CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 14-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2006 |
14-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2215 |
1.2272 |
0.0057 |
0.5% |
1.2275 |
High |
1.2215 |
1.2272 |
0.0057 |
0.5% |
1.2275 |
Low |
1.2215 |
1.2272 |
0.0057 |
0.5% |
1.2143 |
Close |
1.2215 |
1.2272 |
0.0057 |
0.5% |
1.2168 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0039 |
0.0001 |
3.8% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
5 |
|
Daily Pivots for day following 14-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2272 |
1.2272 |
1.2272 |
|
R3 |
1.2272 |
1.2272 |
1.2272 |
|
R2 |
1.2272 |
1.2272 |
1.2272 |
|
R1 |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
PP |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
S1 |
1.2272 |
1.2272 |
1.2272 |
1.2272 |
S2 |
1.2272 |
1.2272 |
1.2272 |
|
S3 |
1.2272 |
1.2272 |
1.2272 |
|
S4 |
1.2272 |
1.2272 |
1.2272 |
|
|
Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2591 |
1.2512 |
1.2241 |
|
R3 |
1.2459 |
1.2380 |
1.2204 |
|
R2 |
1.2327 |
1.2327 |
1.2192 |
|
R1 |
1.2248 |
1.2248 |
1.2180 |
1.2222 |
PP |
1.2195 |
1.2195 |
1.2195 |
1.2182 |
S1 |
1.2116 |
1.2116 |
1.2156 |
1.2090 |
S2 |
1.2063 |
1.2063 |
1.2144 |
|
S3 |
1.1931 |
1.1984 |
1.2132 |
|
S4 |
1.1799 |
1.1852 |
1.2095 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2272 |
2.618 |
1.2272 |
1.618 |
1.2272 |
1.000 |
1.2272 |
0.618 |
1.2272 |
HIGH |
1.2272 |
0.618 |
1.2272 |
0.500 |
1.2272 |
0.382 |
1.2272 |
LOW |
1.2272 |
0.618 |
1.2272 |
1.000 |
1.2272 |
1.618 |
1.2272 |
2.618 |
1.2272 |
4.250 |
1.2272 |
|
|
Fisher Pivots for day following 14-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2272 |
1.2255 |
PP |
1.2272 |
1.2237 |
S1 |
1.2272 |
1.2220 |
|