CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 01-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4070 |
1.4107 |
0.0037 |
0.3% |
1.3995 |
| High |
1.4170 |
1.4190 |
0.0020 |
0.1% |
1.4190 |
| Low |
1.4070 |
1.4013 |
-0.0057 |
-0.4% |
1.3970 |
| Close |
1.4144 |
1.4180 |
0.0036 |
0.3% |
1.4180 |
| Range |
0.0100 |
0.0177 |
0.0077 |
77.0% |
0.0220 |
| ATR |
0.0099 |
0.0104 |
0.0006 |
5.7% |
0.0000 |
| Volume |
417 |
231 |
-186 |
-44.6% |
1,487 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4659 |
1.4596 |
1.4277 |
|
| R3 |
1.4482 |
1.4419 |
1.4229 |
|
| R2 |
1.4305 |
1.4305 |
1.4212 |
|
| R1 |
1.4242 |
1.4242 |
1.4196 |
1.4274 |
| PP |
1.4128 |
1.4128 |
1.4128 |
1.4143 |
| S1 |
1.4065 |
1.4065 |
1.4164 |
1.4097 |
| S2 |
1.3951 |
1.3951 |
1.4148 |
|
| S3 |
1.3774 |
1.3888 |
1.4131 |
|
| S4 |
1.3597 |
1.3711 |
1.4083 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4773 |
1.4697 |
1.4301 |
|
| R3 |
1.4553 |
1.4477 |
1.4241 |
|
| R2 |
1.4333 |
1.4333 |
1.4220 |
|
| R1 |
1.4257 |
1.4257 |
1.4200 |
1.4295 |
| PP |
1.4113 |
1.4113 |
1.4113 |
1.4133 |
| S1 |
1.4037 |
1.4037 |
1.4160 |
1.4075 |
| S2 |
1.3893 |
1.3893 |
1.4140 |
|
| S3 |
1.3673 |
1.3817 |
1.4120 |
|
| S4 |
1.3453 |
1.3597 |
1.4059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4190 |
1.3970 |
0.0220 |
1.6% |
0.0106 |
0.7% |
95% |
True |
False |
297 |
| 10 |
1.4190 |
1.3970 |
0.0220 |
1.6% |
0.0106 |
0.7% |
95% |
True |
False |
372 |
| 20 |
1.4190 |
1.3720 |
0.0470 |
3.3% |
0.0101 |
0.7% |
98% |
True |
False |
268 |
| 40 |
1.4190 |
1.3395 |
0.0795 |
5.6% |
0.0071 |
0.5% |
99% |
True |
False |
146 |
| 60 |
1.4190 |
1.2838 |
0.1352 |
9.5% |
0.0058 |
0.4% |
99% |
True |
False |
98 |
| 80 |
1.4190 |
1.2838 |
0.1352 |
9.5% |
0.0048 |
0.3% |
99% |
True |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4942 |
|
2.618 |
1.4653 |
|
1.618 |
1.4476 |
|
1.000 |
1.4367 |
|
0.618 |
1.4299 |
|
HIGH |
1.4190 |
|
0.618 |
1.4122 |
|
0.500 |
1.4102 |
|
0.382 |
1.4081 |
|
LOW |
1.4013 |
|
0.618 |
1.3904 |
|
1.000 |
1.3836 |
|
1.618 |
1.3727 |
|
2.618 |
1.3550 |
|
4.250 |
1.3261 |
|
|
| Fisher Pivots for day following 01-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4154 |
1.4153 |
| PP |
1.4128 |
1.4127 |
| S1 |
1.4102 |
1.4100 |
|