CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 10-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2006 |
10-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2223 |
1.2226 |
0.0003 |
0.0% |
1.2335 |
| High |
1.2223 |
1.2226 |
0.0003 |
0.0% |
1.2335 |
| Low |
1.2223 |
1.2226 |
0.0003 |
0.0% |
1.2201 |
| Close |
1.2223 |
1.2226 |
0.0003 |
0.0% |
1.2226 |
| Range |
|
|
|
|
|
| ATR |
0.0037 |
0.0035 |
-0.0002 |
-6.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2226 |
1.2226 |
1.2226 |
|
| R3 |
1.2226 |
1.2226 |
1.2226 |
|
| R2 |
1.2226 |
1.2226 |
1.2226 |
|
| R1 |
1.2226 |
1.2226 |
1.2226 |
1.2226 |
| PP |
1.2226 |
1.2226 |
1.2226 |
1.2226 |
| S1 |
1.2226 |
1.2226 |
1.2226 |
1.2226 |
| S2 |
1.2226 |
1.2226 |
1.2226 |
|
| S3 |
1.2226 |
1.2226 |
1.2226 |
|
| S4 |
1.2226 |
1.2226 |
1.2226 |
|
|
| Weekly Pivots for week ending 10-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2575 |
1.2300 |
|
| R3 |
1.2522 |
1.2441 |
1.2263 |
|
| R2 |
1.2388 |
1.2388 |
1.2251 |
|
| R1 |
1.2307 |
1.2307 |
1.2238 |
1.2281 |
| PP |
1.2254 |
1.2254 |
1.2254 |
1.2241 |
| S1 |
1.2173 |
1.2173 |
1.2214 |
1.2147 |
| S2 |
1.2120 |
1.2120 |
1.2201 |
|
| S3 |
1.1986 |
1.2039 |
1.2189 |
|
| S4 |
1.1852 |
1.1905 |
1.2152 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2226 |
|
2.618 |
1.2226 |
|
1.618 |
1.2226 |
|
1.000 |
1.2226 |
|
0.618 |
1.2226 |
|
HIGH |
1.2226 |
|
0.618 |
1.2226 |
|
0.500 |
1.2226 |
|
0.382 |
1.2226 |
|
LOW |
1.2226 |
|
0.618 |
1.2226 |
|
1.000 |
1.2226 |
|
1.618 |
1.2226 |
|
2.618 |
1.2226 |
|
4.250 |
1.2226 |
|
|
| Fisher Pivots for day following 10-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2226 |
1.2226 |
| PP |
1.2226 |
1.2226 |
| S1 |
1.2226 |
1.2226 |
|