CME Euro FX (E) Future September 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4346 |
1.4451 |
0.0105 |
0.7% |
1.4170 |
| High |
1.4454 |
1.4459 |
0.0005 |
0.0% |
1.4408 |
| Low |
1.4321 |
1.4360 |
0.0039 |
0.3% |
1.4097 |
| Close |
1.4424 |
1.4377 |
-0.0047 |
-0.3% |
1.4371 |
| Range |
0.0133 |
0.0099 |
-0.0034 |
-25.6% |
0.0311 |
| ATR |
0.0103 |
0.0102 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
249 |
303 |
54 |
21.7% |
1,382 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4696 |
1.4635 |
1.4431 |
|
| R3 |
1.4597 |
1.4536 |
1.4404 |
|
| R2 |
1.4498 |
1.4498 |
1.4395 |
|
| R1 |
1.4437 |
1.4437 |
1.4386 |
1.4418 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4389 |
| S1 |
1.4338 |
1.4338 |
1.4368 |
1.4319 |
| S2 |
1.4300 |
1.4300 |
1.4359 |
|
| S3 |
1.4201 |
1.4239 |
1.4350 |
|
| S4 |
1.4102 |
1.4140 |
1.4323 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5225 |
1.5109 |
1.4542 |
|
| R3 |
1.4914 |
1.4798 |
1.4457 |
|
| R2 |
1.4603 |
1.4603 |
1.4428 |
|
| R1 |
1.4487 |
1.4487 |
1.4400 |
1.4545 |
| PP |
1.4292 |
1.4292 |
1.4292 |
1.4321 |
| S1 |
1.4176 |
1.4176 |
1.4342 |
1.4234 |
| S2 |
1.3981 |
1.3981 |
1.4314 |
|
| S3 |
1.3670 |
1.3865 |
1.4285 |
|
| S4 |
1.3359 |
1.3554 |
1.4200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4459 |
1.4193 |
0.0266 |
1.9% |
0.0096 |
0.7% |
69% |
True |
False |
465 |
| 10 |
1.4459 |
1.4013 |
0.0446 |
3.1% |
0.0100 |
0.7% |
82% |
True |
False |
353 |
| 20 |
1.4459 |
1.3874 |
0.0585 |
4.1% |
0.0105 |
0.7% |
86% |
True |
False |
350 |
| 40 |
1.4459 |
1.3470 |
0.0989 |
6.9% |
0.0080 |
0.6% |
92% |
True |
False |
217 |
| 60 |
1.4459 |
1.3395 |
0.1064 |
7.4% |
0.0065 |
0.5% |
92% |
True |
False |
146 |
| 80 |
1.4459 |
1.2838 |
0.1621 |
11.3% |
0.0055 |
0.4% |
95% |
True |
False |
110 |
| 100 |
1.4459 |
1.2838 |
0.1621 |
11.3% |
0.0045 |
0.3% |
95% |
True |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4880 |
|
2.618 |
1.4718 |
|
1.618 |
1.4619 |
|
1.000 |
1.4558 |
|
0.618 |
1.4520 |
|
HIGH |
1.4459 |
|
0.618 |
1.4421 |
|
0.500 |
1.4410 |
|
0.382 |
1.4398 |
|
LOW |
1.4360 |
|
0.618 |
1.4299 |
|
1.000 |
1.4261 |
|
1.618 |
1.4200 |
|
2.618 |
1.4101 |
|
4.250 |
1.3939 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4410 |
1.4390 |
| PP |
1.4399 |
1.4386 |
| S1 |
1.4388 |
1.4381 |
|