CME Euro FX (E) Future December 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 |
1.4480 |
1.4527 |
0.0047 |
0.3% |
1.4168 |
High |
1.4480 |
1.4527 |
0.0047 |
0.3% |
1.4464 |
Low |
1.4480 |
1.4527 |
0.0047 |
0.3% |
1.4074 |
Close |
1.4480 |
1.4527 |
0.0047 |
0.3% |
1.4468 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
35 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4527 |
1.4527 |
1.4527 |
|
R3 |
1.4527 |
1.4527 |
1.4527 |
|
R2 |
1.4527 |
1.4527 |
1.4527 |
|
R1 |
1.4527 |
1.4527 |
1.4527 |
1.4527 |
PP |
1.4527 |
1.4527 |
1.4527 |
1.4527 |
S1 |
1.4527 |
1.4527 |
1.4527 |
1.4527 |
S2 |
1.4527 |
1.4527 |
1.4527 |
|
S3 |
1.4527 |
1.4527 |
1.4527 |
|
S4 |
1.4527 |
1.4527 |
1.4527 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5505 |
1.5377 |
1.4683 |
|
R3 |
1.5115 |
1.4987 |
1.4575 |
|
R2 |
1.4725 |
1.4725 |
1.4540 |
|
R1 |
1.4597 |
1.4597 |
1.4504 |
1.4661 |
PP |
1.4335 |
1.4335 |
1.4335 |
1.4368 |
S1 |
1.4207 |
1.4207 |
1.4432 |
1.4271 |
S2 |
1.3945 |
1.3945 |
1.4397 |
|
S3 |
1.3555 |
1.3817 |
1.4361 |
|
S4 |
1.3165 |
1.3427 |
1.4254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4527 |
1.4130 |
0.0397 |
2.7% |
0.0045 |
0.3% |
100% |
True |
False |
7 |
10 |
1.4527 |
1.4074 |
0.0453 |
3.1% |
0.0039 |
0.3% |
100% |
True |
False |
4 |
20 |
1.4527 |
1.3998 |
0.0529 |
3.6% |
0.0020 |
0.1% |
100% |
True |
False |
3 |
40 |
1.4527 |
1.3691 |
0.0836 |
5.8% |
0.0016 |
0.1% |
100% |
True |
False |
5 |
60 |
1.4527 |
1.3415 |
0.1112 |
7.7% |
0.0011 |
0.1% |
100% |
True |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4527 |
2.618 |
1.4527 |
1.618 |
1.4527 |
1.000 |
1.4527 |
0.618 |
1.4527 |
HIGH |
1.4527 |
0.618 |
1.4527 |
0.500 |
1.4527 |
0.382 |
1.4527 |
LOW |
1.4527 |
0.618 |
1.4527 |
1.000 |
1.4527 |
1.618 |
1.4527 |
2.618 |
1.4527 |
4.250 |
1.4527 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.4527 |
1.4513 |
PP |
1.4527 |
1.4499 |
S1 |
1.4527 |
1.4486 |
|