |
1.4370 |
1.4137 |
-0.0233 |
-1.6% |
1.4345 |
| Close |
1.4416 |
1.4215 |
-0.0201 |
-1.4% |
1.4416 |
| Range |
0.0114 |
0.0265 |
0.0151 |
132.5% |
0.0155 |
| ATR |
0.0124 |
0.0135 |
0.0011 |
8.9% |
0.0000 |
| Volume |
254,761 |
401,848 |
147,087 |
57.7% |
1,278,524 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5046 |
1.4896 |
1.4361 |
|
| R3 |
1.4781 |
1.4631 |
1.4288 |
|
| R2 |
1.4516 |
1.4516 |
1.4264 |
|
| R1 |
1.4366 |
1.4366 |
1.4239 |
1.4309 |
| PP |
1.4251 |
1.4251 |
1.4251 |
1.4223 |
| S1 |
1.4101 |
1.4101 |
1.4191 |
1.4044 |
| S2 |
1.3986 |
1.3986 |
1.4166 |
|
| S3 |
1.3721 |
1.3836 |
1.4142 |
|
| S4 |
1.3456 |
1.3571 |
1.4069 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4885 |
1.4806 |
1.4501 |
|
| R3 |
1.4730 |
1.4651 |
1.4459 |
|
| R2 |
1.4575 |
1.4575 |
1.4444 |
|
| R1 |
1.4496 |
1.4496 |
1.4430 |
1.4458 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4402 |
| S1 |
1.4341 |
1.4341 |
1.4402 |
1.4303 |
| S2 |
1.4265 |
1.4265 |
1.4388 |
|
| S3 |
1.4110 |
1.4186 |
1.4373 |
|
| S4 |
1.3955 |
1.4031 |
1.4331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4500 |
1.4137 |
0.0363 |
2.6% |
0.0156 |
1.1% |
21% |
False |
True |
301,623 |
| 10 |
1.4500 |
1.4131 |
0.0369 |
2.6% |
0.0136 |
1.0% |
23% |
False |
False |
283,581 |
| 20 |
1.4500 |
1.4000 |
0.0500 |
3.5% |
0.0127 |
0.9% |
43% |
False |
False |
279,106 |
| 40 |
1.4500 |
1.3510 |
0.0990 |
7.0% |
0.0129 |
0.9% |
71% |
False |
False |
204,327 |
| 60 |
1.4500 |
1.3411 |
0.1089 |
7.7% |
0.0127 |
0.9% |
74% |
False |
False |
136,464 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.5% |
0.0129 |
0.9% |
83% |
False |
False |
102,480 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.5% |
0.0125 |
0.9% |
83% |
False |
False |
81,998 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.5% |
0.0107 |
0.8% |
83% |
False |
False |
68,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5528 |
|
2.618 |
1.5096 |
|
1.618 |
1.4831 |
|
1.000 |
1.4667 |
|
0.618 |
1.4566 |
|
HIGH |
1.4402 |
|
0.618 |
1.4301 |
|
0.500 |
1.4270 |
|
0.382 |
1.4238 |
|
LOW |
1.4137 |
|
0.618 |
1.3973 |
|
1.000 |
1.3872 |
|
1.618 |
1.3708 |
|
2.618 |
1.3443 |
|
4.250 |
1.3011 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4270 |
1.4316 |
| PP |
1.4251 |
1.4282 |
| S1 |
1.4233 |
1.4249 |
|