CME Euro FX (E) Future September 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 |
1.4348 |
1.4170 |
-0.0178 |
-1.2% |
1.4395 |
| High |
1.4348 |
1.4285 |
-0.0063 |
-0.4% |
1.4459 |
| Low |
1.4100 |
1.4148 |
0.0048 |
0.3% |
1.4307 |
| Close |
1.4174 |
1.4279 |
0.0105 |
0.7% |
1.4373 |
| Range |
0.0248 |
0.0137 |
-0.0111 |
-44.8% |
0.0152 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.2% |
0.0000 |
| Volume |
216 |
1,130 |
914 |
423.1% |
2,214 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4648 |
1.4601 |
1.4354 |
|
| R3 |
1.4511 |
1.4464 |
1.4317 |
|
| R2 |
1.4374 |
1.4374 |
1.4304 |
|
| R1 |
1.4327 |
1.4327 |
1.4292 |
1.4351 |
| PP |
1.4237 |
1.4237 |
1.4237 |
1.4249 |
| S1 |
1.4190 |
1.4190 |
1.4266 |
1.4214 |
| S2 |
1.4100 |
1.4100 |
1.4254 |
|
| S3 |
1.3963 |
1.4053 |
1.4241 |
|
| S4 |
1.3826 |
1.3916 |
1.4204 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4836 |
1.4756 |
1.4457 |
|
| R3 |
1.4684 |
1.4604 |
1.4415 |
|
| R2 |
1.4532 |
1.4532 |
1.4401 |
|
| R1 |
1.4452 |
1.4452 |
1.4387 |
1.4416 |
| PP |
1.4380 |
1.4380 |
1.4380 |
1.4362 |
| S1 |
1.4300 |
1.4300 |
1.4359 |
1.4264 |
| S2 |
1.4228 |
1.4228 |
1.4345 |
|
| S3 |
1.4076 |
1.4148 |
1.4331 |
|
| S4 |
1.3924 |
1.3996 |
1.4289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4459 |
1.4100 |
0.0359 |
2.5% |
0.0146 |
1.0% |
50% |
False |
False |
471 |
| 10 |
1.4459 |
1.4100 |
0.0359 |
2.5% |
0.0122 |
0.9% |
50% |
False |
False |
467 |
| 20 |
1.4459 |
1.3970 |
0.0489 |
3.4% |
0.0113 |
0.8% |
63% |
False |
False |
385 |
| 40 |
1.4459 |
1.3700 |
0.0759 |
5.3% |
0.0090 |
0.6% |
76% |
False |
False |
266 |
| 60 |
1.4459 |
1.3395 |
0.1064 |
7.5% |
0.0074 |
0.5% |
83% |
False |
False |
180 |
| 80 |
1.4459 |
1.2838 |
0.1621 |
11.4% |
0.0063 |
0.4% |
89% |
False |
False |
136 |
| 100 |
1.4459 |
1.2838 |
0.1621 |
11.4% |
0.0052 |
0.4% |
89% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4867 |
|
2.618 |
1.4644 |
|
1.618 |
1.4507 |
|
1.000 |
1.4422 |
|
0.618 |
1.4370 |
|
HIGH |
1.4285 |
|
0.618 |
1.4233 |
|
0.500 |
1.4217 |
|
0.382 |
1.4200 |
|
LOW |
1.4148 |
|
0.618 |
1.4063 |
|
1.000 |
1.4011 |
|
1.618 |
1.3926 |
|
2.618 |
1.3789 |
|
4.250 |
1.3566 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4258 |
1.4276 |
| PP |
1.4237 |
1.4273 |
| S1 |
1.4217 |
1.4270 |
|