CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4214 |
1.4314 |
0.0100 |
0.7% |
1.4431 |
| High |
1.4334 |
1.4532 |
0.0198 |
1.4% |
1.4500 |
| Low |
1.4186 |
1.4311 |
0.0125 |
0.9% |
1.4345 |
| Close |
1.4321 |
1.4497 |
0.0176 |
1.2% |
1.4416 |
| Range |
0.0148 |
0.0221 |
0.0073 |
49.3% |
0.0155 |
| ATR |
0.0136 |
0.0142 |
0.0006 |
4.4% |
0.0000 |
| Volume |
254,063 |
302,399 |
48,336 |
19.0% |
1,278,524 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5110 |
1.5024 |
1.4619 |
|
| R3 |
1.4889 |
1.4803 |
1.4558 |
|
| R2 |
1.4668 |
1.4668 |
1.4538 |
|
| R1 |
1.4582 |
1.4582 |
1.4517 |
1.4625 |
| PP |
1.4447 |
1.4447 |
1.4447 |
1.4468 |
| S1 |
1.4361 |
1.4361 |
1.4477 |
1.4404 |
| S2 |
1.4226 |
1.4226 |
1.4456 |
|
| S3 |
1.4005 |
1.4140 |
1.4436 |
|
| S4 |
1.3784 |
1.3919 |
1.4375 |
|
|
| 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 |
1.4532 |
1.4137 |
0.0395 |
2.7% |
0.0180 |
1.2% |
91% |
True |
False |
301,775 |
| 10 |
1.4532 |
1.4137 |
0.0395 |
2.7% |
0.0150 |
1.0% |
91% |
True |
False |
282,486 |
| 20 |
1.4532 |
1.4000 |
0.0532 |
3.7% |
0.0136 |
0.9% |
93% |
True |
False |
280,774 |
| 40 |
1.4532 |
1.3683 |
0.0849 |
5.9% |
0.0130 |
0.9% |
96% |
True |
False |
218,082 |
| 60 |
1.4532 |
1.3411 |
0.1121 |
7.7% |
0.0129 |
0.9% |
97% |
True |
False |
145,713 |
| 80 |
1.4532 |
1.2864 |
0.1668 |
11.5% |
0.0132 |
0.9% |
98% |
True |
False |
109,426 |
| 100 |
1.4532 |
1.2864 |
0.1668 |
11.5% |
0.0128 |
0.9% |
98% |
True |
False |
87,562 |
| 120 |
1.4532 |
1.2864 |
0.1668 |
11.5% |
0.0110 |
0.8% |
98% |
True |
False |
72,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5471 |
|
2.618 |
1.5111 |
|
1.618 |
1.4890 |
|
1.000 |
1.4753 |
|
0.618 |
1.4669 |
|
HIGH |
1.4532 |
|
0.618 |
1.4448 |
|
0.500 |
1.4422 |
|
0.382 |
1.4395 |
|
LOW |
1.4311 |
|
0.618 |
1.4174 |
|
1.000 |
1.4090 |
|
1.618 |
1.3953 |
|
2.618 |
1.3732 |
|
4.250 |
1.3372 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4472 |
1.4443 |
| PP |
1.4447 |
1.4389 |
| S1 |
1.4422 |
1.4335 |
|