CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 06-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2006 |
06-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2296 |
1.2243 |
-0.0053 |
-0.4% |
1.2360 |
| High |
1.2296 |
1.2243 |
-0.0053 |
-0.4% |
1.2424 |
| Low |
1.2296 |
1.2243 |
-0.0053 |
-0.4% |
1.2296 |
| Close |
1.2296 |
1.2243 |
-0.0053 |
-0.4% |
1.2296 |
| Range |
|
|
|
|
|
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2243 |
1.2243 |
1.2243 |
|
| R3 |
1.2243 |
1.2243 |
1.2243 |
|
| R2 |
1.2243 |
1.2243 |
1.2243 |
|
| R1 |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| S1 |
1.2243 |
1.2243 |
1.2243 |
1.2243 |
| S2 |
1.2243 |
1.2243 |
1.2243 |
|
| S3 |
1.2243 |
1.2243 |
1.2243 |
|
| S4 |
1.2243 |
1.2243 |
1.2243 |
|
|
| Weekly Pivots for week ending 03-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2723 |
1.2637 |
1.2366 |
|
| R3 |
1.2595 |
1.2509 |
1.2331 |
|
| R2 |
1.2467 |
1.2467 |
1.2319 |
|
| R1 |
1.2381 |
1.2381 |
1.2308 |
1.2360 |
| PP |
1.2339 |
1.2339 |
1.2339 |
1.2328 |
| S1 |
1.2253 |
1.2253 |
1.2284 |
1.2232 |
| S2 |
1.2211 |
1.2211 |
1.2273 |
|
| S3 |
1.2083 |
1.2125 |
1.2261 |
|
| S4 |
1.1955 |
1.1997 |
1.2226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2243 |
|
2.618 |
1.2243 |
|
1.618 |
1.2243 |
|
1.000 |
1.2243 |
|
0.618 |
1.2243 |
|
HIGH |
1.2243 |
|
0.618 |
1.2243 |
|
0.500 |
1.2243 |
|
0.382 |
1.2243 |
|
LOW |
1.2243 |
|
0.618 |
1.2243 |
|
1.000 |
1.2243 |
|
1.618 |
1.2243 |
|
2.618 |
1.2243 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 06-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2243 |
1.2308 |
| PP |
1.2243 |
1.2286 |
| S1 |
1.2243 |
1.2265 |
|