CME Euro FX Future June 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 1.4466 1.4446 -0.0020 -0.1% 1.4745
High 1.4475 1.4460 -0.0015 -0.1% 1.4770
Low 1.4395 1.4438 0.0043 0.3% 1.4395
Close 1.4397 1.4446 0.0049 0.3% 1.4446
Range 0.0080 0.0022 -0.0058 -72.5% 0.0375
ATR 0.0089 0.0087 -0.0002 -2.1% 0.0000
Volume 306 714 408 133.3% 2,018
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.4514 1.4502 1.4458
R3 1.4492 1.4480 1.4452
R2 1.4470 1.4470 1.4450
R1 1.4458 1.4458 1.4448 1.4457
PP 1.4448 1.4448 1.4448 1.4448
S1 1.4436 1.4436 1.4444 1.4435
S2 1.4426 1.4426 1.4442
S3 1.4404 1.4414 1.4440
S4 1.4382 1.4392 1.4434
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 1.5662 1.5429 1.4652
R3 1.5287 1.5054 1.4549
R2 1.4912 1.4912 1.4515
R1 1.4679 1.4679 1.4480 1.4608
PP 1.4537 1.4537 1.4537 1.4502
S1 1.4304 1.4304 1.4412 1.4233
S2 1.4162 1.4162 1.4377
S3 1.3787 1.3929 1.4343
S4 1.3412 1.3554 1.4240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4770 1.4395 0.0375 2.6% 0.0045 0.3% 14% False False 403
10 1.4825 1.4395 0.0430 3.0% 0.0032 0.2% 12% False False 647
20 1.4860 1.4395 0.0465 3.2% 0.0044 0.3% 11% False False 702
40 1.4860 1.4335 0.0525 3.6% 0.0031 0.2% 21% False False 463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4554
2.618 1.4518
1.618 1.4496
1.000 1.4482
0.618 1.4474
HIGH 1.4460
0.618 1.4452
0.500 1.4449
0.382 1.4446
LOW 1.4438
0.618 1.4424
1.000 1.4416
1.618 1.4402
2.618 1.4380
4.250 1.4345
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 1.4449 1.4496
PP 1.4448 1.4479
S1 1.4447 1.4463

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

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