CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 28-Feb-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2006 |
28-Feb-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2116 |
1.2181 |
0.0065 |
0.5% |
1.2188 |
| High |
1.2116 |
1.2181 |
0.0065 |
0.5% |
1.2188 |
| Low |
1.2116 |
1.2181 |
0.0065 |
0.5% |
1.2138 |
| Close |
1.2116 |
1.2181 |
0.0065 |
0.5% |
1.2138 |
| Range |
|
|
|
|
|
| ATR |
0.0034 |
0.0036 |
0.0002 |
6.4% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
0 |
|
| Daily Pivots for day following 28-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2181 |
1.2181 |
1.2181 |
|
| R3 |
1.2181 |
1.2181 |
1.2181 |
|
| R2 |
1.2181 |
1.2181 |
1.2181 |
|
| R1 |
1.2181 |
1.2181 |
1.2181 |
1.2181 |
| PP |
1.2181 |
1.2181 |
1.2181 |
1.2181 |
| S1 |
1.2181 |
1.2181 |
1.2181 |
1.2181 |
| S2 |
1.2181 |
1.2181 |
1.2181 |
|
| S3 |
1.2181 |
1.2181 |
1.2181 |
|
| S4 |
1.2181 |
1.2181 |
1.2181 |
|
|
| Weekly Pivots for week ending 24-Feb-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2271 |
1.2166 |
|
| R3 |
1.2255 |
1.2221 |
1.2152 |
|
| R2 |
1.2205 |
1.2205 |
1.2147 |
|
| R1 |
1.2171 |
1.2171 |
1.2143 |
1.2163 |
| PP |
1.2155 |
1.2155 |
1.2155 |
1.2151 |
| S1 |
1.2121 |
1.2121 |
1.2133 |
1.2113 |
| S2 |
1.2105 |
1.2105 |
1.2129 |
|
| S3 |
1.2055 |
1.2071 |
1.2124 |
|
| S4 |
1.2005 |
1.2021 |
1.2111 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.2181 |
|
1.618 |
1.2181 |
|
1.000 |
1.2181 |
|
0.618 |
1.2181 |
|
HIGH |
1.2181 |
|
0.618 |
1.2181 |
|
0.500 |
1.2181 |
|
0.382 |
1.2181 |
|
LOW |
1.2181 |
|
0.618 |
1.2181 |
|
1.000 |
1.2181 |
|
1.618 |
1.2181 |
|
2.618 |
1.2181 |
|
4.250 |
1.2181 |
|
|
| Fisher Pivots for day following 28-Feb-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2181 |
1.2170 |
| PP |
1.2181 |
1.2159 |
| S1 |
1.2181 |
1.2149 |
|