CME Euro FX (E) Future September 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 |
1.4504 |
1.4496 |
-0.0008 |
-0.1% |
1.4348 |
| High |
1.4560 |
1.4593 |
0.0033 |
0.2% |
1.4584 |
| Low |
1.4469 |
1.4437 |
-0.0032 |
-0.2% |
1.4100 |
| Close |
1.4525 |
1.4572 |
0.0047 |
0.3% |
1.4512 |
| Range |
0.0091 |
0.0156 |
0.0065 |
71.4% |
0.0484 |
| ATR |
0.0122 |
0.0125 |
0.0002 |
2.0% |
0.0000 |
| Volume |
488 |
256 |
-232 |
-47.5% |
2,245 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5002 |
1.4943 |
1.4658 |
|
| R3 |
1.4846 |
1.4787 |
1.4615 |
|
| R2 |
1.4690 |
1.4690 |
1.4601 |
|
| R1 |
1.4631 |
1.4631 |
1.4586 |
1.4661 |
| PP |
1.4534 |
1.4534 |
1.4534 |
1.4549 |
| S1 |
1.4475 |
1.4475 |
1.4558 |
1.4505 |
| S2 |
1.4378 |
1.4378 |
1.4543 |
|
| S3 |
1.4222 |
1.4319 |
1.4529 |
|
| S4 |
1.4066 |
1.4163 |
1.4486 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5851 |
1.5665 |
1.4778 |
|
| R3 |
1.5367 |
1.5181 |
1.4645 |
|
| R2 |
1.4883 |
1.4883 |
1.4601 |
|
| R1 |
1.4697 |
1.4697 |
1.4556 |
1.4790 |
| PP |
1.4399 |
1.4399 |
1.4399 |
1.4445 |
| S1 |
1.4213 |
1.4213 |
1.4468 |
1.4306 |
| S2 |
1.3915 |
1.3915 |
1.4423 |
|
| S3 |
1.3431 |
1.3729 |
1.4379 |
|
| S4 |
1.2947 |
1.3245 |
1.4246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4593 |
1.4148 |
0.0445 |
3.1% |
0.0143 |
1.0% |
95% |
True |
False |
554 |
| 10 |
1.4593 |
1.4100 |
0.0493 |
3.4% |
0.0144 |
1.0% |
96% |
True |
False |
425 |
| 20 |
1.4593 |
1.3999 |
0.0594 |
4.1% |
0.0119 |
0.8% |
96% |
True |
False |
390 |
| 40 |
1.4593 |
1.3720 |
0.0873 |
6.0% |
0.0103 |
0.7% |
98% |
True |
False |
304 |
| 60 |
1.4593 |
1.3395 |
0.1198 |
8.2% |
0.0082 |
0.6% |
98% |
True |
False |
207 |
| 80 |
1.4593 |
1.2838 |
0.1755 |
12.0% |
0.0069 |
0.5% |
99% |
True |
False |
156 |
| 100 |
1.4593 |
1.2838 |
0.1755 |
12.0% |
0.0057 |
0.4% |
99% |
True |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5256 |
|
2.618 |
1.5001 |
|
1.618 |
1.4845 |
|
1.000 |
1.4749 |
|
0.618 |
1.4689 |
|
HIGH |
1.4593 |
|
0.618 |
1.4533 |
|
0.500 |
1.4515 |
|
0.382 |
1.4497 |
|
LOW |
1.4437 |
|
0.618 |
1.4341 |
|
1.000 |
1.4281 |
|
1.618 |
1.4185 |
|
2.618 |
1.4029 |
|
4.250 |
1.3774 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4553 |
1.4553 |
| PP |
1.4534 |
1.4534 |
| S1 |
1.4515 |
1.4515 |
|