CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 24-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2006 |
24-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2261 |
1.2325 |
0.0064 |
0.5% |
1.2465 |
High |
1.2261 |
1.2325 |
0.0064 |
0.5% |
1.2465 |
Low |
1.2261 |
1.2325 |
0.0064 |
0.5% |
1.2261 |
Close |
1.2261 |
1.2325 |
0.0064 |
0.5% |
1.2325 |
Range |
|
|
|
|
|
ATR |
0.0046 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2325 |
1.2325 |
1.2325 |
|
R3 |
1.2325 |
1.2325 |
1.2325 |
|
R2 |
1.2325 |
1.2325 |
1.2325 |
|
R1 |
1.2325 |
1.2325 |
1.2325 |
1.2325 |
PP |
1.2325 |
1.2325 |
1.2325 |
1.2325 |
S1 |
1.2325 |
1.2325 |
1.2325 |
1.2325 |
S2 |
1.2325 |
1.2325 |
1.2325 |
|
S3 |
1.2325 |
1.2325 |
1.2325 |
|
S4 |
1.2325 |
1.2325 |
1.2325 |
|
|
Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2962 |
1.2848 |
1.2437 |
|
R3 |
1.2758 |
1.2644 |
1.2381 |
|
R2 |
1.2554 |
1.2554 |
1.2362 |
|
R1 |
1.2440 |
1.2440 |
1.2344 |
1.2395 |
PP |
1.2350 |
1.2350 |
1.2350 |
1.2328 |
S1 |
1.2236 |
1.2236 |
1.2306 |
1.2191 |
S2 |
1.2146 |
1.2146 |
1.2288 |
|
S3 |
1.1942 |
1.2032 |
1.2269 |
|
S4 |
1.1738 |
1.1828 |
1.2213 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2325 |
2.618 |
1.2325 |
1.618 |
1.2325 |
1.000 |
1.2325 |
0.618 |
1.2325 |
HIGH |
1.2325 |
0.618 |
1.2325 |
0.500 |
1.2325 |
0.382 |
1.2325 |
LOW |
1.2325 |
0.618 |
1.2325 |
1.000 |
1.2325 |
1.618 |
1.2325 |
2.618 |
1.2325 |
4.250 |
1.2325 |
|
|
Fisher Pivots for day following 24-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2325 |
1.2323 |
PP |
1.2325 |
1.2321 |
S1 |
1.2325 |
1.2319 |
|