CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 24-Mar-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2006 |
24-Mar-2006 |
Change |
Change % |
Previous Week |
Open |
1.2206 |
1.2270 |
0.0064 |
0.5% |
1.2410 |
High |
1.2206 |
1.2270 |
0.0064 |
0.5% |
1.2410 |
Low |
1.2206 |
1.2270 |
0.0064 |
0.5% |
1.2206 |
Close |
1.2206 |
1.2270 |
0.0064 |
0.5% |
1.2270 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0048 |
0.0001 |
2.6% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2270 |
1.2270 |
1.2270 |
|
R3 |
1.2270 |
1.2270 |
1.2270 |
|
R2 |
1.2270 |
1.2270 |
1.2270 |
|
R1 |
1.2270 |
1.2270 |
1.2270 |
1.2270 |
PP |
1.2270 |
1.2270 |
1.2270 |
1.2270 |
S1 |
1.2270 |
1.2270 |
1.2270 |
1.2270 |
S2 |
1.2270 |
1.2270 |
1.2270 |
|
S3 |
1.2270 |
1.2270 |
1.2270 |
|
S4 |
1.2270 |
1.2270 |
1.2270 |
|
|
Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2907 |
1.2793 |
1.2382 |
|
R3 |
1.2703 |
1.2589 |
1.2326 |
|
R2 |
1.2499 |
1.2499 |
1.2307 |
|
R1 |
1.2385 |
1.2385 |
1.2289 |
1.2340 |
PP |
1.2295 |
1.2295 |
1.2295 |
1.2273 |
S1 |
1.2181 |
1.2181 |
1.2251 |
1.2136 |
S2 |
1.2091 |
1.2091 |
1.2233 |
|
S3 |
1.1887 |
1.1977 |
1.2214 |
|
S4 |
1.1683 |
1.1773 |
1.2158 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2270 |
2.618 |
1.2270 |
1.618 |
1.2270 |
1.000 |
1.2270 |
0.618 |
1.2270 |
HIGH |
1.2270 |
0.618 |
1.2270 |
0.500 |
1.2270 |
0.382 |
1.2270 |
LOW |
1.2270 |
0.618 |
1.2270 |
1.000 |
1.2270 |
1.618 |
1.2270 |
2.618 |
1.2270 |
4.250 |
1.2270 |
|
|
Fisher Pivots for day following 24-Mar-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2270 |
1.2268 |
PP |
1.2270 |
1.2266 |
S1 |
1.2270 |
1.2264 |
|