CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 17-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2006 |
17-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2427 |
1.2441 |
0.0014 |
0.1% |
1.2215 |
| High |
1.2427 |
1.2441 |
0.0014 |
0.1% |
1.2441 |
| Low |
1.2427 |
1.2441 |
0.0014 |
0.1% |
1.2215 |
| Close |
1.2427 |
1.2441 |
0.0014 |
0.1% |
1.2441 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2441 |
1.2441 |
|
| R3 |
1.2441 |
1.2441 |
1.2441 |
|
| R2 |
1.2441 |
1.2441 |
1.2441 |
|
| R1 |
1.2441 |
1.2441 |
1.2441 |
1.2441 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2441 |
| S1 |
1.2441 |
1.2441 |
1.2441 |
1.2441 |
| S2 |
1.2441 |
1.2441 |
1.2441 |
|
| S3 |
1.2441 |
1.2441 |
1.2441 |
|
| S4 |
1.2441 |
1.2441 |
1.2441 |
|
|
| Weekly Pivots for week ending 17-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.2968 |
1.2565 |
|
| R3 |
1.2818 |
1.2742 |
1.2503 |
|
| R2 |
1.2592 |
1.2592 |
1.2482 |
|
| R1 |
1.2516 |
1.2516 |
1.2462 |
1.2554 |
| PP |
1.2366 |
1.2366 |
1.2366 |
1.2385 |
| S1 |
1.2290 |
1.2290 |
1.2420 |
1.2328 |
| S2 |
1.2140 |
1.2140 |
1.2400 |
|
| S3 |
1.1914 |
1.2064 |
1.2379 |
|
| S4 |
1.1688 |
1.1838 |
1.2317 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2441 |
|
2.618 |
1.2441 |
|
1.618 |
1.2441 |
|
1.000 |
1.2441 |
|
0.618 |
1.2441 |
|
HIGH |
1.2441 |
|
0.618 |
1.2441 |
|
0.500 |
1.2441 |
|
0.382 |
1.2441 |
|
LOW |
1.2441 |
|
0.618 |
1.2441 |
|
1.000 |
1.2441 |
|
1.618 |
1.2441 |
|
2.618 |
1.2441 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 17-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2441 |
1.2422 |
| PP |
1.2441 |
1.2402 |
| S1 |
1.2441 |
1.2383 |
|