CME Euro FX Future December 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 1.5382 1.5391 0.0009 0.1% 1.5515
High 1.5385 1.5355 -0.0030 -0.2% 1.5515
Low 1.5340 1.5355 0.0015 0.1% 1.5200
Close 1.5382 1.5391 0.0009 0.1% 1.5220
Range 0.0045 0.0000 -0.0045 -100.0% 0.0315
ATR 0.0091 0.0087 -0.0005 -5.0% 0.0000
Volume 80 259 179 223.8% 979
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.5367 1.5379 1.5391
R3 1.5367 1.5379 1.5391
R2 1.5367 1.5367 1.5391
R1 1.5379 1.5379 1.5391 1.5391
PP 1.5367 1.5367 1.5367 1.5373
S1 1.5379 1.5379 1.5391 1.5391
S2 1.5367 1.5367 1.5391
S3 1.5367 1.5379 1.5391
S4 1.5367 1.5379 1.5391
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 1.6257 1.6053 1.5393
R3 1.5942 1.5738 1.5307
R2 1.5627 1.5627 1.5278
R1 1.5423 1.5423 1.5249 1.5368
PP 1.5312 1.5312 1.5312 1.5284
S1 1.5108 1.5108 1.5191 1.5053
S2 1.4997 1.4997 1.5162
S3 1.4682 1.4793 1.5133
S4 1.4367 1.4478 1.5047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.5385 1.5200 0.0185 1.2% 0.0009 0.1% 103% False False 92
10 1.5598 1.5200 0.0398 2.6% 0.0005 0.0% 48% False False 145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.5355
2.618 1.5355
1.618 1.5355
1.000 1.5355
0.618 1.5355
HIGH 1.5355
0.618 1.5355
0.500 1.5355
0.382 1.5355
LOW 1.5355
0.618 1.5355
1.000 1.5355
1.618 1.5355
2.618 1.5355
4.250 1.5355
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 1.5379 1.5382
PP 1.5367 1.5372
S1 1.5355 1.5363

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

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