CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 12-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.4341 |
1.4377 |
0.0036 |
0.3% |
1.4152 |
High |
1.4341 |
1.4377 |
0.0036 |
0.3% |
1.4324 |
Low |
1.4331 |
1.4377 |
0.0046 |
0.3% |
1.4126 |
Close |
1.4317 |
1.4377 |
0.0060 |
0.4% |
1.4324 |
Range |
0.0010 |
0.0000 |
-0.0010 |
-100.0% |
0.0198 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4377 |
1.4377 |
1.4377 |
|
R3 |
1.4377 |
1.4377 |
1.4377 |
|
R2 |
1.4377 |
1.4377 |
1.4377 |
|
R1 |
1.4377 |
1.4377 |
1.4377 |
1.4377 |
PP |
1.4377 |
1.4377 |
1.4377 |
1.4377 |
S1 |
1.4377 |
1.4377 |
1.4377 |
1.4377 |
S2 |
1.4377 |
1.4377 |
1.4377 |
|
S3 |
1.4377 |
1.4377 |
1.4377 |
|
S4 |
1.4377 |
1.4377 |
1.4377 |
|
|
Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4852 |
1.4786 |
1.4433 |
|
R3 |
1.4654 |
1.4588 |
1.4378 |
|
R2 |
1.4456 |
1.4456 |
1.4360 |
|
R1 |
1.4390 |
1.4390 |
1.4342 |
1.4423 |
PP |
1.4258 |
1.4258 |
1.4258 |
1.4275 |
S1 |
1.4192 |
1.4192 |
1.4306 |
1.4225 |
S2 |
1.4060 |
1.4060 |
1.4288 |
|
S3 |
1.3862 |
1.3994 |
1.4270 |
|
S4 |
1.3664 |
1.3796 |
1.4215 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4377 |
2.618 |
1.4377 |
1.618 |
1.4377 |
1.000 |
1.4377 |
0.618 |
1.4377 |
HIGH |
1.4377 |
0.618 |
1.4377 |
0.500 |
1.4377 |
0.382 |
1.4377 |
LOW |
1.4377 |
0.618 |
1.4377 |
1.000 |
1.4377 |
1.618 |
1.4377 |
2.618 |
1.4377 |
4.250 |
1.4377 |
|
|
Fisher Pivots for day following 12-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4377 |
1.4368 |
PP |
1.4377 |
1.4359 |
S1 |
1.4377 |
1.4351 |
|