CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 23-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2006 |
23-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2222 |
1.2243 |
0.0021 |
0.2% |
1.2238 |
| High |
1.2222 |
1.2243 |
0.0021 |
0.2% |
1.2240 |
| Low |
1.2222 |
1.2243 |
0.0021 |
0.2% |
1.2190 |
| Close |
1.2222 |
1.2243 |
0.0021 |
0.2% |
1.2235 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2243 |
1.2243 |
1.2243 |
|
| R3 |
1.2243 |
1.2243 |
1.2243 |
|
| R2 |
1.2243 |
1.2243 |
1.2243 |
|
| R1 |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| S1 |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| S2 |
1.2243 |
1.2243 |
1.2243 |
|
| S3 |
1.2243 |
1.2243 |
1.2243 |
|
| S4 |
1.2243 |
1.2243 |
1.2243 |
|
|
| Weekly Pivots for week ending 17-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2372 |
1.2353 |
1.2263 |
|
| R3 |
1.2322 |
1.2303 |
1.2249 |
|
| R2 |
1.2272 |
1.2272 |
1.2244 |
|
| R1 |
1.2253 |
1.2253 |
1.2240 |
1.2238 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2214 |
| S1 |
1.2203 |
1.2203 |
1.2230 |
1.2188 |
| S2 |
1.2172 |
1.2172 |
1.2226 |
|
| S3 |
1.2122 |
1.2153 |
1.2221 |
|
| S4 |
1.2072 |
1.2103 |
1.2208 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2243 |
|
2.618 |
1.2243 |
|
1.618 |
1.2243 |
|
1.000 |
1.2243 |
|
0.618 |
1.2243 |
|
HIGH |
1.2243 |
|
0.618 |
1.2243 |
|
0.500 |
1.2243 |
|
0.382 |
1.2243 |
|
LOW |
1.2243 |
|
0.618 |
1.2243 |
|
1.000 |
1.2243 |
|
1.618 |
1.2243 |
|
2.618 |
1.2243 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 23-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2243 |
1.2240 |
| PP |
1.2243 |
1.2237 |
| S1 |
1.2243 |
1.2234 |
|