CME Euro FX Future June 2007
Trading Metrics calculated at close of trading on 21-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2006 |
21-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2607 |
1.2632 |
0.0025 |
0.2% |
1.2552 |
High |
1.2607 |
1.2632 |
0.0025 |
0.2% |
1.2677 |
Low |
1.2607 |
1.2632 |
0.0025 |
0.2% |
1.2552 |
Close |
1.2607 |
1.2632 |
0.0025 |
0.2% |
1.2632 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0054 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2632 |
1.2632 |
1.2632 |
|
R3 |
1.2632 |
1.2632 |
1.2632 |
|
R2 |
1.2632 |
1.2632 |
1.2632 |
|
R1 |
1.2632 |
1.2632 |
1.2632 |
1.2632 |
PP |
1.2632 |
1.2632 |
1.2632 |
1.2632 |
S1 |
1.2632 |
1.2632 |
1.2632 |
1.2632 |
S2 |
1.2632 |
1.2632 |
1.2632 |
|
S3 |
1.2632 |
1.2632 |
1.2632 |
|
S4 |
1.2632 |
1.2632 |
1.2632 |
|
|
Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2995 |
1.2939 |
1.2701 |
|
R3 |
1.2870 |
1.2814 |
1.2666 |
|
R2 |
1.2745 |
1.2745 |
1.2655 |
|
R1 |
1.2689 |
1.2689 |
1.2643 |
1.2717 |
PP |
1.2620 |
1.2620 |
1.2620 |
1.2635 |
S1 |
1.2564 |
1.2564 |
1.2621 |
1.2592 |
S2 |
1.2495 |
1.2495 |
1.2609 |
|
S3 |
1.2370 |
1.2439 |
1.2598 |
|
S4 |
1.2245 |
1.2314 |
1.2563 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2632 |
2.618 |
1.2632 |
1.618 |
1.2632 |
1.000 |
1.2632 |
0.618 |
1.2632 |
HIGH |
1.2632 |
0.618 |
1.2632 |
0.500 |
1.2632 |
0.382 |
1.2632 |
LOW |
1.2632 |
0.618 |
1.2632 |
1.000 |
1.2632 |
1.618 |
1.2632 |
2.618 |
1.2632 |
4.250 |
1.2632 |
|
|
Fisher Pivots for day following 21-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2632 |
1.2642 |
PP |
1.2632 |
1.2639 |
S1 |
1.2632 |
1.2635 |
|