CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 22-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2006 |
22-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.2994 |
1.3076 |
0.0082 |
0.6% |
1.2966 |
High |
1.2994 |
1.3076 |
0.0082 |
0.6% |
1.2978 |
Low |
1.2994 |
1.3076 |
0.0082 |
0.6% |
1.2949 |
Close |
1.2994 |
1.3076 |
0.0082 |
0.6% |
1.2967 |
Range |
|
|
|
|
|
ATR |
0.0024 |
0.0028 |
0.0004 |
17.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3076 |
1.3076 |
1.3076 |
|
R3 |
1.3076 |
1.3076 |
1.3076 |
|
R2 |
1.3076 |
1.3076 |
1.3076 |
|
R1 |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
PP |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
S1 |
1.3076 |
1.3076 |
1.3076 |
1.3076 |
S2 |
1.3076 |
1.3076 |
1.3076 |
|
S3 |
1.3076 |
1.3076 |
1.3076 |
|
S4 |
1.3076 |
1.3076 |
1.3076 |
|
|
Weekly Pivots for week ending 17-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3052 |
1.3038 |
1.2983 |
|
R3 |
1.3023 |
1.3009 |
1.2975 |
|
R2 |
1.2994 |
1.2994 |
1.2972 |
|
R1 |
1.2980 |
1.2980 |
1.2970 |
1.2987 |
PP |
1.2965 |
1.2965 |
1.2965 |
1.2968 |
S1 |
1.2951 |
1.2951 |
1.2964 |
1.2958 |
S2 |
1.2936 |
1.2936 |
1.2962 |
|
S3 |
1.2907 |
1.2922 |
1.2959 |
|
S4 |
1.2878 |
1.2893 |
1.2951 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3076 |
2.618 |
1.3076 |
1.618 |
1.3076 |
1.000 |
1.3076 |
0.618 |
1.3076 |
HIGH |
1.3076 |
0.618 |
1.3076 |
0.500 |
1.3076 |
0.382 |
1.3076 |
LOW |
1.3076 |
0.618 |
1.3076 |
1.000 |
1.3076 |
1.618 |
1.3076 |
2.618 |
1.3076 |
4.250 |
1.3076 |
|
|
Fisher Pivots for day following 22-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3076 |
1.3058 |
PP |
1.3076 |
1.3039 |
S1 |
1.3076 |
1.3021 |
|