CME Euro FX (E) Future September 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 |
1.4170 |
1.4282 |
0.0112 |
0.8% |
1.4395 |
| High |
1.4285 |
1.4482 |
0.0197 |
1.4% |
1.4459 |
| Low |
1.4148 |
1.4282 |
0.0134 |
0.9% |
1.4307 |
| Close |
1.4279 |
1.4454 |
0.0175 |
1.2% |
1.4373 |
| Range |
0.0137 |
0.0200 |
0.0063 |
46.0% |
0.0152 |
| ATR |
0.0118 |
0.0124 |
0.0006 |
5.1% |
0.0000 |
| Volume |
1,130 |
441 |
-689 |
-61.0% |
2,214 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5006 |
1.4930 |
1.4564 |
|
| R3 |
1.4806 |
1.4730 |
1.4509 |
|
| R2 |
1.4606 |
1.4606 |
1.4491 |
|
| R1 |
1.4530 |
1.4530 |
1.4472 |
1.4568 |
| PP |
1.4406 |
1.4406 |
1.4406 |
1.4425 |
| S1 |
1.4330 |
1.4330 |
1.4436 |
1.4368 |
| S2 |
1.4206 |
1.4206 |
1.4417 |
|
| S3 |
1.4006 |
1.4130 |
1.4399 |
|
| S4 |
1.3806 |
1.3930 |
1.4344 |
|
|
| 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 |
1.4482 |
1.4100 |
0.0382 |
2.6% |
0.0166 |
1.1% |
93% |
True |
False |
499 |
| 10 |
1.4482 |
1.4100 |
0.0382 |
2.6% |
0.0131 |
0.9% |
93% |
True |
False |
482 |
| 20 |
1.4482 |
1.3970 |
0.0512 |
3.5% |
0.0117 |
0.8% |
95% |
True |
False |
378 |
| 40 |
1.4482 |
1.3718 |
0.0764 |
5.3% |
0.0094 |
0.7% |
96% |
True |
False |
274 |
| 60 |
1.4482 |
1.3395 |
0.1087 |
7.5% |
0.0077 |
0.5% |
97% |
True |
False |
187 |
| 80 |
1.4482 |
1.2838 |
0.1644 |
11.4% |
0.0065 |
0.5% |
98% |
True |
False |
141 |
| 100 |
1.4482 |
1.2838 |
0.1644 |
11.4% |
0.0054 |
0.4% |
98% |
True |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5332 |
|
2.618 |
1.5006 |
|
1.618 |
1.4806 |
|
1.000 |
1.4682 |
|
0.618 |
1.4606 |
|
HIGH |
1.4482 |
|
0.618 |
1.4406 |
|
0.500 |
1.4382 |
|
0.382 |
1.4358 |
|
LOW |
1.4282 |
|
0.618 |
1.4158 |
|
1.000 |
1.4082 |
|
1.618 |
1.3958 |
|
2.618 |
1.3758 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4430 |
1.4400 |
| PP |
1.4406 |
1.4345 |
| S1 |
1.4382 |
1.4291 |
|