CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4399 |
1.4214 |
-0.0185 |
-1.3% |
1.4431 |
| High |
1.4402 |
1.4334 |
-0.0068 |
-0.5% |
1.4500 |
| Low |
1.4137 |
1.4186 |
0.0049 |
0.3% |
1.4345 |
| Close |
1.4215 |
1.4321 |
0.0106 |
0.7% |
1.4416 |
| Range |
0.0265 |
0.0148 |
-0.0117 |
-44.2% |
0.0155 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.7% |
0.0000 |
| Volume |
401,848 |
254,063 |
-147,785 |
-36.8% |
1,278,524 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4724 |
1.4671 |
1.4402 |
|
| R3 |
1.4576 |
1.4523 |
1.4362 |
|
| R2 |
1.4428 |
1.4428 |
1.4348 |
|
| R1 |
1.4375 |
1.4375 |
1.4335 |
1.4402 |
| PP |
1.4280 |
1.4280 |
1.4280 |
1.4294 |
| S1 |
1.4227 |
1.4227 |
1.4307 |
1.4254 |
| S2 |
1.4132 |
1.4132 |
1.4294 |
|
| S3 |
1.3984 |
1.4079 |
1.4280 |
|
| S4 |
1.3836 |
1.3931 |
1.4240 |
|
|
| 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 |
2.5% |
0.0157 |
1.1% |
51% |
False |
False |
293,724 |
| 10 |
1.4500 |
1.4137 |
0.0363 |
2.5% |
0.0142 |
1.0% |
51% |
False |
False |
283,394 |
| 20 |
1.4500 |
1.4000 |
0.0500 |
3.5% |
0.0131 |
0.9% |
64% |
False |
False |
281,028 |
| 40 |
1.4500 |
1.3646 |
0.0854 |
6.0% |
0.0128 |
0.9% |
79% |
False |
False |
210,641 |
| 60 |
1.4500 |
1.3411 |
0.1089 |
7.6% |
0.0127 |
0.9% |
84% |
False |
False |
140,682 |
| 80 |
1.4500 |
1.2864 |
0.1636 |
11.4% |
0.0130 |
0.9% |
89% |
False |
False |
105,651 |
| 100 |
1.4500 |
1.2864 |
0.1636 |
11.4% |
0.0126 |
0.9% |
89% |
False |
False |
84,538 |
| 120 |
1.4500 |
1.2864 |
0.1636 |
11.4% |
0.0108 |
0.8% |
89% |
False |
False |
70,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4963 |
|
2.618 |
1.4721 |
|
1.618 |
1.4573 |
|
1.000 |
1.4482 |
|
0.618 |
1.4425 |
|
HIGH |
1.4334 |
|
0.618 |
1.4277 |
|
0.500 |
1.4260 |
|
0.382 |
1.4243 |
|
LOW |
1.4186 |
|
0.618 |
1.4095 |
|
1.000 |
1.4038 |
|
1.618 |
1.3947 |
|
2.618 |
1.3799 |
|
4.250 |
1.3557 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4301 |
1.4318 |
| PP |
1.4280 |
1.4314 |
| S1 |
1.4260 |
1.4311 |
|