CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 27-Feb-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2006 |
27-Feb-2006 |
Change |
Change % |
Previous Week |
Open |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2246 |
High |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2246 |
Low |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2196 |
Close |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2196 |
Range |
|
|
|
|
|
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2174 |
1.2174 |
1.2174 |
|
R3 |
1.2174 |
1.2174 |
1.2174 |
|
R2 |
1.2174 |
1.2174 |
1.2174 |
|
R1 |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
PP |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
S1 |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
S2 |
1.2174 |
1.2174 |
1.2174 |
|
S3 |
1.2174 |
1.2174 |
1.2174 |
|
S4 |
1.2174 |
1.2174 |
1.2174 |
|
|
Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2363 |
1.2329 |
1.2224 |
|
R3 |
1.2313 |
1.2279 |
1.2210 |
|
R2 |
1.2263 |
1.2263 |
1.2205 |
|
R1 |
1.2229 |
1.2229 |
1.2201 |
1.2221 |
PP |
1.2213 |
1.2213 |
1.2213 |
1.2209 |
S1 |
1.2179 |
1.2179 |
1.2191 |
1.2171 |
S2 |
1.2163 |
1.2163 |
1.2187 |
|
S3 |
1.2113 |
1.2129 |
1.2182 |
|
S4 |
1.2063 |
1.2079 |
1.2169 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2174 |
2.618 |
1.2174 |
1.618 |
1.2174 |
1.000 |
1.2174 |
0.618 |
1.2174 |
HIGH |
1.2174 |
0.618 |
1.2174 |
0.500 |
1.2174 |
0.382 |
1.2174 |
LOW |
1.2174 |
0.618 |
1.2174 |
1.000 |
1.2174 |
1.618 |
1.2174 |
2.618 |
1.2174 |
4.250 |
1.2174 |
|
|
Fisher Pivots for day following 27-Feb-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2174 |
1.2209 |
PP |
1.2174 |
1.2197 |
S1 |
1.2174 |
1.2186 |
|