CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 03-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2006 |
03-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2293 |
1.2291 |
-0.0002 |
0.0% |
1.2116 |
| High |
1.2293 |
1.2291 |
-0.0002 |
0.0% |
1.2293 |
| Low |
1.2293 |
1.2291 |
-0.0002 |
0.0% |
1.2116 |
| Close |
1.2293 |
1.2291 |
-0.0002 |
0.0% |
1.2291 |
| Range |
|
|
|
|
|
| ATR |
0.0040 |
0.0037 |
-0.0003 |
-6.8% |
0.0000 |
| Volume |
28 |
1 |
-27 |
-96.4% |
32 |
|
| Daily Pivots for day following 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2291 |
1.2291 |
1.2291 |
|
| R3 |
1.2291 |
1.2291 |
1.2291 |
|
| R2 |
1.2291 |
1.2291 |
1.2291 |
|
| R1 |
1.2291 |
1.2291 |
1.2291 |
1.2291 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2291 |
| S1 |
1.2291 |
1.2291 |
1.2291 |
1.2291 |
| S2 |
1.2291 |
1.2291 |
1.2291 |
|
| S3 |
1.2291 |
1.2291 |
1.2291 |
|
| S4 |
1.2291 |
1.2291 |
1.2291 |
|
|
| Weekly Pivots for week ending 03-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2705 |
1.2388 |
|
| R3 |
1.2587 |
1.2528 |
1.2340 |
|
| R2 |
1.2410 |
1.2410 |
1.2323 |
|
| R1 |
1.2351 |
1.2351 |
1.2307 |
1.2381 |
| PP |
1.2233 |
1.2233 |
1.2233 |
1.2248 |
| S1 |
1.2174 |
1.2174 |
1.2275 |
1.2204 |
| S2 |
1.2056 |
1.2056 |
1.2259 |
|
| S3 |
1.1879 |
1.1997 |
1.2242 |
|
| S4 |
1.1702 |
1.1820 |
1.2194 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2291 |
|
2.618 |
1.2291 |
|
1.618 |
1.2291 |
|
1.000 |
1.2291 |
|
0.618 |
1.2291 |
|
HIGH |
1.2291 |
|
0.618 |
1.2291 |
|
0.500 |
1.2291 |
|
0.382 |
1.2291 |
|
LOW |
1.2291 |
|
0.618 |
1.2291 |
|
1.000 |
1.2291 |
|
1.618 |
1.2291 |
|
2.618 |
1.2291 |
|
4.250 |
1.2291 |
|
|
| Fisher Pivots for day following 03-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2291 |
1.2272 |
| PP |
1.2291 |
1.2254 |
| S1 |
1.2291 |
1.2235 |
|