CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 24-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2006 |
24-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2693 |
0.0061 |
0.5% |
1.2552 |
| High |
1.2632 |
1.2693 |
0.0061 |
0.5% |
1.2677 |
| Low |
1.2632 |
1.2693 |
0.0061 |
0.5% |
1.2552 |
| Close |
1.2632 |
1.2693 |
0.0061 |
0.5% |
1.2632 |
| Range |
|
|
|
|
|
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.9% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
0 |
|
| Daily Pivots for day following 24-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2693 |
1.2693 |
1.2693 |
|
| R3 |
1.2693 |
1.2693 |
1.2693 |
|
| R2 |
1.2693 |
1.2693 |
1.2693 |
|
| R1 |
1.2693 |
1.2693 |
1.2693 |
1.2693 |
| PP |
1.2693 |
1.2693 |
1.2693 |
1.2693 |
| S1 |
1.2693 |
1.2693 |
1.2693 |
1.2693 |
| S2 |
1.2693 |
1.2693 |
1.2693 |
|
| S3 |
1.2693 |
1.2693 |
1.2693 |
|
| S4 |
1.2693 |
1.2693 |
1.2693 |
|
|
| Weekly Pivots for week ending 21-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2995 |
1.2939 |
1.2701 |
|
| R3 |
1.2870 |
1.2814 |
1.2666 |
|
| R2 |
1.2745 |
1.2745 |
1.2655 |
|
| R1 |
1.2689 |
1.2689 |
1.2643 |
1.2717 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2635 |
| S1 |
1.2564 |
1.2564 |
1.2621 |
1.2592 |
| S2 |
1.2495 |
1.2495 |
1.2609 |
|
| S3 |
1.2370 |
1.2439 |
1.2598 |
|
| S4 |
1.2245 |
1.2314 |
1.2563 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2693 |
|
2.618 |
1.2693 |
|
1.618 |
1.2693 |
|
1.000 |
1.2693 |
|
0.618 |
1.2693 |
|
HIGH |
1.2693 |
|
0.618 |
1.2693 |
|
0.500 |
1.2693 |
|
0.382 |
1.2693 |
|
LOW |
1.2693 |
|
0.618 |
1.2693 |
|
1.000 |
1.2693 |
|
1.618 |
1.2693 |
|
2.618 |
1.2693 |
|
4.250 |
1.2693 |
|
|
| Fisher Pivots for day following 24-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2693 |
1.2679 |
| PP |
1.2693 |
1.2664 |
| S1 |
1.2693 |
1.2650 |
|