CME Euro FX (E) Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4547 |
1.4562 |
0.0015 |
0.1% |
1.4399 |
| High |
1.4609 |
1.4640 |
0.0031 |
0.2% |
1.4631 |
| Low |
1.4508 |
1.4476 |
-0.0032 |
-0.2% |
1.4137 |
| Close |
1.4567 |
1.4614 |
0.0047 |
0.3% |
1.4555 |
| Range |
0.0101 |
0.0164 |
0.0063 |
62.4% |
0.0494 |
| ATR |
0.0139 |
0.0141 |
0.0002 |
1.3% |
0.0000 |
| Volume |
0 |
238,067 |
238,067 |
|
1,230,733 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5069 |
1.5005 |
1.4704 |
|
| R3 |
1.4905 |
1.4841 |
1.4659 |
|
| R2 |
1.4741 |
1.4741 |
1.4644 |
|
| R1 |
1.4677 |
1.4677 |
1.4629 |
1.4709 |
| PP |
1.4577 |
1.4577 |
1.4577 |
1.4593 |
| S1 |
1.4513 |
1.4513 |
1.4599 |
1.4545 |
| S2 |
1.4413 |
1.4413 |
1.4584 |
|
| S3 |
1.4249 |
1.4349 |
1.4569 |
|
| S4 |
1.4085 |
1.4185 |
1.4524 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5923 |
1.5733 |
1.4827 |
|
| R3 |
1.5429 |
1.5239 |
1.4691 |
|
| R2 |
1.4935 |
1.4935 |
1.4646 |
|
| R1 |
1.4745 |
1.4745 |
1.4600 |
1.4840 |
| PP |
1.4441 |
1.4441 |
1.4441 |
1.4489 |
| S1 |
1.4251 |
1.4251 |
1.4510 |
1.4346 |
| S2 |
1.3947 |
1.3947 |
1.4464 |
|
| S3 |
1.3453 |
1.3757 |
1.4419 |
|
| S4 |
1.2959 |
1.3263 |
1.4283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4640 |
1.4186 |
0.0454 |
3.1% |
0.0156 |
1.1% |
94% |
True |
False |
213,390 |
| 10 |
1.4640 |
1.4137 |
0.0503 |
3.4% |
0.0156 |
1.1% |
95% |
True |
False |
257,506 |
| 20 |
1.4640 |
1.4026 |
0.0614 |
4.2% |
0.0136 |
0.9% |
96% |
True |
False |
268,896 |
| 40 |
1.4640 |
1.3729 |
0.0911 |
6.2% |
0.0131 |
0.9% |
97% |
True |
False |
230,679 |
| 60 |
1.4640 |
1.3411 |
0.1229 |
8.4% |
0.0129 |
0.9% |
98% |
True |
False |
154,185 |
| 80 |
1.4640 |
1.2864 |
0.1776 |
12.2% |
0.0132 |
0.9% |
99% |
True |
False |
115,803 |
| 100 |
1.4640 |
1.2864 |
0.1776 |
12.2% |
0.0128 |
0.9% |
99% |
True |
False |
92,666 |
| 120 |
1.4640 |
1.2864 |
0.1776 |
12.2% |
0.0114 |
0.8% |
99% |
True |
False |
77,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5337 |
|
2.618 |
1.5069 |
|
1.618 |
1.4905 |
|
1.000 |
1.4804 |
|
0.618 |
1.4741 |
|
HIGH |
1.4640 |
|
0.618 |
1.4577 |
|
0.500 |
1.4558 |
|
0.382 |
1.4539 |
|
LOW |
1.4476 |
|
0.618 |
1.4375 |
|
1.000 |
1.4312 |
|
1.618 |
1.4211 |
|
2.618 |
1.4047 |
|
4.250 |
1.3779 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4595 |
1.4595 |
| PP |
1.4577 |
1.4577 |
| S1 |
1.4558 |
1.4558 |
|