CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 11-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2006 |
11-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2393 |
1.2430 |
0.0037 |
0.3% |
1.2431 |
High |
1.2393 |
1.2430 |
0.0037 |
0.3% |
1.2592 |
Low |
1.2393 |
1.2430 |
0.0037 |
0.3% |
1.2403 |
Close |
1.2393 |
1.2430 |
0.0037 |
0.3% |
1.2403 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2430 |
1.2430 |
1.2430 |
|
R3 |
1.2430 |
1.2430 |
1.2430 |
|
R2 |
1.2430 |
1.2430 |
1.2430 |
|
R1 |
1.2430 |
1.2430 |
1.2430 |
1.2430 |
PP |
1.2430 |
1.2430 |
1.2430 |
1.2430 |
S1 |
1.2430 |
1.2430 |
1.2430 |
1.2430 |
S2 |
1.2430 |
1.2430 |
1.2430 |
|
S3 |
1.2430 |
1.2430 |
1.2430 |
|
S4 |
1.2430 |
1.2430 |
1.2430 |
|
|
Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3033 |
1.2907 |
1.2507 |
|
R3 |
1.2844 |
1.2718 |
1.2455 |
|
R2 |
1.2655 |
1.2655 |
1.2438 |
|
R1 |
1.2529 |
1.2529 |
1.2420 |
1.2498 |
PP |
1.2466 |
1.2466 |
1.2466 |
1.2450 |
S1 |
1.2340 |
1.2340 |
1.2386 |
1.2309 |
S2 |
1.2277 |
1.2277 |
1.2368 |
|
S3 |
1.2088 |
1.2151 |
1.2351 |
|
S4 |
1.1899 |
1.1962 |
1.2299 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2430 |
2.618 |
1.2430 |
1.618 |
1.2430 |
1.000 |
1.2430 |
0.618 |
1.2430 |
HIGH |
1.2430 |
0.618 |
1.2430 |
0.500 |
1.2430 |
0.382 |
1.2430 |
LOW |
1.2430 |
0.618 |
1.2430 |
1.000 |
1.2430 |
1.618 |
1.2430 |
2.618 |
1.2430 |
4.250 |
1.2430 |
|
|
Fisher Pivots for day following 11-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2430 |
1.2424 |
PP |
1.2430 |
1.2418 |
S1 |
1.2430 |
1.2412 |
|