CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 24-Nov-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2006 |
24-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1.3076 |
1.3239 |
0.0163 |
1.2% |
1.2965 |
High |
1.3076 |
1.3239 |
0.0163 |
1.2% |
1.3239 |
Low |
1.3076 |
1.3239 |
0.0163 |
1.2% |
1.2965 |
Close |
1.3076 |
1.3239 |
0.0163 |
1.2% |
1.3239 |
Range |
|
|
|
|
|
ATR |
0.0028 |
0.0038 |
0.0010 |
34.0% |
0.0000 |
Volume |
0 |
5 |
5 |
|
5 |
|
Daily Pivots for day following 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3239 |
1.3239 |
1.3239 |
|
R3 |
1.3239 |
1.3239 |
1.3239 |
|
R2 |
1.3239 |
1.3239 |
1.3239 |
|
R1 |
1.3239 |
1.3239 |
1.3239 |
1.3239 |
PP |
1.3239 |
1.3239 |
1.3239 |
1.3239 |
S1 |
1.3239 |
1.3239 |
1.3239 |
1.3239 |
S2 |
1.3239 |
1.3239 |
1.3239 |
|
S3 |
1.3239 |
1.3239 |
1.3239 |
|
S4 |
1.3239 |
1.3239 |
1.3239 |
|
|
Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3970 |
1.3878 |
1.3390 |
|
R3 |
1.3696 |
1.3604 |
1.3314 |
|
R2 |
1.3422 |
1.3422 |
1.3289 |
|
R1 |
1.3330 |
1.3330 |
1.3264 |
1.3376 |
PP |
1.3148 |
1.3148 |
1.3148 |
1.3171 |
S1 |
1.3056 |
1.3056 |
1.3214 |
1.3102 |
S2 |
1.2874 |
1.2874 |
1.3189 |
|
S3 |
1.2600 |
1.2782 |
1.3164 |
|
S4 |
1.2326 |
1.2508 |
1.3088 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3239 |
2.618 |
1.3239 |
1.618 |
1.3239 |
1.000 |
1.3239 |
0.618 |
1.3239 |
HIGH |
1.3239 |
0.618 |
1.3239 |
0.500 |
1.3239 |
0.382 |
1.3239 |
LOW |
1.3239 |
0.618 |
1.3239 |
1.000 |
1.3239 |
1.618 |
1.3239 |
2.618 |
1.3239 |
4.250 |
1.3239 |
|
|
Fisher Pivots for day following 24-Nov-2006 |
Pivot |
1 day |
3 day |
R1 |
1.3239 |
1.3198 |
PP |
1.3239 |
1.3157 |
S1 |
1.3239 |
1.3117 |
|