CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 02-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2006 |
02-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2177 |
1.2293 |
0.0116 |
1.0% |
1.2188 |
High |
1.2177 |
1.2293 |
0.0116 |
1.0% |
1.2188 |
Low |
1.2177 |
1.2293 |
0.0116 |
1.0% |
1.2138 |
Close |
1.2177 |
1.2293 |
0.0116 |
1.0% |
1.2138 |
Range |
|
|
|
|
|
ATR |
0.0034 |
0.0040 |
0.0006 |
17.1% |
0.0000 |
Volume |
0 |
28 |
28 |
|
0 |
|
Daily Pivots for day following 02-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2293 |
1.2293 |
1.2293 |
|
R3 |
1.2293 |
1.2293 |
1.2293 |
|
R2 |
1.2293 |
1.2293 |
1.2293 |
|
R1 |
1.2293 |
1.2293 |
1.2293 |
1.2293 |
PP |
1.2293 |
1.2293 |
1.2293 |
1.2293 |
S1 |
1.2293 |
1.2293 |
1.2293 |
1.2293 |
S2 |
1.2293 |
1.2293 |
1.2293 |
|
S3 |
1.2293 |
1.2293 |
1.2293 |
|
S4 |
1.2293 |
1.2293 |
1.2293 |
|
|
Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2305 |
1.2271 |
1.2166 |
|
R3 |
1.2255 |
1.2221 |
1.2152 |
|
R2 |
1.2205 |
1.2205 |
1.2147 |
|
R1 |
1.2171 |
1.2171 |
1.2143 |
1.2163 |
PP |
1.2155 |
1.2155 |
1.2155 |
1.2151 |
S1 |
1.2121 |
1.2121 |
1.2133 |
1.2113 |
S2 |
1.2105 |
1.2105 |
1.2129 |
|
S3 |
1.2055 |
1.2071 |
1.2124 |
|
S4 |
1.2005 |
1.2021 |
1.2111 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2293 |
2.618 |
1.2293 |
1.618 |
1.2293 |
1.000 |
1.2293 |
0.618 |
1.2293 |
HIGH |
1.2293 |
0.618 |
1.2293 |
0.500 |
1.2293 |
0.382 |
1.2293 |
LOW |
1.2293 |
0.618 |
1.2293 |
1.000 |
1.2293 |
1.618 |
1.2293 |
2.618 |
1.2293 |
4.250 |
1.2293 |
|
|
Fisher Pivots for day following 02-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2293 |
1.2274 |
PP |
1.2293 |
1.2254 |
S1 |
1.2293 |
1.2235 |
|