CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 17-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2006 |
17-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2395 |
1.2552 |
0.0157 |
1.3% |
1.2393 |
| High |
1.2395 |
1.2552 |
0.0157 |
1.3% |
1.2430 |
| Low |
1.2395 |
1.2552 |
0.0157 |
1.3% |
1.2393 |
| Close |
1.2395 |
1.2552 |
0.0157 |
1.3% |
1.2395 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0054 |
0.0008 |
17.1% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2552 |
1.2552 |
1.2552 |
|
| R3 |
1.2552 |
1.2552 |
1.2552 |
|
| R2 |
1.2552 |
1.2552 |
1.2552 |
|
| R1 |
1.2552 |
1.2552 |
1.2552 |
1.2552 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2552 |
| S1 |
1.2552 |
1.2552 |
1.2552 |
1.2552 |
| S2 |
1.2552 |
1.2552 |
1.2552 |
|
| S3 |
1.2552 |
1.2552 |
1.2552 |
|
| S4 |
1.2552 |
1.2552 |
1.2552 |
|
|
| Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2517 |
1.2493 |
1.2415 |
|
| R3 |
1.2480 |
1.2456 |
1.2405 |
|
| R2 |
1.2443 |
1.2443 |
1.2402 |
|
| R1 |
1.2419 |
1.2419 |
1.2398 |
1.2431 |
| PP |
1.2406 |
1.2406 |
1.2406 |
1.2412 |
| S1 |
1.2382 |
1.2382 |
1.2392 |
1.2394 |
| S2 |
1.2369 |
1.2369 |
1.2388 |
|
| S3 |
1.2332 |
1.2345 |
1.2385 |
|
| S4 |
1.2295 |
1.2308 |
1.2375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2552 |
|
2.618 |
1.2552 |
|
1.618 |
1.2552 |
|
1.000 |
1.2552 |
|
0.618 |
1.2552 |
|
HIGH |
1.2552 |
|
0.618 |
1.2552 |
|
0.500 |
1.2552 |
|
0.382 |
1.2552 |
|
LOW |
1.2552 |
|
0.618 |
1.2552 |
|
1.000 |
1.2552 |
|
1.618 |
1.2552 |
|
2.618 |
1.2552 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 17-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2552 |
1.2526 |
| PP |
1.2552 |
1.2500 |
| S1 |
1.2552 |
1.2474 |
|