CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 15-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2006 |
15-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.2978 |
1.2978 |
0.0000 |
0.0% |
1.2884 |
High |
1.2978 |
1.2978 |
0.0000 |
0.0% |
1.3002 |
Low |
1.2978 |
1.2978 |
0.0000 |
0.0% |
1.2884 |
Close |
1.2978 |
1.2978 |
0.0000 |
0.0% |
1.3002 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2978 |
1.2978 |
1.2978 |
|
R3 |
1.2978 |
1.2978 |
1.2978 |
|
R2 |
1.2978 |
1.2978 |
1.2978 |
|
R1 |
1.2978 |
1.2978 |
1.2978 |
1.2978 |
PP |
1.2978 |
1.2978 |
1.2978 |
1.2978 |
S1 |
1.2978 |
1.2978 |
1.2978 |
1.2978 |
S2 |
1.2978 |
1.2978 |
1.2978 |
|
S3 |
1.2978 |
1.2978 |
1.2978 |
|
S4 |
1.2978 |
1.2978 |
1.2978 |
|
|
Weekly Pivots for week ending 10-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3317 |
1.3277 |
1.3067 |
|
R3 |
1.3199 |
1.3159 |
1.3034 |
|
R2 |
1.3081 |
1.3081 |
1.3024 |
|
R1 |
1.3041 |
1.3041 |
1.3013 |
1.3061 |
PP |
1.2963 |
1.2963 |
1.2963 |
1.2973 |
S1 |
1.2923 |
1.2923 |
1.2991 |
1.2943 |
S2 |
1.2845 |
1.2845 |
1.2980 |
|
S3 |
1.2727 |
1.2805 |
1.2970 |
|
S4 |
1.2609 |
1.2687 |
1.2937 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2978 |
2.618 |
1.2978 |
1.618 |
1.2978 |
1.000 |
1.2978 |
0.618 |
1.2978 |
HIGH |
1.2978 |
0.618 |
1.2978 |
0.500 |
1.2978 |
0.382 |
1.2978 |
LOW |
1.2978 |
0.618 |
1.2978 |
1.000 |
1.2978 |
1.618 |
1.2978 |
2.618 |
1.2978 |
4.250 |
1.2978 |
|
|
Fisher Pivots for day following 15-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2978 |
1.2976 |
PP |
1.2978 |
1.2974 |
S1 |
1.2978 |
1.2972 |
|