CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 16-Feb-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2006 |
16-Feb-2006 |
Change |
Change % |
Previous Week |
Open |
1.2156 |
1.2170 |
0.0014 |
0.1% |
1.2243 |
High |
1.2156 |
1.2170 |
0.0014 |
0.1% |
1.2245 |
Low |
1.2156 |
1.2170 |
0.0014 |
0.1% |
1.2179 |
Close |
1.2156 |
1.2158 |
0.0002 |
0.0% |
1.2179 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.7% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2166 |
1.2162 |
1.2158 |
|
R3 |
1.2166 |
1.2162 |
1.2158 |
|
R2 |
1.2166 |
1.2166 |
1.2158 |
|
R1 |
1.2162 |
1.2162 |
1.2158 |
1.2164 |
PP |
1.2166 |
1.2166 |
1.2166 |
1.2167 |
S1 |
1.2162 |
1.2162 |
1.2158 |
1.2164 |
S2 |
1.2166 |
1.2166 |
1.2158 |
|
S3 |
1.2166 |
1.2162 |
1.2158 |
|
S4 |
1.2166 |
1.2162 |
1.2158 |
|
|
Weekly Pivots for week ending 10-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2399 |
1.2355 |
1.2215 |
|
R3 |
1.2333 |
1.2289 |
1.2197 |
|
R2 |
1.2267 |
1.2267 |
1.2191 |
|
R1 |
1.2223 |
1.2223 |
1.2185 |
1.2212 |
PP |
1.2201 |
1.2201 |
1.2201 |
1.2196 |
S1 |
1.2157 |
1.2157 |
1.2173 |
1.2146 |
S2 |
1.2135 |
1.2135 |
1.2167 |
|
S3 |
1.2069 |
1.2091 |
1.2161 |
|
S4 |
1.2003 |
1.2025 |
1.2143 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2170 |
2.618 |
1.2170 |
1.618 |
1.2170 |
1.000 |
1.2170 |
0.618 |
1.2170 |
HIGH |
1.2170 |
0.618 |
1.2170 |
0.500 |
1.2170 |
0.382 |
1.2170 |
LOW |
1.2170 |
0.618 |
1.2170 |
1.000 |
1.2170 |
1.618 |
1.2170 |
2.618 |
1.2170 |
4.250 |
1.2170 |
|
|
Fisher Pivots for day following 16-Feb-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2170 |
1.2169 |
PP |
1.2166 |
1.2165 |
S1 |
1.2162 |
1.2162 |
|