CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 26-Jan-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2006 |
26-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2535 |
1.2490 |
-0.0045 |
-0.4% |
1.2378 |
| High |
1.2535 |
1.2490 |
-0.0045 |
-0.4% |
1.2417 |
| Low |
1.2535 |
1.2490 |
-0.0045 |
-0.4% |
1.2369 |
| Close |
1.2535 |
1.2490 |
-0.0045 |
-0.4% |
1.2417 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2490 |
1.2490 |
1.2490 |
|
| R3 |
1.2490 |
1.2490 |
1.2490 |
|
| R2 |
1.2490 |
1.2490 |
1.2490 |
|
| R1 |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
| PP |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
| S1 |
1.2490 |
1.2490 |
1.2490 |
1.2490 |
| S2 |
1.2490 |
1.2490 |
1.2490 |
|
| S3 |
1.2490 |
1.2490 |
1.2490 |
|
| S4 |
1.2490 |
1.2490 |
1.2490 |
|
|
| Weekly Pivots for week ending 20-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2545 |
1.2529 |
1.2443 |
|
| R3 |
1.2497 |
1.2481 |
1.2430 |
|
| R2 |
1.2449 |
1.2449 |
1.2426 |
|
| R1 |
1.2433 |
1.2433 |
1.2421 |
1.2441 |
| PP |
1.2401 |
1.2401 |
1.2401 |
1.2405 |
| S1 |
1.2385 |
1.2385 |
1.2413 |
1.2393 |
| S2 |
1.2353 |
1.2353 |
1.2408 |
|
| S3 |
1.2305 |
1.2337 |
1.2404 |
|
| S4 |
1.2257 |
1.2289 |
1.2391 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2490 |
|
2.618 |
1.2490 |
|
1.618 |
1.2490 |
|
1.000 |
1.2490 |
|
0.618 |
1.2490 |
|
HIGH |
1.2490 |
|
0.618 |
1.2490 |
|
0.500 |
1.2490 |
|
0.382 |
1.2490 |
|
LOW |
1.2490 |
|
0.618 |
1.2490 |
|
1.000 |
1.2490 |
|
1.618 |
1.2490 |
|
2.618 |
1.2490 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 26-Jan-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2529 |
| PP |
1.2490 |
1.2516 |
| S1 |
1.2490 |
1.2503 |
|