CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 08-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2006 |
08-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2143 |
1.2171 |
0.0028 |
0.2% |
1.2116 |
High |
1.2143 |
1.2171 |
0.0028 |
0.2% |
1.2293 |
Low |
1.2143 |
1.2171 |
0.0028 |
0.2% |
1.2116 |
Close |
1.2143 |
1.2171 |
0.0028 |
0.2% |
1.2291 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
32 |
|
Daily Pivots for day following 08-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2171 |
1.2171 |
1.2171 |
|
R3 |
1.2171 |
1.2171 |
1.2171 |
|
R2 |
1.2171 |
1.2171 |
1.2171 |
|
R1 |
1.2171 |
1.2171 |
1.2171 |
1.2171 |
PP |
1.2171 |
1.2171 |
1.2171 |
1.2171 |
S1 |
1.2171 |
1.2171 |
1.2171 |
1.2171 |
S2 |
1.2171 |
1.2171 |
1.2171 |
|
S3 |
1.2171 |
1.2171 |
1.2171 |
|
S4 |
1.2171 |
1.2171 |
1.2171 |
|
|
Weekly Pivots for week ending 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2764 |
1.2705 |
1.2388 |
|
R3 |
1.2587 |
1.2528 |
1.2340 |
|
R2 |
1.2410 |
1.2410 |
1.2323 |
|
R1 |
1.2351 |
1.2351 |
1.2307 |
1.2381 |
PP |
1.2233 |
1.2233 |
1.2233 |
1.2248 |
S1 |
1.2174 |
1.2174 |
1.2275 |
1.2204 |
S2 |
1.2056 |
1.2056 |
1.2259 |
|
S3 |
1.1879 |
1.1997 |
1.2242 |
|
S4 |
1.1702 |
1.1820 |
1.2194 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2171 |
2.618 |
1.2171 |
1.618 |
1.2171 |
1.000 |
1.2171 |
0.618 |
1.2171 |
HIGH |
1.2171 |
0.618 |
1.2171 |
0.500 |
1.2171 |
0.382 |
1.2171 |
LOW |
1.2171 |
0.618 |
1.2171 |
1.000 |
1.2171 |
1.618 |
1.2171 |
2.618 |
1.2171 |
4.250 |
1.2171 |
|
|
Fisher Pivots for day following 08-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2171 |
1.2209 |
PP |
1.2171 |
1.2196 |
S1 |
1.2171 |
1.2184 |
|