CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 15-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2006 |
15-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2329 |
1.2381 |
0.0052 |
0.4% |
1.2335 |
High |
1.2329 |
1.2381 |
0.0052 |
0.4% |
1.2335 |
Low |
1.2329 |
1.2381 |
0.0052 |
0.4% |
1.2201 |
Close |
1.2329 |
1.2381 |
0.0052 |
0.4% |
1.2226 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0038 |
0.0001 |
2.8% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2381 |
1.2381 |
1.2381 |
|
R3 |
1.2381 |
1.2381 |
1.2381 |
|
R2 |
1.2381 |
1.2381 |
1.2381 |
|
R1 |
1.2381 |
1.2381 |
1.2381 |
1.2381 |
PP |
1.2381 |
1.2381 |
1.2381 |
1.2381 |
S1 |
1.2381 |
1.2381 |
1.2381 |
1.2381 |
S2 |
1.2381 |
1.2381 |
1.2381 |
|
S3 |
1.2381 |
1.2381 |
1.2381 |
|
S4 |
1.2381 |
1.2381 |
1.2381 |
|
|
Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2656 |
1.2575 |
1.2300 |
|
R3 |
1.2522 |
1.2441 |
1.2263 |
|
R2 |
1.2388 |
1.2388 |
1.2251 |
|
R1 |
1.2307 |
1.2307 |
1.2238 |
1.2281 |
PP |
1.2254 |
1.2254 |
1.2254 |
1.2241 |
S1 |
1.2173 |
1.2173 |
1.2214 |
1.2147 |
S2 |
1.2120 |
1.2120 |
1.2201 |
|
S3 |
1.1986 |
1.2039 |
1.2189 |
|
S4 |
1.1852 |
1.1905 |
1.2152 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2381 |
2.618 |
1.2381 |
1.618 |
1.2381 |
1.000 |
1.2381 |
0.618 |
1.2381 |
HIGH |
1.2381 |
0.618 |
1.2381 |
0.500 |
1.2381 |
0.382 |
1.2381 |
LOW |
1.2381 |
0.618 |
1.2381 |
1.000 |
1.2381 |
1.618 |
1.2381 |
2.618 |
1.2381 |
4.250 |
1.2381 |
|
|
Fisher Pivots for day following 15-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2381 |
1.2363 |
PP |
1.2381 |
1.2345 |
S1 |
1.2381 |
1.2327 |
|