CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 27-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2006 |
27-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2246 |
| High |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2246 |
| Low |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2196 |
| Close |
1.2196 |
1.2174 |
-0.0022 |
-0.2% |
1.2196 |
| Range |
|
|
|
|
|
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2174 |
1.2174 |
1.2174 |
|
| R3 |
1.2174 |
1.2174 |
1.2174 |
|
| R2 |
1.2174 |
1.2174 |
1.2174 |
|
| R1 |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
| PP |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
| S1 |
1.2174 |
1.2174 |
1.2174 |
1.2174 |
| S2 |
1.2174 |
1.2174 |
1.2174 |
|
| S3 |
1.2174 |
1.2174 |
1.2174 |
|
| S4 |
1.2174 |
1.2174 |
1.2174 |
|
|
| Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2329 |
1.2224 |
|
| R3 |
1.2313 |
1.2279 |
1.2210 |
|
| R2 |
1.2263 |
1.2263 |
1.2205 |
|
| R1 |
1.2229 |
1.2229 |
1.2201 |
1.2221 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2209 |
| S1 |
1.2179 |
1.2179 |
1.2191 |
1.2171 |
| S2 |
1.2163 |
1.2163 |
1.2187 |
|
| S3 |
1.2113 |
1.2129 |
1.2182 |
|
| S4 |
1.2063 |
1.2079 |
1.2169 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2174 |
|
1.618 |
1.2174 |
|
1.000 |
1.2174 |
|
0.618 |
1.2174 |
|
HIGH |
1.2174 |
|
0.618 |
1.2174 |
|
0.500 |
1.2174 |
|
0.382 |
1.2174 |
|
LOW |
1.2174 |
|
0.618 |
1.2174 |
|
1.000 |
1.2174 |
|
1.618 |
1.2174 |
|
2.618 |
1.2174 |
|
4.250 |
1.2174 |
|
|
| Fisher Pivots for day following 27-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2174 |
1.2209 |
| PP |
1.2174 |
1.2197 |
| S1 |
1.2174 |
1.2186 |
|