CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 08-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2006 |
08-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2201 |
1.2229 |
0.0028 |
0.2% |
1.2174 |
| High |
1.2201 |
1.2229 |
0.0028 |
0.2% |
1.2351 |
| Low |
1.2201 |
1.2229 |
0.0028 |
0.2% |
1.2174 |
| Close |
1.2201 |
1.2229 |
0.0028 |
0.2% |
1.2349 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2229 |
1.2229 |
1.2229 |
|
| R3 |
1.2229 |
1.2229 |
1.2229 |
|
| R2 |
1.2229 |
1.2229 |
1.2229 |
|
| R1 |
1.2229 |
1.2229 |
1.2229 |
1.2229 |
| PP |
1.2229 |
1.2229 |
1.2229 |
1.2229 |
| S1 |
1.2229 |
1.2229 |
1.2229 |
1.2229 |
| S2 |
1.2229 |
1.2229 |
1.2229 |
|
| S3 |
1.2229 |
1.2229 |
1.2229 |
|
| S4 |
1.2229 |
1.2229 |
1.2229 |
|
|
| Weekly Pivots for week ending 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2763 |
1.2446 |
|
| R3 |
1.2645 |
1.2586 |
1.2398 |
|
| R2 |
1.2468 |
1.2468 |
1.2381 |
|
| R1 |
1.2409 |
1.2409 |
1.2365 |
1.2439 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2306 |
| S1 |
1.2232 |
1.2232 |
1.2333 |
1.2262 |
| S2 |
1.2114 |
1.2114 |
1.2317 |
|
| S3 |
1.1937 |
1.2055 |
1.2300 |
|
| S4 |
1.1760 |
1.1878 |
1.2252 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2229 |
|
2.618 |
1.2229 |
|
1.618 |
1.2229 |
|
1.000 |
1.2229 |
|
0.618 |
1.2229 |
|
HIGH |
1.2229 |
|
0.618 |
1.2229 |
|
0.500 |
1.2229 |
|
0.382 |
1.2229 |
|
LOW |
1.2229 |
|
0.618 |
1.2229 |
|
1.000 |
1.2229 |
|
1.618 |
1.2229 |
|
2.618 |
1.2229 |
|
4.250 |
1.2229 |
|
|
| Fisher Pivots for day following 08-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2229 |
1.2268 |
| PP |
1.2229 |
1.2255 |
| S1 |
1.2229 |
1.2242 |
|