CME Euro FX Future March 2007
| Trading Metrics calculated at close of trading on 19-Apr-2006 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2006 |
19-Apr-2006 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2622 |
0.0072 |
0.6% |
1.2338 |
| High |
1.2550 |
1.2622 |
0.0072 |
0.6% |
1.2375 |
| Low |
1.2550 |
1.2622 |
0.0072 |
0.6% |
1.2322 |
| Close |
1.2550 |
1.2622 |
0.0072 |
0.6% |
1.2340 |
| Range |
|
|
|
|
|
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0000 |
| Volume |
15 |
0 |
-15 |
-100.0% |
17 |
|
| Daily Pivots for day following 19-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2622 |
1.2622 |
1.2622 |
|
| R3 |
1.2622 |
1.2622 |
1.2622 |
|
| R2 |
1.2622 |
1.2622 |
1.2622 |
|
| R1 |
1.2622 |
1.2622 |
1.2622 |
1.2622 |
| PP |
1.2622 |
1.2622 |
1.2622 |
1.2622 |
| S1 |
1.2622 |
1.2622 |
1.2622 |
1.2622 |
| S2 |
1.2622 |
1.2622 |
1.2622 |
|
| S3 |
1.2622 |
1.2622 |
1.2622 |
|
| S4 |
1.2622 |
1.2622 |
1.2622 |
|
|
| Weekly Pivots for week ending 14-Apr-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2505 |
1.2475 |
1.2369 |
|
| R3 |
1.2452 |
1.2422 |
1.2355 |
|
| R2 |
1.2399 |
1.2399 |
1.2350 |
|
| R1 |
1.2369 |
1.2369 |
1.2345 |
1.2384 |
| PP |
1.2346 |
1.2346 |
1.2346 |
1.2353 |
| S1 |
1.2316 |
1.2316 |
1.2335 |
1.2331 |
| S2 |
1.2293 |
1.2293 |
1.2330 |
|
| S3 |
1.2240 |
1.2263 |
1.2325 |
|
| S4 |
1.2187 |
1.2210 |
1.2311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2622 |
1.2322 |
0.0300 |
2.4% |
0.0007 |
0.1% |
100% |
True |
False |
6 |
| 10 |
1.2622 |
1.2322 |
0.0300 |
2.4% |
0.0004 |
0.0% |
100% |
True |
False |
3 |
| 20 |
1.2622 |
1.2206 |
0.0416 |
3.3% |
0.0005 |
0.0% |
100% |
True |
False |
2 |
| 40 |
1.2622 |
1.2116 |
0.0506 |
4.0% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
| 60 |
1.2622 |
1.2116 |
0.0506 |
4.0% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2622 |
|
2.618 |
1.2622 |
|
1.618 |
1.2622 |
|
1.000 |
1.2622 |
|
0.618 |
1.2622 |
|
HIGH |
1.2622 |
|
0.618 |
1.2622 |
|
0.500 |
1.2622 |
|
0.382 |
1.2622 |
|
LOW |
1.2622 |
|
0.618 |
1.2622 |
|
1.000 |
1.2622 |
|
1.618 |
1.2622 |
|
2.618 |
1.2622 |
|
4.250 |
1.2622 |
|
|
| Fisher Pivots for day following 19-Apr-2006 |
| Pivot |
1 day |
3 day |
| R1 |
1.2622 |
1.2603 |
| PP |
1.2622 |
1.2584 |
| S1 |
1.2622 |
1.2565 |
|