CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 20-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2006 |
20-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2677 |
1.2607 |
-0.0070 |
-0.6% |
1.2393 |
High |
1.2677 |
1.2607 |
-0.0070 |
-0.6% |
1.2430 |
Low |
1.2677 |
1.2607 |
-0.0070 |
-0.6% |
1.2393 |
Close |
1.2677 |
1.2607 |
-0.0070 |
-0.6% |
1.2395 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0056 |
0.0001 |
1.9% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2607 |
1.2607 |
1.2607 |
|
R3 |
1.2607 |
1.2607 |
1.2607 |
|
R2 |
1.2607 |
1.2607 |
1.2607 |
|
R1 |
1.2607 |
1.2607 |
1.2607 |
1.2607 |
PP |
1.2607 |
1.2607 |
1.2607 |
1.2607 |
S1 |
1.2607 |
1.2607 |
1.2607 |
1.2607 |
S2 |
1.2607 |
1.2607 |
1.2607 |
|
S3 |
1.2607 |
1.2607 |
1.2607 |
|
S4 |
1.2607 |
1.2607 |
1.2607 |
|
|
Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2517 |
1.2493 |
1.2415 |
|
R3 |
1.2480 |
1.2456 |
1.2405 |
|
R2 |
1.2443 |
1.2443 |
1.2402 |
|
R1 |
1.2419 |
1.2419 |
1.2398 |
1.2431 |
PP |
1.2406 |
1.2406 |
1.2406 |
1.2412 |
S1 |
1.2382 |
1.2382 |
1.2392 |
1.2394 |
S2 |
1.2369 |
1.2369 |
1.2388 |
|
S3 |
1.2332 |
1.2345 |
1.2385 |
|
S4 |
1.2295 |
1.2308 |
1.2375 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2607 |
2.618 |
1.2607 |
1.618 |
1.2607 |
1.000 |
1.2607 |
0.618 |
1.2607 |
HIGH |
1.2607 |
0.618 |
1.2607 |
0.500 |
1.2607 |
0.382 |
1.2607 |
LOW |
1.2607 |
0.618 |
1.2607 |
1.000 |
1.2607 |
1.618 |
1.2607 |
2.618 |
1.2607 |
4.250 |
1.2607 |
|
|
Fisher Pivots for day following 20-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2607 |
1.2641 |
PP |
1.2607 |
1.2630 |
S1 |
1.2607 |
1.2618 |
|