CME Euro FX (E) Future December 2011
Trading Metrics calculated at close of trading on 21-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.4360 |
1.4444 |
0.0084 |
0.6% |
1.4341 |
High |
1.4464 |
1.4444 |
-0.0020 |
-0.1% |
1.4386 |
Low |
1.4360 |
1.4444 |
0.0084 |
0.6% |
1.4300 |
Close |
1.4408 |
1.4468 |
0.0060 |
0.4% |
1.4326 |
Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0086 |
ATR |
0.0085 |
0.0081 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
5 |
22 |
17 |
340.0% |
13 |
|
Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4452 |
1.4460 |
1.4468 |
|
R3 |
1.4452 |
1.4460 |
1.4468 |
|
R2 |
1.4452 |
1.4452 |
1.4468 |
|
R1 |
1.4460 |
1.4460 |
1.4468 |
1.4456 |
PP |
1.4452 |
1.4452 |
1.4452 |
1.4450 |
S1 |
1.4460 |
1.4460 |
1.4468 |
1.4456 |
S2 |
1.4452 |
1.4452 |
1.4468 |
|
S3 |
1.4452 |
1.4460 |
1.4468 |
|
S4 |
1.4452 |
1.4460 |
1.4468 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4464 |
1.4074 |
0.0390 |
2.7% |
0.0064 |
0.4% |
101% |
False |
False |
7 |
10 |
1.4464 |
1.4074 |
0.0390 |
2.7% |
0.0040 |
0.3% |
101% |
False |
False |
4 |
20 |
1.4464 |
1.3990 |
0.0474 |
3.3% |
0.0020 |
0.1% |
101% |
False |
False |
3 |
40 |
1.4464 |
1.3663 |
0.0801 |
5.5% |
0.0016 |
0.1% |
100% |
False |
False |
5 |
60 |
1.4464 |
1.3415 |
0.1049 |
7.3% |
0.0013 |
0.1% |
100% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4444 |
2.618 |
1.4444 |
1.618 |
1.4444 |
1.000 |
1.4444 |
0.618 |
1.4444 |
HIGH |
1.4444 |
0.618 |
1.4444 |
0.500 |
1.4444 |
0.382 |
1.4444 |
LOW |
1.4444 |
0.618 |
1.4444 |
1.000 |
1.4444 |
1.618 |
1.4444 |
2.618 |
1.4444 |
4.250 |
1.4444 |
|
|
Fisher Pivots for day following 21-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4460 |
1.4411 |
PP |
1.4452 |
1.4354 |
S1 |
1.4444 |
1.4297 |
|