CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 30-Mar-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2006 |
30-Mar-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2259 |
1.2316 |
0.0057 |
0.5% |
1.2410 |
| High |
1.2259 |
1.2385 |
0.0126 |
1.0% |
1.2410 |
| Low |
1.2259 |
1.2316 |
0.0057 |
0.5% |
1.2206 |
| Close |
1.2259 |
1.2391 |
0.0132 |
1.1% |
1.2270 |
| Range |
0.0000 |
0.0069 |
0.0069 |
|
0.0204 |
| ATR |
0.0041 |
0.0047 |
0.0006 |
14.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2571 |
1.2550 |
1.2429 |
|
| R3 |
1.2502 |
1.2481 |
1.2410 |
|
| R2 |
1.2433 |
1.2433 |
1.2404 |
|
| R1 |
1.2412 |
1.2412 |
1.2397 |
1.2423 |
| PP |
1.2364 |
1.2364 |
1.2364 |
1.2369 |
| S1 |
1.2343 |
1.2343 |
1.2385 |
1.2354 |
| S2 |
1.2295 |
1.2295 |
1.2378 |
|
| S3 |
1.2226 |
1.2274 |
1.2372 |
|
| S4 |
1.2157 |
1.2205 |
1.2353 |
|
|
| Weekly Pivots for week ending 24-Mar-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2907 |
1.2793 |
1.2382 |
|
| R3 |
1.2703 |
1.2589 |
1.2326 |
|
| R2 |
1.2499 |
1.2499 |
1.2307 |
|
| R1 |
1.2385 |
1.2385 |
1.2289 |
1.2340 |
| PP |
1.2295 |
1.2295 |
1.2295 |
1.2273 |
| S1 |
1.2181 |
1.2181 |
1.2251 |
1.2136 |
| S2 |
1.2091 |
1.2091 |
1.2233 |
|
| S3 |
1.1887 |
1.1977 |
1.2214 |
|
| S4 |
1.1683 |
1.1773 |
1.2158 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2678 |
|
2.618 |
1.2566 |
|
1.618 |
1.2497 |
|
1.000 |
1.2454 |
|
0.618 |
1.2428 |
|
HIGH |
1.2385 |
|
0.618 |
1.2359 |
|
0.500 |
1.2351 |
|
0.382 |
1.2342 |
|
LOW |
1.2316 |
|
0.618 |
1.2273 |
|
1.000 |
1.2247 |
|
1.618 |
1.2204 |
|
2.618 |
1.2135 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 30-Mar-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2378 |
1.2365 |
| PP |
1.2364 |
1.2340 |
| S1 |
1.2351 |
1.2314 |
|