CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 1.4640 1.4596 -0.0044 -0.3% 1.4833
High 1.4675 1.4655 -0.0020 -0.1% 1.4860
Low 1.4630 1.4585 -0.0045 -0.3% 1.4575
Close 1.4640 1.4588 -0.0052 -0.4% 1.4588
Range 0.0045 0.0070 0.0025 55.6% 0.0285
ATR 0.0079 0.0079 -0.0001 -0.8% 0.0000
Volume 1,020 652 -368 -36.1% 3,079
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.4819 1.4774 1.4627
R3 1.4749 1.4704 1.4607
R2 1.4679 1.4679 1.4601
R1 1.4634 1.4634 1.4594 1.4622
PP 1.4609 1.4609 1.4609 1.4603
S1 1.4564 1.4564 1.4582 1.4552
S2 1.4539 1.4539 1.4575
S3 1.4469 1.4494 1.4569
S4 1.4399 1.4424 1.4550
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 1.5529 1.5344 1.4745
R3 1.5244 1.5059 1.4666
R2 1.4959 1.4959 1.4640
R1 1.4774 1.4774 1.4614 1.4724
PP 1.4674 1.4674 1.4674 1.4650
S1 1.4489 1.4489 1.4562 1.4439
S2 1.4389 1.4389 1.4536
S3 1.4104 1.4204 1.4510
S4 1.3819 1.3919 1.4431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4860 1.4575 0.0285 2.0% 0.0081 0.6% 5% False False 615
10 1.4860 1.4575 0.0285 2.0% 0.0041 0.3% 5% False False 420
20 1.4860 1.4335 0.0525 3.6% 0.0030 0.2% 48% False False 360
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4953
2.618 1.4838
1.618 1.4768
1.000 1.4725
0.618 1.4698
HIGH 1.4655
0.618 1.4628
0.500 1.4620
0.382 1.4612
LOW 1.4585
0.618 1.4542
1.000 1.4515
1.618 1.4472
2.618 1.4402
4.250 1.4288
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 1.4620 1.4683
PP 1.4609 1.4651
S1 1.4599 1.4620

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These figures are updated between 7pm and 10pm EST after a trading day.

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