CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 11-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2006 |
11-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2338 |
1.2375 |
0.0037 |
0.3% |
1.2376 |
High |
1.2338 |
1.2375 |
0.0037 |
0.3% |
1.2537 |
Low |
1.2338 |
1.2375 |
0.0037 |
0.3% |
1.2348 |
Close |
1.2338 |
1.2375 |
0.0037 |
0.3% |
1.2348 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 11-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2375 |
1.2375 |
1.2375 |
|
R3 |
1.2375 |
1.2375 |
1.2375 |
|
R2 |
1.2375 |
1.2375 |
1.2375 |
|
R1 |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
PP |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
S1 |
1.2375 |
1.2375 |
1.2375 |
1.2375 |
S2 |
1.2375 |
1.2375 |
1.2375 |
|
S3 |
1.2375 |
1.2375 |
1.2375 |
|
S4 |
1.2375 |
1.2375 |
1.2375 |
|
|
Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2978 |
1.2852 |
1.2452 |
|
R3 |
1.2789 |
1.2663 |
1.2400 |
|
R2 |
1.2600 |
1.2600 |
1.2383 |
|
R1 |
1.2474 |
1.2474 |
1.2365 |
1.2443 |
PP |
1.2411 |
1.2411 |
1.2411 |
1.2395 |
S1 |
1.2285 |
1.2285 |
1.2331 |
1.2254 |
S2 |
1.2222 |
1.2222 |
1.2313 |
|
S3 |
1.2033 |
1.2096 |
1.2296 |
|
S4 |
1.1844 |
1.1907 |
1.2244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2537 |
1.2338 |
0.0199 |
1.6% |
0.0000 |
0.0% |
19% |
False |
False |
1 |
10 |
1.2537 |
1.2259 |
0.0278 |
2.2% |
0.0007 |
0.1% |
42% |
False |
False |
2 |
20 |
1.2537 |
1.2206 |
0.0331 |
2.7% |
0.0003 |
0.0% |
51% |
False |
False |
1 |
40 |
1.2537 |
1.2116 |
0.0421 |
3.4% |
0.0002 |
0.0% |
62% |
False |
False |
1 |
60 |
1.2580 |
1.2116 |
0.0464 |
3.7% |
0.0001 |
0.0% |
56% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2375 |
2.618 |
1.2375 |
1.618 |
1.2375 |
1.000 |
1.2375 |
0.618 |
1.2375 |
HIGH |
1.2375 |
0.618 |
1.2375 |
0.500 |
1.2375 |
0.382 |
1.2375 |
LOW |
1.2375 |
0.618 |
1.2375 |
1.000 |
1.2375 |
1.618 |
1.2375 |
2.618 |
1.2375 |
4.250 |
1.2375 |
|
|
Fisher Pivots for day following 11-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2375 |
1.2369 |
PP |
1.2375 |
1.2363 |
S1 |
1.2375 |
1.2357 |
|