CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 17-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2006 |
17-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2484 |
1.2496 |
0.0012 |
0.1% |
1.2273 |
High |
1.2484 |
1.2496 |
0.0012 |
0.1% |
1.2496 |
Low |
1.2484 |
1.2496 |
0.0012 |
0.1% |
1.2273 |
Close |
1.2484 |
1.2496 |
0.0012 |
0.1% |
1.2496 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0041 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2496 |
1.2496 |
1.2496 |
|
R3 |
1.2496 |
1.2496 |
1.2496 |
|
R2 |
1.2496 |
1.2496 |
1.2496 |
|
R1 |
1.2496 |
1.2496 |
1.2496 |
1.2496 |
PP |
1.2496 |
1.2496 |
1.2496 |
1.2496 |
S1 |
1.2496 |
1.2496 |
1.2496 |
1.2496 |
S2 |
1.2496 |
1.2496 |
1.2496 |
|
S3 |
1.2496 |
1.2496 |
1.2496 |
|
S4 |
1.2496 |
1.2496 |
1.2496 |
|
|
Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3091 |
1.3016 |
1.2619 |
|
R3 |
1.2868 |
1.2793 |
1.2557 |
|
R2 |
1.2645 |
1.2645 |
1.2537 |
|
R1 |
1.2570 |
1.2570 |
1.2516 |
1.2608 |
PP |
1.2422 |
1.2422 |
1.2422 |
1.2440 |
S1 |
1.2347 |
1.2347 |
1.2476 |
1.2385 |
S2 |
1.2199 |
1.2199 |
1.2455 |
|
S3 |
1.1976 |
1.2124 |
1.2435 |
|
S4 |
1.1753 |
1.1901 |
1.2373 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2496 |
2.618 |
1.2496 |
1.618 |
1.2496 |
1.000 |
1.2496 |
0.618 |
1.2496 |
HIGH |
1.2496 |
0.618 |
1.2496 |
0.500 |
1.2496 |
0.382 |
1.2496 |
LOW |
1.2496 |
0.618 |
1.2496 |
1.000 |
1.2496 |
1.618 |
1.2496 |
2.618 |
1.2496 |
4.250 |
1.2496 |
|
|
Fisher Pivots for day following 17-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2496 |
1.2477 |
PP |
1.2496 |
1.2458 |
S1 |
1.2496 |
1.2439 |
|