CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 05-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2006 |
05-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2557 |
1.2592 |
0.0035 |
0.3% |
1.2302 |
High |
1.2557 |
1.2592 |
0.0035 |
0.3% |
1.2446 |
Low |
1.2557 |
1.2592 |
0.0035 |
0.3% |
1.2298 |
Close |
1.2557 |
1.2592 |
0.0035 |
0.3% |
1.2412 |
Range |
|
|
|
|
|
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2592 |
1.2592 |
1.2592 |
|
R3 |
1.2592 |
1.2592 |
1.2592 |
|
R2 |
1.2592 |
1.2592 |
1.2592 |
|
R1 |
1.2592 |
1.2592 |
1.2592 |
1.2592 |
PP |
1.2592 |
1.2592 |
1.2592 |
1.2592 |
S1 |
1.2592 |
1.2592 |
1.2592 |
1.2592 |
S2 |
1.2592 |
1.2592 |
1.2592 |
|
S3 |
1.2592 |
1.2592 |
1.2592 |
|
S4 |
1.2592 |
1.2592 |
1.2592 |
|
|
Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2829 |
1.2769 |
1.2493 |
|
R3 |
1.2681 |
1.2621 |
1.2453 |
|
R2 |
1.2533 |
1.2533 |
1.2439 |
|
R1 |
1.2473 |
1.2473 |
1.2426 |
1.2503 |
PP |
1.2385 |
1.2385 |
1.2385 |
1.2401 |
S1 |
1.2325 |
1.2325 |
1.2398 |
1.2355 |
S2 |
1.2237 |
1.2237 |
1.2385 |
|
S3 |
1.2089 |
1.2177 |
1.2371 |
|
S4 |
1.1941 |
1.2029 |
1.2331 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2592 |
2.618 |
1.2592 |
1.618 |
1.2592 |
1.000 |
1.2592 |
0.618 |
1.2592 |
HIGH |
1.2592 |
0.618 |
1.2592 |
0.500 |
1.2592 |
0.382 |
1.2592 |
LOW |
1.2592 |
0.618 |
1.2592 |
1.000 |
1.2592 |
1.618 |
1.2592 |
2.618 |
1.2592 |
4.250 |
1.2592 |
|
|
Fisher Pivots for day following 05-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2592 |
1.2565 |
PP |
1.2592 |
1.2538 |
S1 |
1.2592 |
1.2512 |
|