CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4300 |
1.4168 |
-0.0132 |
-0.9% |
1.4341 |
| High |
1.4300 |
1.4168 |
-0.0132 |
-0.9% |
1.4386 |
| Low |
1.4300 |
1.4074 |
-0.0226 |
-1.6% |
1.4300 |
| Close |
1.4326 |
1.4129 |
-0.0197 |
-1.4% |
1.4326 |
| Range |
0.0000 |
0.0094 |
0.0094 |
|
0.0086 |
| ATR |
0.0056 |
0.0070 |
0.0014 |
25.2% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
13 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4361 |
1.4181 |
|
| R3 |
1.4312 |
1.4267 |
1.4155 |
|
| R2 |
1.4218 |
1.4218 |
1.4146 |
|
| R1 |
1.4173 |
1.4173 |
1.4138 |
1.4149 |
| PP |
1.4124 |
1.4124 |
1.4124 |
1.4111 |
| S1 |
1.4079 |
1.4079 |
1.4120 |
1.4055 |
| S2 |
1.4030 |
1.4030 |
1.4112 |
|
| S3 |
1.3936 |
1.3985 |
1.4103 |
|
| S4 |
1.3842 |
1.3891 |
1.4077 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4595 |
1.4547 |
1.4373 |
|
| R3 |
1.4509 |
1.4461 |
1.4350 |
|
| R2 |
1.4423 |
1.4423 |
1.4342 |
|
| R1 |
1.4375 |
1.4375 |
1.4334 |
1.4356 |
| PP |
1.4337 |
1.4337 |
1.4337 |
1.4328 |
| S1 |
1.4289 |
1.4289 |
1.4318 |
1.4270 |
| S2 |
1.4251 |
1.4251 |
1.4310 |
|
| S3 |
1.4165 |
1.4203 |
1.4302 |
|
| S4 |
1.4079 |
1.4117 |
1.4279 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4568 |
|
2.618 |
1.4414 |
|
1.618 |
1.4320 |
|
1.000 |
1.4262 |
|
0.618 |
1.4226 |
|
HIGH |
1.4168 |
|
0.618 |
1.4132 |
|
0.500 |
1.4121 |
|
0.382 |
1.4110 |
|
LOW |
1.4074 |
|
0.618 |
1.4016 |
|
1.000 |
1.3980 |
|
1.618 |
1.3922 |
|
2.618 |
1.3828 |
|
4.250 |
1.3675 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4126 |
1.4227 |
| PP |
1.4124 |
1.4194 |
| S1 |
1.4121 |
1.4162 |
|