CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 30-Jan-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2006 |
30-Jan-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2381 |
1.2360 |
-0.0021 |
-0.2% |
1.2580 |
| High |
1.2381 |
1.2360 |
-0.0021 |
-0.2% |
1.2580 |
| Low |
1.2381 |
1.2360 |
-0.0021 |
-0.2% |
1.2381 |
| Close |
1.2381 |
1.2363 |
-0.0018 |
-0.1% |
1.2381 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2361 |
1.2362 |
1.2363 |
|
| R3 |
1.2361 |
1.2362 |
1.2363 |
|
| R2 |
1.2361 |
1.2361 |
1.2363 |
|
| R1 |
1.2362 |
1.2362 |
1.2363 |
1.2362 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2361 |
| S1 |
1.2362 |
1.2362 |
1.2363 |
1.2362 |
| S2 |
1.2361 |
1.2361 |
1.2363 |
|
| S3 |
1.2361 |
1.2362 |
1.2363 |
|
| S4 |
1.2361 |
1.2362 |
1.2363 |
|
|
| Weekly Pivots for week ending 27-Jan-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.2912 |
1.2490 |
|
| R3 |
1.2845 |
1.2713 |
1.2436 |
|
| R2 |
1.2646 |
1.2646 |
1.2417 |
|
| R1 |
1.2514 |
1.2514 |
1.2399 |
1.2481 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2431 |
| S1 |
1.2315 |
1.2315 |
1.2363 |
1.2282 |
| S2 |
1.2248 |
1.2248 |
1.2345 |
|
| S3 |
1.2049 |
1.2116 |
1.2326 |
|
| S4 |
1.1850 |
1.1917 |
1.2272 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2360 |
|
2.618 |
1.2360 |
|
1.618 |
1.2360 |
|
1.000 |
1.2360 |
|
0.618 |
1.2360 |
|
HIGH |
1.2360 |
|
0.618 |
1.2360 |
|
0.500 |
1.2360 |
|
0.382 |
1.2360 |
|
LOW |
1.2360 |
|
0.618 |
1.2360 |
|
1.000 |
1.2360 |
|
1.618 |
1.2360 |
|
2.618 |
1.2360 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 30-Jan-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2362 |
1.2425 |
| PP |
1.2361 |
1.2404 |
| S1 |
1.2360 |
1.2384 |
|