CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 31-Jan-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2006 |
31-Jan-2006 |
Change |
Change % |
Previous Week |
Open |
1.2360 |
1.2424 |
0.0064 |
0.5% |
1.2580 |
High |
1.2360 |
1.2424 |
0.0064 |
0.5% |
1.2580 |
Low |
1.2360 |
1.2424 |
0.0064 |
0.5% |
1.2381 |
Close |
1.2363 |
1.2424 |
0.0061 |
0.5% |
1.2381 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0053 |
0.0053 |
|
0.0000 |
Volume |
0 |
2 |
2 |
|
0 |
|
Daily Pivots for day following 31-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2424 |
1.2424 |
1.2424 |
|
R3 |
1.2424 |
1.2424 |
1.2424 |
|
R2 |
1.2424 |
1.2424 |
1.2424 |
|
R1 |
1.2424 |
1.2424 |
1.2424 |
1.2424 |
PP |
1.2424 |
1.2424 |
1.2424 |
1.2424 |
S1 |
1.2424 |
1.2424 |
1.2424 |
1.2424 |
S2 |
1.2424 |
1.2424 |
1.2424 |
|
S3 |
1.2424 |
1.2424 |
1.2424 |
|
S4 |
1.2424 |
1.2424 |
1.2424 |
|
|
Weekly Pivots for week ending 27-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3044 |
1.2912 |
1.2490 |
|
R3 |
1.2845 |
1.2713 |
1.2436 |
|
R2 |
1.2646 |
1.2646 |
1.2417 |
|
R1 |
1.2514 |
1.2514 |
1.2399 |
1.2481 |
PP |
1.2447 |
1.2447 |
1.2447 |
1.2431 |
S1 |
1.2315 |
1.2315 |
1.2363 |
1.2282 |
S2 |
1.2248 |
1.2248 |
1.2345 |
|
S3 |
1.2049 |
1.2116 |
1.2326 |
|
S4 |
1.1850 |
1.1917 |
1.2272 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2424 |
2.618 |
1.2424 |
1.618 |
1.2424 |
1.000 |
1.2424 |
0.618 |
1.2424 |
HIGH |
1.2424 |
0.618 |
1.2424 |
0.500 |
1.2424 |
0.382 |
1.2424 |
LOW |
1.2424 |
0.618 |
1.2424 |
1.000 |
1.2424 |
1.618 |
1.2424 |
2.618 |
1.2424 |
4.250 |
1.2424 |
|
|
Fisher Pivots for day following 31-Jan-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2424 |
1.2413 |
PP |
1.2424 |
1.2403 |
S1 |
1.2424 |
1.2392 |
|