CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 06-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2006 |
06-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2537 |
1.2465 |
-0.0072 |
-0.6% |
1.2247 |
High |
1.2537 |
1.2465 |
-0.0072 |
-0.6% |
1.2385 |
Low |
1.2537 |
1.2465 |
-0.0072 |
-0.6% |
1.2243 |
Close |
1.2537 |
1.2465 |
-0.0072 |
-0.6% |
1.2357 |
Range |
|
|
|
|
|
ATR |
0.0049 |
0.0051 |
0.0002 |
3.3% |
0.0000 |
Volume |
5 |
0 |
-5 |
-100.0% |
18 |
|
Daily Pivots for day following 06-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2465 |
1.2465 |
1.2465 |
|
R3 |
1.2465 |
1.2465 |
1.2465 |
|
R2 |
1.2465 |
1.2465 |
1.2465 |
|
R1 |
1.2465 |
1.2465 |
1.2465 |
1.2465 |
PP |
1.2465 |
1.2465 |
1.2465 |
1.2465 |
S1 |
1.2465 |
1.2465 |
1.2465 |
1.2465 |
S2 |
1.2465 |
1.2465 |
1.2465 |
|
S3 |
1.2465 |
1.2465 |
1.2465 |
|
S4 |
1.2465 |
1.2465 |
1.2465 |
|
|
Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2754 |
1.2698 |
1.2435 |
|
R3 |
1.2612 |
1.2556 |
1.2396 |
|
R2 |
1.2470 |
1.2470 |
1.2383 |
|
R1 |
1.2414 |
1.2414 |
1.2370 |
1.2442 |
PP |
1.2328 |
1.2328 |
1.2328 |
1.2343 |
S1 |
1.2272 |
1.2272 |
1.2344 |
1.2300 |
S2 |
1.2186 |
1.2186 |
1.2331 |
|
S3 |
1.2044 |
1.2130 |
1.2318 |
|
S4 |
1.1902 |
1.1988 |
1.2279 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2465 |
2.618 |
1.2465 |
1.618 |
1.2465 |
1.000 |
1.2465 |
0.618 |
1.2465 |
HIGH |
1.2465 |
0.618 |
1.2465 |
0.500 |
1.2465 |
0.382 |
1.2465 |
LOW |
1.2465 |
0.618 |
1.2465 |
1.000 |
1.2465 |
1.618 |
1.2465 |
2.618 |
1.2465 |
4.250 |
1.2465 |
|
|
Fisher Pivots for day following 06-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2465 |
1.2501 |
PP |
1.2465 |
1.2489 |
S1 |
1.2465 |
1.2477 |
|