CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 13-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2006 |
13-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2396 |
1.2395 |
-0.0001 |
0.0% |
1.2431 |
| High |
1.2396 |
1.2395 |
-0.0001 |
0.0% |
1.2592 |
| Low |
1.2396 |
1.2395 |
-0.0001 |
0.0% |
1.2403 |
| Close |
1.2396 |
1.2395 |
-0.0001 |
0.0% |
1.2403 |
| Range |
|
|
|
|
|
| ATR |
0.0050 |
0.0046 |
-0.0003 |
-7.0% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2395 |
1.2395 |
1.2395 |
|
| R3 |
1.2395 |
1.2395 |
1.2395 |
|
| R2 |
1.2395 |
1.2395 |
1.2395 |
|
| R1 |
1.2395 |
1.2395 |
1.2395 |
1.2395 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2395 |
| S1 |
1.2395 |
1.2395 |
1.2395 |
1.2395 |
| S2 |
1.2395 |
1.2395 |
1.2395 |
|
| S3 |
1.2395 |
1.2395 |
1.2395 |
|
| S4 |
1.2395 |
1.2395 |
1.2395 |
|
|
| Weekly Pivots for week ending 07-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3033 |
1.2907 |
1.2507 |
|
| R3 |
1.2844 |
1.2718 |
1.2455 |
|
| R2 |
1.2655 |
1.2655 |
1.2438 |
|
| R1 |
1.2529 |
1.2529 |
1.2420 |
1.2498 |
| PP |
1.2466 |
1.2466 |
1.2466 |
1.2450 |
| S1 |
1.2340 |
1.2340 |
1.2386 |
1.2309 |
| S2 |
1.2277 |
1.2277 |
1.2368 |
|
| S3 |
1.2088 |
1.2151 |
1.2351 |
|
| S4 |
1.1899 |
1.1962 |
1.2299 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2395 |
|
2.618 |
1.2395 |
|
1.618 |
1.2395 |
|
1.000 |
1.2395 |
|
0.618 |
1.2395 |
|
HIGH |
1.2395 |
|
0.618 |
1.2395 |
|
0.500 |
1.2395 |
|
0.382 |
1.2395 |
|
LOW |
1.2395 |
|
0.618 |
1.2395 |
|
1.000 |
1.2395 |
|
1.618 |
1.2395 |
|
2.618 |
1.2395 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 13-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2395 |
1.2413 |
| PP |
1.2395 |
1.2407 |
| S1 |
1.2395 |
1.2401 |
|