CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 03-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2006 |
03-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2412 |
1.2431 |
0.0019 |
0.2% |
1.2302 |
| High |
1.2412 |
1.2431 |
0.0019 |
0.2% |
1.2446 |
| Low |
1.2412 |
1.2431 |
0.0019 |
0.2% |
1.2298 |
| Close |
1.2412 |
1.2431 |
0.0019 |
0.2% |
1.2412 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2431 |
1.2431 |
|
| R3 |
1.2431 |
1.2431 |
1.2431 |
|
| R2 |
1.2431 |
1.2431 |
1.2431 |
|
| R1 |
1.2431 |
1.2431 |
1.2431 |
1.2431 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2431 |
| S1 |
1.2431 |
1.2431 |
1.2431 |
1.2431 |
| S2 |
1.2431 |
1.2431 |
1.2431 |
|
| S3 |
1.2431 |
1.2431 |
1.2431 |
|
| S4 |
1.2431 |
1.2431 |
1.2431 |
|
|
| Weekly Pivots for week ending 31-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2769 |
1.2493 |
|
| R3 |
1.2681 |
1.2621 |
1.2453 |
|
| R2 |
1.2533 |
1.2533 |
1.2439 |
|
| R1 |
1.2473 |
1.2473 |
1.2426 |
1.2503 |
| PP |
1.2385 |
1.2385 |
1.2385 |
1.2401 |
| S1 |
1.2325 |
1.2325 |
1.2398 |
1.2355 |
| S2 |
1.2237 |
1.2237 |
1.2385 |
|
| S3 |
1.2089 |
1.2177 |
1.2371 |
|
| S4 |
1.1941 |
1.2029 |
1.2331 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2431 |
|
2.618 |
1.2431 |
|
1.618 |
1.2431 |
|
1.000 |
1.2431 |
|
0.618 |
1.2431 |
|
HIGH |
1.2431 |
|
0.618 |
1.2431 |
|
0.500 |
1.2431 |
|
0.382 |
1.2431 |
|
LOW |
1.2431 |
|
0.618 |
1.2431 |
|
1.000 |
1.2431 |
|
1.618 |
1.2431 |
|
2.618 |
1.2431 |
|
4.250 |
1.2431 |
|
|
| Fisher Pivots for day following 03-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2431 |
1.2430 |
| PP |
1.2431 |
1.2430 |
| S1 |
1.2431 |
1.2429 |
|