CME Euro FX Future March 2007
Trading Metrics calculated at close of trading on 21-Apr-2006 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2006 |
21-Apr-2006 |
Change |
Change % |
Previous Week |
Open |
1.2552 |
1.2577 |
0.0025 |
0.2% |
1.2525 |
High |
1.2552 |
1.2577 |
0.0025 |
0.2% |
1.2622 |
Low |
1.2552 |
1.2577 |
0.0025 |
0.2% |
1.2508 |
Close |
1.2552 |
1.2577 |
0.0025 |
0.2% |
1.2577 |
Range |
|
|
|
|
|
ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2577 |
1.2577 |
1.2577 |
|
R3 |
1.2577 |
1.2577 |
1.2577 |
|
R2 |
1.2577 |
1.2577 |
1.2577 |
|
R1 |
1.2577 |
1.2577 |
1.2577 |
1.2577 |
PP |
1.2577 |
1.2577 |
1.2577 |
1.2577 |
S1 |
1.2577 |
1.2577 |
1.2577 |
1.2577 |
S2 |
1.2577 |
1.2577 |
1.2577 |
|
S3 |
1.2577 |
1.2577 |
1.2577 |
|
S4 |
1.2577 |
1.2577 |
1.2577 |
|
|
Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2911 |
1.2858 |
1.2640 |
|
R3 |
1.2797 |
1.2744 |
1.2608 |
|
R2 |
1.2683 |
1.2683 |
1.2598 |
|
R1 |
1.2630 |
1.2630 |
1.2587 |
1.2657 |
PP |
1.2569 |
1.2569 |
1.2569 |
1.2582 |
S1 |
1.2516 |
1.2516 |
1.2567 |
1.2543 |
S2 |
1.2455 |
1.2455 |
1.2556 |
|
S3 |
1.2341 |
1.2402 |
1.2546 |
|
S4 |
1.2227 |
1.2288 |
1.2514 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2622 |
1.2508 |
0.0114 |
0.9% |
0.0004 |
0.0% |
61% |
False |
False |
3 |
10 |
1.2622 |
1.2322 |
0.0300 |
2.4% |
0.0004 |
0.0% |
85% |
False |
False |
3 |
20 |
1.2622 |
1.2243 |
0.0379 |
3.0% |
0.0005 |
0.0% |
88% |
False |
False |
2 |
40 |
1.2622 |
1.2116 |
0.0506 |
4.0% |
0.0003 |
0.0% |
91% |
False |
False |
2 |
60 |
1.2622 |
1.2116 |
0.0506 |
4.0% |
0.0002 |
0.0% |
91% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2577 |
2.618 |
1.2577 |
1.618 |
1.2577 |
1.000 |
1.2577 |
0.618 |
1.2577 |
HIGH |
1.2577 |
0.618 |
1.2577 |
0.500 |
1.2577 |
0.382 |
1.2577 |
LOW |
1.2577 |
0.618 |
1.2577 |
1.000 |
1.2577 |
1.618 |
1.2577 |
2.618 |
1.2577 |
4.250 |
1.2577 |
|
|
Fisher Pivots for day following 21-Apr-2006 |
Pivot |
1 day |
3 day |
R1 |
1.2577 |
1.2587 |
PP |
1.2577 |
1.2584 |
S1 |
1.2577 |
1.2580 |
|